| 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 |
1,636.1 |
1,651.4 |
15.3 |
0.9% |
1,662.9 |
| High |
1,660.3 |
1,673.1 |
12.8 |
0.8% |
1,679.4 |
| Low |
1,633.6 |
1,637.4 |
3.8 |
0.2% |
1,640.7 |
| Close |
1,649.7 |
1,650.0 |
0.3 |
0.0% |
1,644.8 |
| Range |
26.7 |
35.7 |
9.0 |
33.7% |
38.7 |
| ATR |
26.3 |
27.0 |
0.7 |
2.5% |
0.0 |
| Volume |
197,976 |
220,926 |
22,950 |
11.6% |
926,393 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,760.6 |
1,741.0 |
1,669.6 |
|
| R3 |
1,724.9 |
1,705.3 |
1,659.8 |
|
| R2 |
1,689.2 |
1,689.2 |
1,656.5 |
|
| R1 |
1,669.6 |
1,669.6 |
1,653.3 |
1,661.6 |
| PP |
1,653.5 |
1,653.5 |
1,653.5 |
1,649.5 |
| S1 |
1,633.9 |
1,633.9 |
1,646.7 |
1,625.9 |
| S2 |
1,617.8 |
1,617.8 |
1,643.5 |
|
| S3 |
1,582.1 |
1,598.2 |
1,640.2 |
|
| S4 |
1,546.4 |
1,562.5 |
1,630.4 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,771.1 |
1,746.6 |
1,666.1 |
|
| R3 |
1,732.4 |
1,707.9 |
1,655.4 |
|
| R2 |
1,693.7 |
1,693.7 |
1,651.9 |
|
| R1 |
1,669.2 |
1,669.2 |
1,648.3 |
1,662.1 |
| PP |
1,655.0 |
1,655.0 |
1,655.0 |
1,651.4 |
| S1 |
1,630.5 |
1,630.5 |
1,641.3 |
1,623.4 |
| S2 |
1,616.3 |
1,616.3 |
1,637.7 |
|
| S3 |
1,577.6 |
1,591.8 |
1,634.2 |
|
| S4 |
1,538.9 |
1,553.1 |
1,623.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,674.8 |
1,633.6 |
41.2 |
2.5% |
24.6 |
1.5% |
40% |
False |
False |
186,593 |
| 10 |
1,679.4 |
1,621.1 |
58.3 |
3.5% |
26.8 |
1.6% |
50% |
False |
False |
190,853 |
| 20 |
1,734.2 |
1,621.1 |
113.1 |
6.9% |
26.4 |
1.6% |
26% |
False |
False |
178,881 |
| 40 |
1,746.4 |
1,621.1 |
125.3 |
7.6% |
27.7 |
1.7% |
23% |
False |
False |
190,551 |
| 60 |
1,824.6 |
1,621.1 |
203.5 |
12.3% |
25.6 |
1.6% |
14% |
False |
False |
176,026 |
| 80 |
1,824.6 |
1,621.1 |
203.5 |
12.3% |
25.4 |
1.5% |
14% |
False |
False |
157,614 |
| 100 |
1,900.8 |
1,621.1 |
279.7 |
17.0% |
25.8 |
1.6% |
10% |
False |
False |
131,350 |
| 120 |
1,900.8 |
1,621.1 |
279.7 |
17.0% |
25.5 |
1.5% |
10% |
False |
False |
110,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,824.8 |
|
2.618 |
1,766.6 |
|
1.618 |
1,730.9 |
|
1.000 |
1,708.8 |
|
0.618 |
1,695.2 |
|
HIGH |
1,673.1 |
|
0.618 |
1,659.5 |
|
0.500 |
1,655.3 |
|
0.382 |
1,651.0 |
|
LOW |
1,637.4 |
|
0.618 |
1,615.3 |
|
1.000 |
1,601.7 |
|
1.618 |
1,579.6 |
|
2.618 |
1,543.9 |
|
4.250 |
1,485.7 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,655.3 |
1,653.4 |
| PP |
1,653.5 |
1,652.2 |
| S1 |
1,651.8 |
1,651.1 |
|