| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,355.16 |
11,604.36 |
249.20 |
2.2% |
10,918.34 |
| High |
11,612.20 |
11,840.07 |
227.87 |
2.0% |
11,840.07 |
| Low |
11,241.12 |
11,535.56 |
294.44 |
2.6% |
10,790.35 |
| Close |
11,605.96 |
11,817.01 |
211.05 |
1.8% |
11,817.01 |
| Range |
371.08 |
304.51 |
-66.57 |
-17.9% |
1,049.72 |
| ATR |
337.54 |
335.18 |
-2.36 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,644.41 |
12,535.22 |
11,984.49 |
|
| R3 |
12,339.90 |
12,230.71 |
11,900.75 |
|
| R2 |
12,035.39 |
12,035.39 |
11,872.84 |
|
| R1 |
11,926.20 |
11,926.20 |
11,844.92 |
11,980.80 |
| PP |
11,730.88 |
11,730.88 |
11,730.88 |
11,758.18 |
| S1 |
11,621.69 |
11,621.69 |
11,789.10 |
11,676.29 |
| S2 |
11,426.37 |
11,426.37 |
11,761.18 |
|
| S3 |
11,121.86 |
11,317.18 |
11,733.27 |
|
| S4 |
10,817.35 |
11,012.67 |
11,649.53 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,631.64 |
14,274.04 |
12,394.36 |
|
| R3 |
13,581.92 |
13,224.32 |
12,105.68 |
|
| R2 |
12,532.20 |
12,532.20 |
12,009.46 |
|
| R1 |
12,174.60 |
12,174.60 |
11,913.23 |
12,353.40 |
| PP |
11,482.48 |
11,482.48 |
11,482.48 |
11,571.88 |
| S1 |
11,124.88 |
11,124.88 |
11,720.79 |
11,303.68 |
| S2 |
10,432.76 |
10,432.76 |
11,624.56 |
|
| S3 |
9,383.04 |
10,075.16 |
11,528.34 |
|
| S4 |
8,333.32 |
9,025.44 |
11,239.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,840.07 |
10,790.35 |
1,049.72 |
8.9% |
275.01 |
2.3% |
98% |
True |
False |
|
| 10 |
11,840.07 |
10,632.39 |
1,207.68 |
10.2% |
279.73 |
2.4% |
98% |
True |
False |
|
| 20 |
11,840.07 |
10,632.39 |
1,207.68 |
10.2% |
275.53 |
2.3% |
98% |
True |
False |
|
| 40 |
12,062.52 |
10,444.78 |
1,617.74 |
13.7% |
282.03 |
2.4% |
85% |
False |
False |
|
| 60 |
13,402.61 |
10,444.78 |
2,957.83 |
25.0% |
270.03 |
2.3% |
46% |
False |
False |
|
| 80 |
13,720.91 |
10,444.78 |
3,276.13 |
27.7% |
261.47 |
2.2% |
42% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
27.7% |
263.56 |
2.2% |
42% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
27.7% |
269.25 |
2.3% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,134.24 |
|
2.618 |
12,637.28 |
|
1.618 |
12,332.77 |
|
1.000 |
12,144.58 |
|
0.618 |
12,028.26 |
|
HIGH |
11,840.07 |
|
0.618 |
11,723.75 |
|
0.500 |
11,687.82 |
|
0.382 |
11,651.88 |
|
LOW |
11,535.56 |
|
0.618 |
11,347.37 |
|
1.000 |
11,231.05 |
|
1.618 |
11,042.86 |
|
2.618 |
10,738.35 |
|
4.250 |
10,241.39 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,773.95 |
11,649.74 |
| PP |
11,730.88 |
11,482.48 |
| S1 |
11,687.82 |
11,315.21 |
|