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 |
3,576.0 |
3,585.0 |
9.0 |
0.3% |
3,633.0 |
High |
3,598.0 |
3,712.0 |
114.0 |
3.2% |
3,712.0 |
Low |
3,562.0 |
3,581.0 |
19.0 |
0.5% |
3,562.0 |
Close |
3,591.0 |
3,687.0 |
96.0 |
2.7% |
3,687.0 |
Range |
36.0 |
131.0 |
95.0 |
263.9% |
150.0 |
ATR |
75.4 |
79.4 |
4.0 |
5.3% |
0.0 |
Volume |
819,805 |
1,318,037 |
498,232 |
60.8% |
4,638,581 |
|
Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,053.0 |
4,001.0 |
3,759.1 |
|
R3 |
3,922.0 |
3,870.0 |
3,723.0 |
|
R2 |
3,791.0 |
3,791.0 |
3,711.0 |
|
R1 |
3,739.0 |
3,739.0 |
3,699.0 |
3,765.0 |
PP |
3,660.0 |
3,660.0 |
3,660.0 |
3,673.0 |
S1 |
3,608.0 |
3,608.0 |
3,675.0 |
3,634.0 |
S2 |
3,529.0 |
3,529.0 |
3,663.0 |
|
S3 |
3,398.0 |
3,477.0 |
3,651.0 |
|
S4 |
3,267.0 |
3,346.0 |
3,615.0 |
|
|
Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,103.7 |
4,045.3 |
3,769.5 |
|
R3 |
3,953.7 |
3,895.3 |
3,728.3 |
|
R2 |
3,803.7 |
3,803.7 |
3,714.5 |
|
R1 |
3,745.3 |
3,745.3 |
3,700.8 |
3,774.5 |
PP |
3,653.7 |
3,653.7 |
3,653.7 |
3,668.3 |
S1 |
3,595.3 |
3,595.3 |
3,673.3 |
3,624.5 |
S2 |
3,503.7 |
3,503.7 |
3,659.5 |
|
S3 |
3,353.7 |
3,445.3 |
3,645.8 |
|
S4 |
3,203.7 |
3,295.3 |
3,604.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,712.0 |
3,562.0 |
150.0 |
4.1% |
69.8 |
1.9% |
83% |
True |
False |
927,716 |
10 |
3,712.0 |
3,469.0 |
243.0 |
6.6% |
71.2 |
1.9% |
90% |
True |
False |
927,003 |
20 |
3,712.0 |
3,251.0 |
461.0 |
12.5% |
75.4 |
2.0% |
95% |
True |
False |
974,230 |
40 |
3,712.0 |
3,236.0 |
476.0 |
12.9% |
82.2 |
2.2% |
95% |
True |
False |
1,076,787 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.6% |
76.2 |
2.1% |
79% |
False |
False |
747,031 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.6% |
68.5 |
1.9% |
79% |
False |
False |
561,519 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.6% |
65.1 |
1.8% |
79% |
False |
False |
450,490 |
120 |
3,815.0 |
3,236.0 |
579.0 |
15.7% |
58.7 |
1.6% |
78% |
False |
False |
375,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,268.8 |
2.618 |
4,055.0 |
1.618 |
3,924.0 |
1.000 |
3,843.0 |
0.618 |
3,793.0 |
HIGH |
3,712.0 |
0.618 |
3,662.0 |
0.500 |
3,646.5 |
0.382 |
3,631.0 |
LOW |
3,581.0 |
0.618 |
3,500.0 |
1.000 |
3,450.0 |
1.618 |
3,369.0 |
2.618 |
3,238.0 |
4.250 |
3,024.3 |
|
|
Fisher Pivots for day following 04-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,673.5 |
3,670.3 |
PP |
3,660.0 |
3,653.7 |
S1 |
3,646.5 |
3,637.0 |
|