Trading Metrics calculated at close of trading on 07-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,585.0 |
3,676.0 |
91.0 |
2.5% |
3,633.0 |
High |
3,712.0 |
3,719.0 |
7.0 |
0.2% |
3,712.0 |
Low |
3,581.0 |
3,665.0 |
84.0 |
2.3% |
3,562.0 |
Close |
3,687.0 |
3,708.0 |
21.0 |
0.6% |
3,687.0 |
Range |
131.0 |
54.0 |
-77.0 |
-58.8% |
150.0 |
ATR |
79.4 |
77.5 |
-1.8 |
-2.3% |
0.0 |
Volume |
1,318,037 |
783,189 |
-534,848 |
-40.6% |
4,638,581 |
|
Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,859.3 |
3,837.7 |
3,737.7 |
|
R3 |
3,805.3 |
3,783.7 |
3,722.9 |
|
R2 |
3,751.3 |
3,751.3 |
3,717.9 |
|
R1 |
3,729.7 |
3,729.7 |
3,713.0 |
3,740.5 |
PP |
3,697.3 |
3,697.3 |
3,697.3 |
3,702.8 |
S1 |
3,675.7 |
3,675.7 |
3,703.1 |
3,686.5 |
S2 |
3,643.3 |
3,643.3 |
3,698.1 |
|
S3 |
3,589.3 |
3,621.7 |
3,693.2 |
|
S4 |
3,535.3 |
3,567.7 |
3,678.3 |
|
|
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 |
3,719.0 |
3,562.0 |
157.0 |
4.2% |
74.4 |
2.0% |
93% |
True |
False |
928,995 |
10 |
3,719.0 |
3,507.0 |
212.0 |
5.7% |
68.4 |
1.8% |
95% |
True |
False |
911,393 |
20 |
3,719.0 |
3,251.0 |
468.0 |
12.6% |
75.0 |
2.0% |
98% |
True |
False |
972,338 |
40 |
3,719.0 |
3,236.0 |
483.0 |
13.0% |
81.6 |
2.2% |
98% |
True |
False |
1,050,115 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.5% |
75.6 |
2.0% |
82% |
False |
False |
759,961 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.5% |
68.4 |
1.8% |
82% |
False |
False |
571,211 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.5% |
65.3 |
1.8% |
82% |
False |
False |
458,321 |
120 |
3,815.0 |
3,236.0 |
579.0 |
15.6% |
58.8 |
1.6% |
82% |
False |
False |
382,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,948.5 |
2.618 |
3,860.4 |
1.618 |
3,806.4 |
1.000 |
3,773.0 |
0.618 |
3,752.4 |
HIGH |
3,719.0 |
0.618 |
3,698.4 |
0.500 |
3,692.0 |
0.382 |
3,685.6 |
LOW |
3,665.0 |
0.618 |
3,631.6 |
1.000 |
3,611.0 |
1.618 |
3,577.6 |
2.618 |
3,523.6 |
4.250 |
3,435.5 |
|
|
Fisher Pivots for day following 07-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,702.7 |
3,685.5 |
PP |
3,697.3 |
3,663.0 |
S1 |
3,692.0 |
3,640.5 |
|