| 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 |
3,984.00 |
3,974.75 |
-9.25 |
-0.2% |
3,750.00 |
| High |
4,017.50 |
4,050.75 |
33.25 |
0.8% |
4,009.75 |
| Low |
3,964.00 |
3,960.00 |
-4.00 |
-0.1% |
3,738.25 |
| Close |
3,966.00 |
3,999.50 |
33.50 |
0.8% |
4,000.25 |
| Range |
53.50 |
90.75 |
37.25 |
69.6% |
271.50 |
| ATR |
98.20 |
97.67 |
-0.53 |
-0.5% |
0.00 |
| Volume |
1,592,615 |
2,230,543 |
637,928 |
40.1% |
9,585,517 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,275.75 |
4,228.25 |
4,049.50 |
|
| R3 |
4,185.00 |
4,137.50 |
4,024.50 |
|
| R2 |
4,094.25 |
4,094.25 |
4,016.25 |
|
| R1 |
4,046.75 |
4,046.75 |
4,007.75 |
4,070.50 |
| PP |
4,003.50 |
4,003.50 |
4,003.50 |
4,015.25 |
| S1 |
3,956.00 |
3,956.00 |
3,991.25 |
3,979.75 |
| S2 |
3,912.75 |
3,912.75 |
3,982.75 |
|
| S3 |
3,822.00 |
3,865.25 |
3,974.50 |
|
| S4 |
3,731.25 |
3,774.50 |
3,949.50 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,730.50 |
4,637.00 |
4,149.50 |
|
| R3 |
4,459.00 |
4,365.50 |
4,075.00 |
|
| R2 |
4,187.50 |
4,187.50 |
4,050.00 |
|
| R1 |
4,094.00 |
4,094.00 |
4,025.25 |
4,140.75 |
| PP |
3,916.00 |
3,916.00 |
3,916.00 |
3,939.50 |
| S1 |
3,822.50 |
3,822.50 |
3,975.25 |
3,869.25 |
| S2 |
3,644.50 |
3,644.50 |
3,950.50 |
|
| S3 |
3,373.00 |
3,551.00 |
3,925.50 |
|
| S4 |
3,101.50 |
3,279.50 |
3,851.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,050.75 |
3,750.00 |
300.75 |
7.5% |
104.75 |
2.6% |
83% |
True |
False |
2,009,496 |
| 10 |
4,050.75 |
3,704.25 |
346.50 |
8.7% |
100.00 |
2.5% |
85% |
True |
False |
2,000,172 |
| 20 |
4,050.75 |
3,641.50 |
409.25 |
10.2% |
96.75 |
2.4% |
87% |
True |
False |
2,084,737 |
| 40 |
4,050.75 |
3,502.00 |
548.75 |
13.7% |
101.50 |
2.5% |
91% |
True |
False |
2,309,455 |
| 60 |
4,234.25 |
3,502.00 |
732.25 |
18.3% |
96.00 |
2.4% |
68% |
False |
False |
1,874,389 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
88.50 |
2.2% |
59% |
False |
False |
1,406,909 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
86.25 |
2.2% |
59% |
False |
False |
1,126,057 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.1% |
89.50 |
2.2% |
59% |
False |
False |
938,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,436.50 |
|
2.618 |
4,288.25 |
|
1.618 |
4,197.50 |
|
1.000 |
4,141.50 |
|
0.618 |
4,106.75 |
|
HIGH |
4,050.75 |
|
0.618 |
4,016.00 |
|
0.500 |
4,005.50 |
|
0.382 |
3,994.75 |
|
LOW |
3,960.00 |
|
0.618 |
3,904.00 |
|
1.000 |
3,869.25 |
|
1.618 |
3,813.25 |
|
2.618 |
3,722.50 |
|
4.250 |
3,574.25 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,005.50 |
4,001.00 |
| PP |
4,003.50 |
4,000.50 |
| S1 |
4,001.50 |
4,000.00 |
|