| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
1,508.2390 |
1,540.4260 |
32.1870 |
2.1% |
1,560.0200 |
| High |
1,558.4100 |
1,668.4800 |
110.0700 |
7.1% |
1,668.4800 |
| Low |
1,503.4790 |
1,526.0640 |
22.5850 |
1.5% |
1,503.4790 |
| Close |
1,540.4480 |
1,645.8350 |
105.3870 |
6.8% |
1,645.8350 |
| Range |
54.9310 |
142.4160 |
87.4850 |
159.3% |
165.0010 |
| ATR |
80.9310 |
85.3228 |
4.3918 |
5.4% |
0.0000 |
| Volume |
728,376 |
10,391 |
-717,985 |
-98.6% |
2,389,602 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.7077 |
1,985.6873 |
1,724.1638 |
|
| R3 |
1,898.2917 |
1,843.2713 |
1,684.9994 |
|
| R2 |
1,755.8757 |
1,755.8757 |
1,671.9446 |
|
| R1 |
1,700.8553 |
1,700.8553 |
1,658.8898 |
1,728.3655 |
| PP |
1,613.4597 |
1,613.4597 |
1,613.4597 |
1,627.2148 |
| S1 |
1,558.4393 |
1,558.4393 |
1,632.7802 |
1,585.9495 |
| S2 |
1,471.0437 |
1,471.0437 |
1,619.7254 |
|
| S3 |
1,328.6277 |
1,416.0233 |
1,606.6706 |
|
| S4 |
1,186.2117 |
1,273.6073 |
1,567.5062 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.9343 |
2,038.3857 |
1,736.5856 |
|
| R3 |
1,935.9333 |
1,873.3847 |
1,691.2103 |
|
| R2 |
1,770.9323 |
1,770.9323 |
1,676.0852 |
|
| R1 |
1,708.3837 |
1,708.3837 |
1,660.9601 |
1,739.6580 |
| PP |
1,605.9313 |
1,605.9313 |
1,605.9313 |
1,621.5685 |
| S1 |
1,543.3827 |
1,543.3827 |
1,630.7099 |
1,574.6570 |
| S2 |
1,440.9303 |
1,440.9303 |
1,615.5848 |
|
| S3 |
1,275.9293 |
1,378.3817 |
1,600.4597 |
|
| S4 |
1,110.9283 |
1,213.3807 |
1,555.0845 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,668.4800 |
1,503.4790 |
165.0010 |
10.0% |
96.0388 |
5.8% |
86% |
True |
False |
477,920 |
| 10 |
1,668.4800 |
1,294.7970 |
373.6830 |
22.7% |
102.8666 |
6.3% |
94% |
True |
False |
765,129 |
| 20 |
1,668.4800 |
1,195.5710 |
472.9090 |
28.7% |
77.0418 |
4.7% |
95% |
True |
False |
622,442 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
36.0% |
82.9431 |
5.0% |
76% |
False |
False |
639,814 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
50.6% |
93.0330 |
5.7% |
54% |
False |
False |
640,467 |
| 80 |
2,028.6500 |
1,180.5740 |
848.0760 |
51.5% |
107.5715 |
6.5% |
55% |
False |
False |
664,016 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
69.6% |
107.7847 |
6.5% |
67% |
False |
False |
678,448 |
| 120 |
2,108.8960 |
883.1590 |
1,225.7370 |
74.5% |
115.4485 |
7.0% |
62% |
False |
False |
652,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.7480 |
|
2.618 |
2,041.3251 |
|
1.618 |
1,898.9091 |
|
1.000 |
1,810.8960 |
|
0.618 |
1,756.4931 |
|
HIGH |
1,668.4800 |
|
0.618 |
1,614.0771 |
|
0.500 |
1,597.2720 |
|
0.382 |
1,580.4669 |
|
LOW |
1,526.0640 |
|
0.618 |
1,438.0509 |
|
1.000 |
1,383.6480 |
|
1.618 |
1,295.6349 |
|
2.618 |
1,153.2189 |
|
4.250 |
920.7960 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,629.6473 |
1,625.8832 |
| PP |
1,613.4597 |
1,605.9313 |
| S1 |
1,597.2720 |
1,585.9795 |
|