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 |
1,639.1 |
1,631.7 |
-7.4 |
-0.5% |
1,647.2 |
High |
1,643.2 |
1,686.4 |
43.2 |
2.6% |
1,686.4 |
Low |
1,618.3 |
1,631.1 |
12.8 |
0.8% |
1,618.3 |
Close |
1,630.9 |
1,676.6 |
45.7 |
2.8% |
1,676.6 |
Range |
24.9 |
55.3 |
30.4 |
122.1% |
68.1 |
ATR |
27.3 |
29.3 |
2.0 |
7.4% |
0.0 |
Volume |
254,699 |
293,521 |
38,822 |
15.2% |
1,095,535 |
|
Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.6 |
1,808.9 |
1,707.0 |
|
R3 |
1,775.3 |
1,753.6 |
1,691.8 |
|
R2 |
1,720.0 |
1,720.0 |
1,686.7 |
|
R1 |
1,698.3 |
1,698.3 |
1,681.7 |
1,709.2 |
PP |
1,664.7 |
1,664.7 |
1,664.7 |
1,670.1 |
S1 |
1,643.0 |
1,643.0 |
1,671.5 |
1,653.9 |
S2 |
1,609.4 |
1,609.4 |
1,666.5 |
|
S3 |
1,554.1 |
1,587.7 |
1,661.4 |
|
S4 |
1,498.8 |
1,532.4 |
1,646.2 |
|
|
Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.7 |
1,838.8 |
1,714.1 |
|
R3 |
1,796.6 |
1,770.7 |
1,695.3 |
|
R2 |
1,728.5 |
1,728.5 |
1,689.1 |
|
R1 |
1,702.6 |
1,702.6 |
1,682.8 |
1,715.6 |
PP |
1,660.4 |
1,660.4 |
1,660.4 |
1,666.9 |
S1 |
1,634.5 |
1,634.5 |
1,670.4 |
1,647.5 |
S2 |
1,592.3 |
1,592.3 |
1,664.1 |
|
S3 |
1,524.2 |
1,566.4 |
1,657.9 |
|
S4 |
1,456.1 |
1,498.3 |
1,639.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,686.4 |
1,618.3 |
68.1 |
4.1% |
31.3 |
1.9% |
86% |
True |
False |
219,107 |
10 |
1,686.4 |
1,618.3 |
68.1 |
4.1% |
28.2 |
1.7% |
86% |
True |
False |
202,192 |
20 |
1,707.4 |
1,618.3 |
89.1 |
5.3% |
28.2 |
1.7% |
65% |
False |
False |
191,448 |
40 |
1,746.4 |
1,618.3 |
128.1 |
7.6% |
28.6 |
1.7% |
46% |
False |
False |
195,784 |
60 |
1,819.1 |
1,618.3 |
200.8 |
12.0% |
26.3 |
1.6% |
29% |
False |
False |
180,566 |
80 |
1,824.6 |
1,618.3 |
206.3 |
12.3% |
25.4 |
1.5% |
28% |
False |
False |
162,420 |
100 |
1,880.0 |
1,618.3 |
261.7 |
15.6% |
25.7 |
1.5% |
22% |
False |
False |
136,626 |
120 |
1,900.8 |
1,618.3 |
282.5 |
16.8% |
25.6 |
1.5% |
21% |
False |
False |
114,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.4 |
2.618 |
1,831.2 |
1.618 |
1,775.9 |
1.000 |
1,741.7 |
0.618 |
1,720.6 |
HIGH |
1,686.4 |
0.618 |
1,665.3 |
0.500 |
1,658.8 |
0.382 |
1,652.2 |
LOW |
1,631.1 |
0.618 |
1,596.9 |
1.000 |
1,575.8 |
1.618 |
1,541.6 |
2.618 |
1,486.3 |
4.250 |
1,396.1 |
|
|
Fisher Pivots for day following 04-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
1,670.7 |
1,668.5 |
PP |
1,664.7 |
1,660.4 |
S1 |
1,658.8 |
1,652.4 |
|