| 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 |
15,440 |
17,460 |
2,020 |
13.1% |
21,200 |
| High |
17,935 |
17,480 |
-455 |
-2.5% |
21,215 |
| Low |
15,230 |
15,715 |
485 |
3.2% |
14,925 |
| Close |
17,780 |
16,050 |
-1,730 |
-9.7% |
16,050 |
| Range |
2,705 |
1,765 |
-940 |
-34.8% |
6,290 |
| ATR |
1,295 |
1,350 |
55 |
4.2% |
0 |
| Volume |
18,015 |
12,252 |
-5,763 |
-32.0% |
110,514 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,710 |
20,645 |
17,021 |
|
| R3 |
19,945 |
18,880 |
16,535 |
|
| R2 |
18,180 |
18,180 |
16,374 |
|
| R1 |
17,115 |
17,115 |
16,212 |
16,765 |
| PP |
16,415 |
16,415 |
16,415 |
16,240 |
| S1 |
15,350 |
15,350 |
15,888 |
15,000 |
| S2 |
14,650 |
14,650 |
15,726 |
|
| S3 |
12,885 |
13,585 |
15,565 |
|
| S4 |
11,120 |
11,820 |
15,079 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,267 |
32,448 |
19,510 |
|
| R3 |
29,977 |
26,158 |
17,780 |
|
| R2 |
23,687 |
23,687 |
17,203 |
|
| R1 |
19,868 |
19,868 |
16,627 |
18,633 |
| PP |
17,397 |
17,397 |
17,397 |
16,779 |
| S1 |
13,578 |
13,578 |
15,473 |
12,343 |
| S2 |
11,107 |
11,107 |
14,897 |
|
| S3 |
4,817 |
7,288 |
14,320 |
|
| S4 |
-1,473 |
998 |
12,591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,215 |
14,925 |
6,290 |
39.2% |
2,511 |
15.6% |
18% |
False |
False |
22,102 |
| 10 |
21,400 |
14,925 |
6,475 |
40.3% |
1,600 |
10.0% |
17% |
False |
False |
15,507 |
| 20 |
21,400 |
14,925 |
6,475 |
40.3% |
1,143 |
7.1% |
17% |
False |
False |
9,829 |
| 40 |
21,400 |
14,925 |
6,475 |
40.3% |
1,033 |
6.4% |
17% |
False |
False |
5,295 |
| 60 |
23,495 |
14,925 |
8,570 |
53.4% |
1,049 |
6.5% |
13% |
False |
False |
3,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,981 |
|
2.618 |
22,101 |
|
1.618 |
20,336 |
|
1.000 |
19,245 |
|
0.618 |
18,571 |
|
HIGH |
17,480 |
|
0.618 |
16,806 |
|
0.500 |
16,598 |
|
0.382 |
16,389 |
|
LOW |
15,715 |
|
0.618 |
14,624 |
|
1.000 |
13,950 |
|
1.618 |
12,859 |
|
2.618 |
11,094 |
|
4.250 |
8,214 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
16,598 |
16,745 |
| PP |
16,415 |
16,513 |
| S1 |
16,233 |
16,282 |
|