| Trading Metrics calculated at close of trading on 14-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1,771.8 |
1,783.5 |
11.7 |
0.7% |
1,692.5 |
| High |
1,788.4 |
1,792.4 |
4.0 |
0.2% |
1,788.4 |
| Low |
1,764.9 |
1,770.0 |
5.1 |
0.3% |
1,681.3 |
| Close |
1,783.5 |
1,790.8 |
7.3 |
0.4% |
1,783.5 |
| Range |
23.5 |
22.4 |
-1.1 |
-4.7% |
107.1 |
| ATR |
30.2 |
29.6 |
-0.6 |
-1.8% |
0.0 |
| Volume |
47,441 |
30,961 |
-16,480 |
-34.7% |
267,597 |
|
| Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.6 |
1,843.6 |
1,803.1 |
|
| R3 |
1,829.2 |
1,821.2 |
1,797.0 |
|
| R2 |
1,806.8 |
1,806.8 |
1,794.9 |
|
| R1 |
1,798.8 |
1,798.8 |
1,792.9 |
1,802.8 |
| PP |
1,784.4 |
1,784.4 |
1,784.4 |
1,786.4 |
| S1 |
1,776.4 |
1,776.4 |
1,788.7 |
1,780.4 |
| S2 |
1,762.0 |
1,762.0 |
1,786.7 |
|
| S3 |
1,739.6 |
1,754.0 |
1,784.6 |
|
| S4 |
1,717.2 |
1,731.6 |
1,778.5 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.4 |
2,035.0 |
1,842.4 |
|
| R3 |
1,965.3 |
1,927.9 |
1,813.0 |
|
| R2 |
1,858.2 |
1,858.2 |
1,803.1 |
|
| R1 |
1,820.8 |
1,820.8 |
1,793.3 |
1,839.5 |
| PP |
1,751.1 |
1,751.1 |
1,751.1 |
1,760.4 |
| S1 |
1,713.7 |
1,713.7 |
1,773.7 |
1,732.4 |
| S2 |
1,644.0 |
1,644.0 |
1,763.9 |
|
| S3 |
1,536.9 |
1,606.6 |
1,754.0 |
|
| S4 |
1,429.8 |
1,499.5 |
1,724.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,792.4 |
1,681.3 |
111.1 |
6.2% |
34.8 |
1.9% |
99% |
True |
False |
50,655 |
| 10 |
1,792.4 |
1,632.3 |
160.1 |
8.9% |
32.9 |
1.8% |
99% |
True |
False |
38,887 |
| 20 |
1,792.4 |
1,632.3 |
160.1 |
8.9% |
28.5 |
1.6% |
99% |
True |
False |
23,934 |
| 40 |
1,792.4 |
1,632.3 |
160.1 |
8.9% |
28.4 |
1.6% |
99% |
True |
False |
14,353 |
| 60 |
1,792.4 |
1,632.3 |
160.1 |
8.9% |
26.6 |
1.5% |
99% |
True |
False |
10,499 |
| 80 |
1,836.7 |
1,632.3 |
204.4 |
11.4% |
24.9 |
1.4% |
78% |
False |
False |
8,381 |
| 100 |
1,872.8 |
1,632.3 |
240.5 |
13.4% |
24.6 |
1.4% |
66% |
False |
False |
6,900 |
| 120 |
1,910.6 |
1,632.3 |
278.3 |
15.5% |
24.4 |
1.4% |
57% |
False |
False |
5,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,887.6 |
|
2.618 |
1,851.0 |
|
1.618 |
1,828.6 |
|
1.000 |
1,814.8 |
|
0.618 |
1,806.2 |
|
HIGH |
1,792.4 |
|
0.618 |
1,783.8 |
|
0.500 |
1,781.2 |
|
0.382 |
1,778.6 |
|
LOW |
1,770.0 |
|
0.618 |
1,756.2 |
|
1.000 |
1,747.6 |
|
1.618 |
1,733.8 |
|
2.618 |
1,711.4 |
|
4.250 |
1,674.8 |
|
|
| Fisher Pivots for day following 14-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,787.6 |
1,779.3 |
| PP |
1,784.4 |
1,767.8 |
| S1 |
1,781.2 |
1,756.3 |
|