| 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 |
11,980.00 |
11,894.00 |
-86.00 |
-0.7% |
10,891.00 |
| High |
12,077.50 |
11,943.00 |
-134.50 |
-1.1% |
11,991.25 |
| Low |
11,825.25 |
11,646.25 |
-179.00 |
-1.5% |
10,870.00 |
| Close |
11,856.75 |
11,827.75 |
-29.00 |
-0.2% |
11,964.50 |
| Range |
252.25 |
296.75 |
44.50 |
17.6% |
1,121.25 |
| ATR |
366.10 |
361.15 |
-4.95 |
-1.4% |
0.00 |
| Volume |
1,282 |
902 |
-380 |
-29.6% |
6,836 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,696.00 |
12,558.50 |
11,991.00 |
|
| R3 |
12,399.25 |
12,261.75 |
11,909.25 |
|
| R2 |
12,102.50 |
12,102.50 |
11,882.25 |
|
| R1 |
11,965.00 |
11,965.00 |
11,855.00 |
11,885.50 |
| PP |
11,805.75 |
11,805.75 |
11,805.75 |
11,765.75 |
| S1 |
11,668.25 |
11,668.25 |
11,800.50 |
11,588.50 |
| S2 |
11,509.00 |
11,509.00 |
11,773.25 |
|
| S3 |
11,212.25 |
11,371.50 |
11,746.25 |
|
| S4 |
10,915.50 |
11,074.75 |
11,664.50 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,972.25 |
14,589.75 |
12,581.25 |
|
| R3 |
13,851.00 |
13,468.50 |
12,272.75 |
|
| R2 |
12,729.75 |
12,729.75 |
12,170.00 |
|
| R1 |
12,347.25 |
12,347.25 |
12,067.25 |
12,538.50 |
| PP |
11,608.50 |
11,608.50 |
11,608.50 |
11,704.25 |
| S1 |
11,226.00 |
11,226.00 |
11,861.75 |
11,417.25 |
| S2 |
10,487.25 |
10,487.25 |
11,759.00 |
|
| S3 |
9,366.00 |
10,104.75 |
11,656.25 |
|
| S4 |
8,244.75 |
8,983.50 |
11,347.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,236.00 |
11,646.25 |
589.75 |
5.0% |
280.25 |
2.4% |
31% |
False |
True |
1,509 |
| 10 |
12,236.00 |
10,746.75 |
1,489.25 |
12.6% |
350.00 |
3.0% |
73% |
False |
False |
1,418 |
| 20 |
12,236.00 |
10,746.75 |
1,489.25 |
12.6% |
369.25 |
3.1% |
73% |
False |
False |
1,208 |
| 40 |
12,236.00 |
10,595.25 |
1,640.75 |
13.9% |
371.50 |
3.1% |
75% |
False |
False |
1,040 |
| 60 |
13,369.50 |
10,595.25 |
2,774.25 |
23.5% |
353.50 |
3.0% |
44% |
False |
False |
774 |
| 80 |
13,929.00 |
10,595.25 |
3,333.75 |
28.2% |
316.00 |
2.7% |
37% |
False |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,204.25 |
|
2.618 |
12,720.00 |
|
1.618 |
12,423.25 |
|
1.000 |
12,239.75 |
|
0.618 |
12,126.50 |
|
HIGH |
11,943.00 |
|
0.618 |
11,829.75 |
|
0.500 |
11,794.50 |
|
0.382 |
11,759.50 |
|
LOW |
11,646.25 |
|
0.618 |
11,462.75 |
|
1.000 |
11,349.50 |
|
1.618 |
11,166.00 |
|
2.618 |
10,869.25 |
|
4.250 |
10,385.00 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,816.75 |
11,941.00 |
| PP |
11,805.75 |
11,903.25 |
| S1 |
11,794.50 |
11,865.50 |
|