| 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 |
3,974.75 |
3,992.00 |
17.25 |
0.4% |
3,750.00 |
| High |
4,050.75 |
4,015.75 |
-35.00 |
-0.9% |
4,009.75 |
| Low |
3,960.00 |
3,962.00 |
2.00 |
0.1% |
3,738.25 |
| Close |
3,999.50 |
3,968.50 |
-31.00 |
-0.8% |
4,000.25 |
| Range |
90.75 |
53.75 |
-37.00 |
-40.8% |
271.50 |
| ATR |
97.67 |
94.53 |
-3.14 |
-3.2% |
0.00 |
| Volume |
2,230,543 |
1,502,501 |
-728,042 |
-32.6% |
9,585,517 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,143.25 |
4,109.75 |
3,998.00 |
|
| R3 |
4,089.50 |
4,056.00 |
3,983.25 |
|
| R2 |
4,035.75 |
4,035.75 |
3,978.25 |
|
| R1 |
4,002.25 |
4,002.25 |
3,973.50 |
3,992.00 |
| PP |
3,982.00 |
3,982.00 |
3,982.00 |
3,977.00 |
| S1 |
3,948.50 |
3,948.50 |
3,963.50 |
3,938.50 |
| S2 |
3,928.25 |
3,928.25 |
3,958.75 |
|
| S3 |
3,874.50 |
3,894.75 |
3,953.75 |
|
| S4 |
3,820.75 |
3,841.00 |
3,939.00 |
|
|
| 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 |
3,751.50 |
299.25 |
7.5% |
95.75 |
2.4% |
73% |
False |
False |
1,932,166 |
| 10 |
4,050.75 |
3,704.25 |
346.50 |
8.7% |
90.75 |
2.3% |
76% |
False |
False |
1,929,352 |
| 20 |
4,050.75 |
3,641.50 |
409.25 |
10.3% |
94.50 |
2.4% |
80% |
False |
False |
2,042,420 |
| 40 |
4,050.75 |
3,502.00 |
548.75 |
13.8% |
99.50 |
2.5% |
85% |
False |
False |
2,286,012 |
| 60 |
4,234.25 |
3,502.00 |
732.25 |
18.5% |
96.25 |
2.4% |
64% |
False |
False |
1,899,303 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
88.50 |
2.2% |
55% |
False |
False |
1,425,676 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
86.25 |
2.2% |
55% |
False |
False |
1,141,077 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.3% |
89.00 |
2.2% |
55% |
False |
False |
951,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,244.25 |
|
2.618 |
4,156.50 |
|
1.618 |
4,102.75 |
|
1.000 |
4,069.50 |
|
0.618 |
4,049.00 |
|
HIGH |
4,015.75 |
|
0.618 |
3,995.25 |
|
0.500 |
3,989.00 |
|
0.382 |
3,982.50 |
|
LOW |
3,962.00 |
|
0.618 |
3,928.75 |
|
1.000 |
3,908.25 |
|
1.618 |
3,875.00 |
|
2.618 |
3,821.25 |
|
4.250 |
3,733.50 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,989.00 |
4,005.50 |
| PP |
3,982.00 |
3,993.00 |
| S1 |
3,975.25 |
3,980.75 |
|