| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,669.75 |
11,791.00 |
121.25 |
1.0% |
10,786.50 |
| High |
11,876.75 |
11,898.50 |
21.75 |
0.2% |
11,876.75 |
| Low |
11,569.25 |
11,702.00 |
132.75 |
1.1% |
10,751.00 |
| Close |
11,848.00 |
11,734.75 |
-113.25 |
-1.0% |
11,848.00 |
| Range |
307.50 |
196.50 |
-111.00 |
-36.1% |
1,125.75 |
| ATR |
394.53 |
380.39 |
-14.15 |
-3.6% |
0.00 |
| Volume |
682,257 |
576,678 |
-105,579 |
-15.5% |
3,497,035 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,368.00 |
12,247.75 |
11,842.75 |
|
| R3 |
12,171.50 |
12,051.25 |
11,788.75 |
|
| R2 |
11,975.00 |
11,975.00 |
11,770.75 |
|
| R1 |
11,854.75 |
11,854.75 |
11,752.75 |
11,816.50 |
| PP |
11,778.50 |
11,778.50 |
11,778.50 |
11,759.25 |
| S1 |
11,658.25 |
11,658.25 |
11,716.75 |
11,620.00 |
| S2 |
11,582.00 |
11,582.00 |
11,698.75 |
|
| S3 |
11,385.50 |
11,461.75 |
11,680.75 |
|
| S4 |
11,189.00 |
11,265.25 |
11,626.75 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,869.25 |
14,484.25 |
12,467.25 |
|
| R3 |
13,743.50 |
13,358.50 |
12,157.50 |
|
| R2 |
12,617.75 |
12,617.75 |
12,054.50 |
|
| R1 |
12,232.75 |
12,232.75 |
11,951.25 |
12,425.25 |
| PP |
11,492.00 |
11,492.00 |
11,492.00 |
11,588.00 |
| S1 |
11,107.00 |
11,107.00 |
11,744.75 |
11,299.50 |
| S2 |
10,366.25 |
10,366.25 |
11,641.50 |
|
| S3 |
9,240.50 |
9,981.25 |
11,538.50 |
|
| S4 |
8,114.75 |
8,855.50 |
11,228.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,898.50 |
10,805.00 |
1,093.50 |
9.3% |
404.00 |
3.4% |
85% |
True |
False |
703,804 |
| 10 |
11,898.50 |
10,636.00 |
1,262.50 |
10.8% |
381.50 |
3.3% |
87% |
True |
False |
703,623 |
| 20 |
11,898.50 |
10,636.00 |
1,262.50 |
10.8% |
379.75 |
3.2% |
87% |
True |
False |
722,386 |
| 40 |
12,140.50 |
10,484.75 |
1,655.75 |
14.1% |
379.50 |
3.2% |
75% |
False |
False |
762,488 |
| 60 |
13,304.00 |
10,484.75 |
2,819.25 |
24.0% |
360.75 |
3.1% |
44% |
False |
False |
581,724 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
343.50 |
2.9% |
37% |
False |
False |
436,475 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
340.00 |
2.9% |
37% |
False |
False |
349,317 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
348.75 |
3.0% |
37% |
False |
False |
291,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,733.50 |
|
2.618 |
12,413.00 |
|
1.618 |
12,216.50 |
|
1.000 |
12,095.00 |
|
0.618 |
12,020.00 |
|
HIGH |
11,898.50 |
|
0.618 |
11,823.50 |
|
0.500 |
11,800.25 |
|
0.382 |
11,777.00 |
|
LOW |
11,702.00 |
|
0.618 |
11,580.50 |
|
1.000 |
11,505.50 |
|
1.618 |
11,384.00 |
|
2.618 |
11,187.50 |
|
4.250 |
10,867.00 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,800.25 |
11,607.00 |
| PP |
11,778.50 |
11,479.50 |
| S1 |
11,756.50 |
11,351.75 |
|