| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,882.00 |
11,777.75 |
-104.25 |
-0.9% |
10,786.50 |
| High |
11,963.00 |
11,827.50 |
-135.50 |
-1.1% |
11,876.75 |
| Low |
11,706.50 |
11,528.25 |
-178.25 |
-1.5% |
10,751.00 |
| Close |
11,739.50 |
11,710.50 |
-29.00 |
-0.2% |
11,848.00 |
| Range |
256.50 |
299.25 |
42.75 |
16.7% |
1,125.75 |
| ATR |
371.78 |
366.60 |
-5.18 |
-1.4% |
0.00 |
| Volume |
577,864 |
658,469 |
80,605 |
13.9% |
3,497,035 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,586.50 |
12,447.75 |
11,875.00 |
|
| R3 |
12,287.25 |
12,148.50 |
11,792.75 |
|
| R2 |
11,988.00 |
11,988.00 |
11,765.25 |
|
| R1 |
11,849.25 |
11,849.25 |
11,738.00 |
11,769.00 |
| PP |
11,688.75 |
11,688.75 |
11,688.75 |
11,648.50 |
| S1 |
11,550.00 |
11,550.00 |
11,683.00 |
11,469.75 |
| S2 |
11,389.50 |
11,389.50 |
11,655.75 |
|
| S3 |
11,090.25 |
11,250.75 |
11,628.25 |
|
| S4 |
10,791.00 |
10,951.50 |
11,546.00 |
|
|
| 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 |
11,528.25 |
590.50 |
5.0% |
283.25 |
2.4% |
31% |
False |
True |
653,418 |
| 10 |
12,118.75 |
10,636.00 |
1,482.75 |
12.7% |
356.00 |
3.0% |
72% |
False |
False |
696,299 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.7% |
375.00 |
3.2% |
72% |
False |
False |
707,511 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
14.0% |
376.25 |
3.2% |
75% |
False |
False |
754,841 |
| 60 |
13,296.25 |
10,484.75 |
2,811.50 |
24.0% |
364.00 |
3.1% |
44% |
False |
False |
615,152 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
342.75 |
2.9% |
37% |
False |
False |
461,554 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
336.75 |
2.9% |
37% |
False |
False |
369,379 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
345.75 |
3.0% |
37% |
False |
False |
307,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,099.25 |
|
2.618 |
12,611.00 |
|
1.618 |
12,311.75 |
|
1.000 |
12,126.75 |
|
0.618 |
12,012.50 |
|
HIGH |
11,827.50 |
|
0.618 |
11,713.25 |
|
0.500 |
11,678.00 |
|
0.382 |
11,642.50 |
|
LOW |
11,528.25 |
|
0.618 |
11,343.25 |
|
1.000 |
11,229.00 |
|
1.618 |
11,044.00 |
|
2.618 |
10,744.75 |
|
4.250 |
10,256.50 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,699.50 |
11,823.50 |
| PP |
11,688.75 |
11,785.75 |
| S1 |
11,678.00 |
11,748.25 |
|