| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1,565.0970 |
1,575.7180 |
10.6210 |
0.7% |
1,302.6070 |
| High |
1,609.8750 |
1,618.2290 |
8.3540 |
0.5% |
1,590.0740 |
| Low |
1,551.6120 |
1,504.4640 |
-47.1480 |
-3.0% |
1,294.7970 |
| Close |
1,575.7180 |
1,508.5200 |
-67.1980 |
-4.3% |
1,560.0200 |
| Range |
58.2630 |
113.7650 |
55.5020 |
95.3% |
295.2770 |
| ATR |
80.5591 |
82.9310 |
2.3718 |
2.9% |
0.0000 |
| Volume |
661,850 |
980,908 |
319,058 |
48.2% |
5,261,694 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,885.0327 |
1,810.5413 |
1,571.0908 |
|
| R3 |
1,771.2677 |
1,696.7763 |
1,539.8054 |
|
| R2 |
1,657.5027 |
1,657.5027 |
1,529.3769 |
|
| R1 |
1,583.0113 |
1,583.0113 |
1,518.9485 |
1,563.3745 |
| PP |
1,543.7377 |
1,543.7377 |
1,543.7377 |
1,533.9193 |
| S1 |
1,469.2463 |
1,469.2463 |
1,498.0915 |
1,449.6095 |
| S2 |
1,429.9727 |
1,429.9727 |
1,487.6631 |
|
| S3 |
1,316.2077 |
1,355.4813 |
1,477.2346 |
|
| S4 |
1,202.4427 |
1,241.7163 |
1,445.9493 |
|
|
| 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 |
1,488.0080 |
171.8750 |
11.4% |
87.4054 |
5.8% |
12% |
False |
False |
785,505 |
| 10 |
1,659.8830 |
1,258.4550 |
401.4280 |
26.6% |
91.5661 |
6.1% |
62% |
False |
False |
790,118 |
| 20 |
1,659.8830 |
1,195.5710 |
464.3120 |
30.8% |
71.2006 |
4.7% |
67% |
False |
False |
646,145 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
39.2% |
82.4557 |
5.5% |
53% |
False |
False |
660,437 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
55.2% |
94.6529 |
6.3% |
38% |
False |
False |
660,580 |
| 80 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
67.4% |
107.9054 |
7.2% |
49% |
False |
False |
679,208 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
75.9% |
109.7555 |
7.3% |
55% |
False |
False |
709,783 |
| 120 |
2,155.8160 |
883.1590 |
1,272.6570 |
84.4% |
116.4329 |
7.7% |
49% |
False |
False |
649,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.7303 |
|
2.618 |
1,916.0658 |
|
1.618 |
1,802.3008 |
|
1.000 |
1,731.9940 |
|
0.618 |
1,688.5358 |
|
HIGH |
1,618.2290 |
|
0.618 |
1,574.7708 |
|
0.500 |
1,561.3465 |
|
0.382 |
1,547.9222 |
|
LOW |
1,504.4640 |
|
0.618 |
1,434.1572 |
|
1.000 |
1,390.6990 |
|
1.618 |
1,320.3922 |
|
2.618 |
1,206.6272 |
|
4.250 |
1,020.9628 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,561.3465 |
1,582.1735 |
| PP |
1,543.7377 |
1,557.6223 |
| S1 |
1,526.1288 |
1,533.0712 |
|