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 |
3,629.0 |
3,653.0 |
24.0 |
0.7% |
3,517.0 |
High |
3,679.0 |
3,675.0 |
-4.0 |
-0.1% |
3,643.0 |
Low |
3,624.0 |
3,579.0 |
-45.0 |
-1.2% |
3,469.0 |
Close |
3,647.0 |
3,620.0 |
-27.0 |
-0.7% |
3,609.0 |
Range |
55.0 |
96.0 |
41.0 |
74.5% |
174.0 |
ATR |
75.2 |
76.7 |
1.5 |
2.0% |
0.0 |
Volume |
863,208 |
860,740 |
-2,468 |
-0.3% |
4,631,453 |
|
Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,912.7 |
3,862.3 |
3,672.8 |
|
R3 |
3,816.7 |
3,766.3 |
3,646.4 |
|
R2 |
3,720.7 |
3,720.7 |
3,637.6 |
|
R1 |
3,670.3 |
3,670.3 |
3,628.8 |
3,647.5 |
PP |
3,624.7 |
3,624.7 |
3,624.7 |
3,613.3 |
S1 |
3,574.3 |
3,574.3 |
3,611.2 |
3,551.5 |
S2 |
3,528.7 |
3,528.7 |
3,602.4 |
|
S3 |
3,432.7 |
3,478.3 |
3,593.6 |
|
S4 |
3,336.7 |
3,382.3 |
3,567.2 |
|
|
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% |
65.0 |
1.8% |
52% |
False |
False |
868,698 |
10 |
3,679.0 |
3,418.0 |
261.0 |
7.2% |
69.6 |
1.9% |
77% |
False |
False |
905,309 |
20 |
3,679.0 |
3,251.0 |
428.0 |
11.8% |
75.2 |
2.1% |
86% |
False |
False |
954,473 |
40 |
3,679.0 |
3,236.0 |
443.0 |
12.2% |
82.1 |
2.3% |
87% |
False |
False |
1,050,817 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
74.8 |
2.1% |
67% |
False |
False |
711,535 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
67.7 |
1.9% |
67% |
False |
False |
535,108 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
64.4 |
1.8% |
67% |
False |
False |
429,140 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.0% |
57.8 |
1.6% |
66% |
False |
False |
357,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,083.0 |
2.618 |
3,926.3 |
1.618 |
3,830.3 |
1.000 |
3,771.0 |
0.618 |
3,734.3 |
HIGH |
3,675.0 |
0.618 |
3,638.3 |
0.500 |
3,627.0 |
0.382 |
3,615.7 |
LOW |
3,579.0 |
0.618 |
3,519.7 |
1.000 |
3,483.0 |
1.618 |
3,423.7 |
2.618 |
3,327.7 |
4.250 |
3,171.0 |
|
|
Fisher Pivots for day following 02-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,627.0 |
3,629.0 |
PP |
3,624.7 |
3,626.0 |
S1 |
3,622.3 |
3,623.0 |
|