| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,777.75 |
11,747.75 |
-30.00 |
-0.3% |
11,791.00 |
| High |
11,827.50 |
11,843.00 |
15.50 |
0.1% |
12,118.75 |
| Low |
11,528.25 |
11,606.75 |
78.50 |
0.7% |
11,528.25 |
| Close |
11,710.50 |
11,708.00 |
-2.50 |
0.0% |
11,708.00 |
| Range |
299.25 |
236.25 |
-63.00 |
-21.1% |
590.50 |
| ATR |
366.60 |
357.29 |
-9.31 |
-2.5% |
0.00 |
| Volume |
658,469 |
585,873 |
-72,596 |
-11.0% |
3,170,706 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,428.00 |
12,304.25 |
11,838.00 |
|
| R3 |
12,191.75 |
12,068.00 |
11,773.00 |
|
| R2 |
11,955.50 |
11,955.50 |
11,751.25 |
|
| R1 |
11,831.75 |
11,831.75 |
11,729.75 |
11,775.50 |
| PP |
11,719.25 |
11,719.25 |
11,719.25 |
11,691.00 |
| S1 |
11,595.50 |
11,595.50 |
11,686.25 |
11,539.25 |
| S2 |
11,483.00 |
11,483.00 |
11,664.75 |
|
| S3 |
11,246.75 |
11,359.25 |
11,643.00 |
|
| S4 |
11,010.50 |
11,123.00 |
11,578.00 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,556.50 |
13,222.75 |
12,032.75 |
|
| R3 |
12,966.00 |
12,632.25 |
11,870.50 |
|
| R2 |
12,375.50 |
12,375.50 |
11,816.25 |
|
| R1 |
12,041.75 |
12,041.75 |
11,762.25 |
11,913.50 |
| PP |
11,785.00 |
11,785.00 |
11,785.00 |
11,720.75 |
| S1 |
11,451.25 |
11,451.25 |
11,653.75 |
11,323.00 |
| S2 |
11,194.50 |
11,194.50 |
11,599.75 |
|
| S3 |
10,604.00 |
10,860.75 |
11,545.50 |
|
| S4 |
10,013.50 |
10,270.25 |
11,383.25 |
|
|
| 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% |
269.00 |
2.3% |
30% |
False |
False |
634,141 |
| 10 |
12,118.75 |
10,751.00 |
1,367.75 |
11.7% |
345.75 |
3.0% |
70% |
False |
False |
666,774 |
| 20 |
12,118.75 |
10,636.00 |
1,482.75 |
12.7% |
364.25 |
3.1% |
72% |
False |
False |
694,757 |
| 40 |
12,118.75 |
10,484.75 |
1,634.00 |
14.0% |
372.75 |
3.2% |
75% |
False |
False |
749,504 |
| 60 |
13,296.25 |
10,484.75 |
2,811.50 |
24.0% |
364.00 |
3.1% |
44% |
False |
False |
624,897 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
339.50 |
2.9% |
37% |
False |
False |
468,869 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
337.25 |
2.9% |
37% |
False |
False |
375,229 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
344.75 |
2.9% |
37% |
False |
False |
312,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,847.00 |
|
2.618 |
12,461.50 |
|
1.618 |
12,225.25 |
|
1.000 |
12,079.25 |
|
0.618 |
11,989.00 |
|
HIGH |
11,843.00 |
|
0.618 |
11,752.75 |
|
0.500 |
11,725.00 |
|
0.382 |
11,697.00 |
|
LOW |
11,606.75 |
|
0.618 |
11,460.75 |
|
1.000 |
11,370.50 |
|
1.618 |
11,224.50 |
|
2.618 |
10,988.25 |
|
4.250 |
10,602.75 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,725.00 |
11,745.50 |
| PP |
11,719.25 |
11,733.00 |
| S1 |
11,713.50 |
11,720.50 |
|