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 |
3,579.0 |
3,633.0 |
54.0 |
1.5% |
3,517.0 |
High |
3,643.0 |
3,636.0 |
-7.0 |
-0.2% |
3,643.0 |
Low |
3,555.0 |
3,605.0 |
50.0 |
1.4% |
3,469.0 |
Close |
3,609.0 |
3,618.0 |
9.0 |
0.2% |
3,609.0 |
Range |
88.0 |
31.0 |
-57.0 |
-64.8% |
174.0 |
ATR |
79.8 |
76.3 |
-3.5 |
-4.4% |
0.0 |
Volume |
862,781 |
776,791 |
-85,990 |
-10.0% |
4,631,453 |
|
Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,712.7 |
3,696.3 |
3,635.1 |
|
R3 |
3,681.7 |
3,665.3 |
3,626.5 |
|
R2 |
3,650.7 |
3,650.7 |
3,623.7 |
|
R1 |
3,634.3 |
3,634.3 |
3,620.8 |
3,627.0 |
PP |
3,619.7 |
3,619.7 |
3,619.7 |
3,616.0 |
S1 |
3,603.3 |
3,603.3 |
3,615.2 |
3,596.0 |
S2 |
3,588.7 |
3,588.7 |
3,612.3 |
|
S3 |
3,557.7 |
3,572.3 |
3,609.5 |
|
S4 |
3,526.7 |
3,541.3 |
3,601.0 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,095.7 |
4,026.3 |
3,704.7 |
|
R3 |
3,921.7 |
3,852.3 |
3,656.9 |
|
R2 |
3,747.7 |
3,747.7 |
3,640.9 |
|
R1 |
3,678.3 |
3,678.3 |
3,625.0 |
3,713.0 |
PP |
3,573.7 |
3,573.7 |
3,573.7 |
3,591.0 |
S1 |
3,504.3 |
3,504.3 |
3,593.1 |
3,539.0 |
S2 |
3,399.7 |
3,399.7 |
3,577.1 |
|
S3 |
3,225.7 |
3,330.3 |
3,561.2 |
|
S4 |
3,051.7 |
3,156.3 |
3,513.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,643.0 |
3,507.0 |
136.0 |
3.8% |
62.4 |
1.7% |
82% |
False |
False |
893,791 |
10 |
3,643.0 |
3,418.0 |
225.0 |
6.2% |
67.4 |
1.9% |
89% |
False |
False |
918,590 |
20 |
3,643.0 |
3,251.0 |
392.0 |
10.8% |
77.0 |
2.1% |
94% |
False |
False |
983,722 |
40 |
3,678.0 |
3,236.0 |
442.0 |
12.2% |
81.4 |
2.2% |
86% |
False |
False |
1,017,770 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
73.4 |
2.0% |
67% |
False |
False |
682,852 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
67.0 |
1.9% |
67% |
False |
False |
513,567 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
63.4 |
1.8% |
67% |
False |
False |
411,986 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.0% |
56.7 |
1.6% |
66% |
False |
False |
343,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,767.8 |
2.618 |
3,717.2 |
1.618 |
3,686.2 |
1.000 |
3,667.0 |
0.618 |
3,655.2 |
HIGH |
3,636.0 |
0.618 |
3,624.2 |
0.500 |
3,620.5 |
0.382 |
3,616.8 |
LOW |
3,605.0 |
0.618 |
3,585.8 |
1.000 |
3,574.0 |
1.618 |
3,554.8 |
2.618 |
3,523.8 |
4.250 |
3,473.3 |
|
|
Fisher Pivots for day following 31-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,620.5 |
3,611.7 |
PP |
3,619.7 |
3,605.3 |
S1 |
3,618.8 |
3,599.0 |
|