| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,791.00 |
11,768.50 |
-22.50 |
-0.2% |
10,786.50 |
| High |
11,898.50 |
12,118.75 |
220.25 |
1.9% |
11,876.75 |
| Low |
11,702.00 |
11,761.75 |
59.75 |
0.5% |
10,751.00 |
| Close |
11,734.75 |
11,904.25 |
169.50 |
1.4% |
11,848.00 |
| Range |
196.50 |
357.00 |
160.50 |
81.7% |
1,125.75 |
| ATR |
380.39 |
380.65 |
0.26 |
0.1% |
0.00 |
| Volume |
576,678 |
771,822 |
195,144 |
33.8% |
3,497,035 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,999.25 |
12,808.75 |
12,100.50 |
|
| R3 |
12,642.25 |
12,451.75 |
12,002.50 |
|
| R2 |
12,285.25 |
12,285.25 |
11,969.75 |
|
| R1 |
12,094.75 |
12,094.75 |
11,937.00 |
12,190.00 |
| PP |
11,928.25 |
11,928.25 |
11,928.25 |
11,976.00 |
| S1 |
11,737.75 |
11,737.75 |
11,871.50 |
11,833.00 |
| S2 |
11,571.25 |
11,571.25 |
11,838.75 |
|
| S3 |
11,214.25 |
11,380.75 |
11,806.00 |
|
| S4 |
10,857.25 |
11,023.75 |
11,708.00 |
|
|
| 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 |
12,118.75 |
10,805.00 |
1,313.75 |
11.0% |
415.00 |
3.5% |
84% |
True |
False |
712,395 |
| 10 |
12,118.75 |
10,636.00 |
1,482.75 |
12.5% |
384.25 |
3.2% |
86% |
True |
False |
720,269 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.5% |
380.00 |
3.2% |
86% |
True |
False |
719,366 |
| 40 |
12,140.50 |
10,484.75 |
1,655.75 |
13.9% |
381.75 |
3.2% |
86% |
False |
False |
764,162 |
| 60 |
13,296.25 |
10,484.75 |
2,811.50 |
23.6% |
361.00 |
3.0% |
50% |
False |
False |
594,568 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.0% |
345.25 |
2.9% |
43% |
False |
False |
446,119 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.0% |
339.00 |
2.8% |
43% |
False |
False |
357,029 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.0% |
349.00 |
2.9% |
43% |
False |
False |
297,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,636.00 |
|
2.618 |
13,053.50 |
|
1.618 |
12,696.50 |
|
1.000 |
12,475.75 |
|
0.618 |
12,339.50 |
|
HIGH |
12,118.75 |
|
0.618 |
11,982.50 |
|
0.500 |
11,940.25 |
|
0.382 |
11,898.00 |
|
LOW |
11,761.75 |
|
0.618 |
11,541.00 |
|
1.000 |
11,404.75 |
|
1.618 |
11,184.00 |
|
2.618 |
10,827.00 |
|
4.250 |
10,244.50 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,940.25 |
11,884.25 |
| PP |
11,928.25 |
11,864.00 |
| S1 |
11,916.25 |
11,844.00 |
|