| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,768.50 |
11,882.00 |
113.50 |
1.0% |
10,786.50 |
| High |
12,118.75 |
11,963.00 |
-155.75 |
-1.3% |
11,876.75 |
| Low |
11,761.75 |
11,706.50 |
-55.25 |
-0.5% |
10,751.00 |
| Close |
11,904.25 |
11,739.50 |
-164.75 |
-1.4% |
11,848.00 |
| Range |
357.00 |
256.50 |
-100.50 |
-28.2% |
1,125.75 |
| ATR |
380.65 |
371.78 |
-8.87 |
-2.3% |
0.00 |
| Volume |
771,822 |
577,864 |
-193,958 |
-25.1% |
3,497,035 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,572.50 |
12,412.50 |
11,880.50 |
|
| R3 |
12,316.00 |
12,156.00 |
11,810.00 |
|
| R2 |
12,059.50 |
12,059.50 |
11,786.50 |
|
| R1 |
11,899.50 |
11,899.50 |
11,763.00 |
11,851.25 |
| PP |
11,803.00 |
11,803.00 |
11,803.00 |
11,779.00 |
| S1 |
11,643.00 |
11,643.00 |
11,716.00 |
11,594.75 |
| S2 |
11,546.50 |
11,546.50 |
11,692.50 |
|
| S3 |
11,290.00 |
11,386.50 |
11,669.00 |
|
| S4 |
11,033.50 |
11,130.00 |
11,598.50 |
|
|
| 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 |
11.2% |
398.00 |
3.4% |
71% |
False |
False |
694,153 |
| 10 |
12,118.75 |
10,636.00 |
1,482.75 |
12.6% |
354.75 |
3.0% |
74% |
False |
False |
700,957 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.6% |
376.25 |
3.2% |
74% |
False |
False |
711,571 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
13.9% |
375.75 |
3.2% |
77% |
False |
False |
758,034 |
| 60 |
13,296.25 |
10,484.75 |
2,811.50 |
23.9% |
362.00 |
3.1% |
45% |
False |
False |
604,185 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
345.25 |
2.9% |
38% |
False |
False |
453,337 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
339.00 |
2.9% |
38% |
False |
False |
362,801 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.4% |
347.25 |
3.0% |
38% |
False |
False |
302,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,053.00 |
|
2.618 |
12,634.50 |
|
1.618 |
12,378.00 |
|
1.000 |
12,219.50 |
|
0.618 |
12,121.50 |
|
HIGH |
11,963.00 |
|
0.618 |
11,865.00 |
|
0.500 |
11,834.75 |
|
0.382 |
11,804.50 |
|
LOW |
11,706.50 |
|
0.618 |
11,548.00 |
|
1.000 |
11,450.00 |
|
1.618 |
11,291.50 |
|
2.618 |
11,035.00 |
|
4.250 |
10,616.50 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,834.75 |
11,910.50 |
| PP |
11,803.00 |
11,853.50 |
| S1 |
11,771.25 |
11,796.50 |
|