Trading Metrics calculated at close of trading on 01-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,633.0 |
3,629.0 |
-4.0 |
-0.1% |
3,517.0 |
High |
3,636.0 |
3,679.0 |
43.0 |
1.2% |
3,643.0 |
Low |
3,605.0 |
3,624.0 |
19.0 |
0.5% |
3,469.0 |
Close |
3,618.0 |
3,647.0 |
29.0 |
0.8% |
3,609.0 |
Range |
31.0 |
55.0 |
24.0 |
77.4% |
174.0 |
ATR |
76.3 |
75.2 |
-1.1 |
-1.4% |
0.0 |
Volume |
776,791 |
863,208 |
86,417 |
11.1% |
4,631,453 |
|
Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,815.0 |
3,786.0 |
3,677.3 |
|
R3 |
3,760.0 |
3,731.0 |
3,662.1 |
|
R2 |
3,705.0 |
3,705.0 |
3,657.1 |
|
R1 |
3,676.0 |
3,676.0 |
3,652.0 |
3,690.5 |
PP |
3,650.0 |
3,650.0 |
3,650.0 |
3,657.3 |
S1 |
3,621.0 |
3,621.0 |
3,642.0 |
3,635.5 |
S2 |
3,595.0 |
3,595.0 |
3,636.9 |
|
S3 |
3,540.0 |
3,566.0 |
3,631.9 |
|
S4 |
3,485.0 |
3,511.0 |
3,616.8 |
|
|
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 |
3,679.0 |
3,555.0 |
124.0 |
3.4% |
56.8 |
1.6% |
74% |
True |
False |
879,208 |
10 |
3,679.0 |
3,418.0 |
261.0 |
7.2% |
65.8 |
1.8% |
88% |
True |
False |
901,615 |
20 |
3,679.0 |
3,251.0 |
428.0 |
11.7% |
73.4 |
2.0% |
93% |
True |
False |
956,109 |
40 |
3,679.0 |
3,236.0 |
443.0 |
12.1% |
81.5 |
2.2% |
93% |
True |
False |
1,035,571 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.7% |
73.8 |
2.0% |
72% |
False |
False |
697,238 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.7% |
67.1 |
1.8% |
72% |
False |
False |
524,353 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.7% |
63.7 |
1.7% |
72% |
False |
False |
420,567 |
120 |
3,815.0 |
3,236.0 |
579.0 |
15.9% |
57.2 |
1.6% |
71% |
False |
False |
350,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,912.8 |
2.618 |
3,823.0 |
1.618 |
3,768.0 |
1.000 |
3,734.0 |
0.618 |
3,713.0 |
HIGH |
3,679.0 |
0.618 |
3,658.0 |
0.500 |
3,651.5 |
0.382 |
3,645.0 |
LOW |
3,624.0 |
0.618 |
3,590.0 |
1.000 |
3,569.0 |
1.618 |
3,535.0 |
2.618 |
3,480.0 |
4.250 |
3,390.3 |
|
|
Fisher Pivots for day following 01-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,651.5 |
3,637.0 |
PP |
3,650.0 |
3,627.0 |
S1 |
3,648.5 |
3,617.0 |
|