| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,527.6190 |
1,560.0200 |
32.4010 |
2.1% |
1,302.6070 |
| High |
1,571.2030 |
1,659.8830 |
88.6800 |
5.6% |
1,590.0740 |
| Low |
1,488.0080 |
1,549.0640 |
61.0560 |
4.1% |
1,294.7970 |
| Close |
1,560.0200 |
1,564.9850 |
4.9650 |
0.3% |
1,560.0200 |
| Range |
83.1950 |
110.8190 |
27.6240 |
33.2% |
295.2770 |
| ATR |
80.0785 |
82.2742 |
2.1958 |
2.7% |
0.0000 |
| Volume |
1,009,564 |
8,077 |
-1,001,487 |
-99.2% |
5,261,694 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.7677 |
1,855.1953 |
1,625.9355 |
|
| R3 |
1,812.9487 |
1,744.3763 |
1,595.4602 |
|
| R2 |
1,702.1297 |
1,702.1297 |
1,585.3018 |
|
| R1 |
1,633.5573 |
1,633.5573 |
1,575.1434 |
1,667.8435 |
| PP |
1,591.3107 |
1,591.3107 |
1,591.3107 |
1,608.4538 |
| S1 |
1,522.7383 |
1,522.7383 |
1,554.8266 |
1,557.0245 |
| S2 |
1,480.4917 |
1,480.4917 |
1,544.6682 |
|
| S3 |
1,369.6727 |
1,411.9193 |
1,534.5098 |
|
| S4 |
1,258.8537 |
1,301.1003 |
1,504.0346 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.4613 |
2,259.0177 |
1,722.4224 |
|
| R3 |
2,072.1843 |
1,963.7407 |
1,641.2212 |
|
| R2 |
1,776.9073 |
1,776.9073 |
1,614.1541 |
|
| R1 |
1,668.4637 |
1,668.4637 |
1,587.0871 |
1,722.6855 |
| PP |
1,481.6303 |
1,481.6303 |
1,481.6303 |
1,508.7413 |
| S1 |
1,373.1867 |
1,373.1867 |
1,532.9529 |
1,427.4085 |
| S2 |
1,186.3533 |
1,186.3533 |
1,505.8859 |
|
| S3 |
891.0763 |
1,077.9097 |
1,478.8188 |
|
| S4 |
595.7993 |
782.6327 |
1,397.6177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,659.8830 |
1,335.6650 |
324.2180 |
20.7% |
116.7750 |
7.5% |
71% |
True |
False |
1,052,646 |
| 10 |
1,659.8830 |
1,258.4550 |
401.4280 |
25.7% |
82.2716 |
5.3% |
76% |
True |
False |
722,524 |
| 20 |
1,659.8830 |
1,195.5710 |
464.3120 |
29.7% |
67.6284 |
4.3% |
80% |
True |
False |
617,359 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
37.8% |
85.3219 |
5.5% |
62% |
False |
False |
643,140 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
53.2% |
96.2742 |
6.2% |
44% |
False |
False |
645,774 |
| 80 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
65.0% |
108.5388 |
6.9% |
54% |
False |
False |
669,203 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
73.2% |
114.5557 |
7.3% |
60% |
False |
False |
693,599 |
| 120 |
2,184.6150 |
883.1590 |
1,301.4560 |
83.2% |
121.1688 |
7.7% |
52% |
False |
False |
654,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.8638 |
|
2.618 |
1,950.0071 |
|
1.618 |
1,839.1881 |
|
1.000 |
1,770.7020 |
|
0.618 |
1,728.3691 |
|
HIGH |
1,659.8830 |
|
0.618 |
1,617.5501 |
|
0.500 |
1,604.4735 |
|
0.382 |
1,591.3969 |
|
LOW |
1,549.0640 |
|
0.618 |
1,480.5779 |
|
1.000 |
1,438.2450 |
|
1.618 |
1,369.7589 |
|
2.618 |
1,258.9399 |
|
4.250 |
1,078.0833 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,604.4735 |
1,573.9455 |
| PP |
1,591.3107 |
1,570.9587 |
| S1 |
1,578.1478 |
1,567.9718 |
|