Trading Metrics calculated at close of trading on 03-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,653.0 |
3,576.0 |
-77.0 |
-2.1% |
3,517.0 |
High |
3,675.0 |
3,598.0 |
-77.0 |
-2.1% |
3,643.0 |
Low |
3,579.0 |
3,562.0 |
-17.0 |
-0.5% |
3,469.0 |
Close |
3,620.0 |
3,591.0 |
-29.0 |
-0.8% |
3,609.0 |
Range |
96.0 |
36.0 |
-60.0 |
-62.5% |
174.0 |
ATR |
76.7 |
75.4 |
-1.3 |
-1.7% |
0.0 |
Volume |
860,740 |
819,805 |
-40,935 |
-4.8% |
4,631,453 |
|
Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,691.7 |
3,677.3 |
3,610.8 |
|
R3 |
3,655.7 |
3,641.3 |
3,600.9 |
|
R2 |
3,619.7 |
3,619.7 |
3,597.6 |
|
R1 |
3,605.3 |
3,605.3 |
3,594.3 |
3,612.5 |
PP |
3,583.7 |
3,583.7 |
3,583.7 |
3,587.3 |
S1 |
3,569.3 |
3,569.3 |
3,587.7 |
3,576.5 |
S2 |
3,547.7 |
3,547.7 |
3,584.4 |
|
S3 |
3,511.7 |
3,533.3 |
3,581.1 |
|
S4 |
3,475.7 |
3,497.3 |
3,571.2 |
|
|
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 |
3.5% |
61.2 |
1.7% |
29% |
False |
False |
836,665 |
10 |
3,679.0 |
3,418.0 |
261.0 |
7.3% |
67.3 |
1.9% |
66% |
False |
False |
901,309 |
20 |
3,679.0 |
3,251.0 |
428.0 |
11.9% |
73.1 |
2.0% |
79% |
False |
False |
950,406 |
40 |
3,679.0 |
3,236.0 |
443.0 |
12.3% |
81.0 |
2.3% |
80% |
False |
False |
1,057,730 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.0% |
74.4 |
2.1% |
62% |
False |
False |
725,153 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.0% |
67.5 |
1.9% |
62% |
False |
False |
545,279 |
100 |
3,810.0 |
3,236.0 |
574.0 |
16.0% |
64.4 |
1.8% |
62% |
False |
False |
437,309 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.1% |
57.9 |
1.6% |
61% |
False |
False |
364,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,751.0 |
2.618 |
3,692.2 |
1.618 |
3,656.2 |
1.000 |
3,634.0 |
0.618 |
3,620.2 |
HIGH |
3,598.0 |
0.618 |
3,584.2 |
0.500 |
3,580.0 |
0.382 |
3,575.8 |
LOW |
3,562.0 |
0.618 |
3,539.8 |
1.000 |
3,526.0 |
1.618 |
3,503.8 |
2.618 |
3,467.8 |
4.250 |
3,409.0 |
|
|
Fisher Pivots for day following 03-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,587.3 |
3,620.5 |
PP |
3,583.7 |
3,610.7 |
S1 |
3,580.0 |
3,600.8 |
|