| 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 |
1,794.0 |
1,781.5 |
-12.5 |
-0.7% |
1,852.5 |
| High |
1,799.7 |
1,817.2 |
17.5 |
1.0% |
1,876.4 |
| Low |
1,758.3 |
1,771.8 |
13.5 |
0.8% |
1,758.3 |
| Close |
1,782.7 |
1,804.7 |
22.0 |
1.2% |
1,804.7 |
| Range |
41.4 |
45.4 |
4.0 |
9.7% |
118.1 |
| ATR |
53.1 |
52.6 |
-0.6 |
-1.0% |
0.0 |
| Volume |
227,003 |
250,661 |
23,658 |
10.4% |
1,166,753 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,934.1 |
1,914.8 |
1,829.7 |
|
| R3 |
1,888.7 |
1,869.4 |
1,817.2 |
|
| R2 |
1,843.3 |
1,843.3 |
1,813.0 |
|
| R1 |
1,824.0 |
1,824.0 |
1,808.9 |
1,833.7 |
| PP |
1,797.9 |
1,797.9 |
1,797.9 |
1,802.7 |
| S1 |
1,778.6 |
1,778.6 |
1,800.5 |
1,788.3 |
| S2 |
1,752.5 |
1,752.5 |
1,796.4 |
|
| S3 |
1,707.1 |
1,733.2 |
1,792.2 |
|
| S4 |
1,661.7 |
1,687.8 |
1,779.7 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.4 |
2,104.2 |
1,869.7 |
|
| R3 |
2,049.3 |
1,986.1 |
1,837.2 |
|
| R2 |
1,931.2 |
1,931.2 |
1,826.4 |
|
| R1 |
1,868.0 |
1,868.0 |
1,815.5 |
1,840.6 |
| PP |
1,813.1 |
1,813.1 |
1,813.1 |
1,799.4 |
| S1 |
1,749.9 |
1,749.9 |
1,793.9 |
1,722.5 |
| S2 |
1,695.0 |
1,695.0 |
1,783.0 |
|
| S3 |
1,576.9 |
1,631.8 |
1,772.2 |
|
| S4 |
1,458.8 |
1,513.7 |
1,739.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,876.4 |
1,758.3 |
118.1 |
6.5% |
44.5 |
2.5% |
39% |
False |
False |
233,350 |
| 10 |
1,876.4 |
1,729.5 |
146.9 |
8.1% |
48.5 |
2.7% |
51% |
False |
False |
242,693 |
| 20 |
1,876.4 |
1,643.8 |
232.6 |
12.9% |
53.8 |
3.0% |
69% |
False |
False |
246,881 |
| 40 |
1,935.4 |
1,643.8 |
291.6 |
16.2% |
55.0 |
3.0% |
55% |
False |
False |
258,119 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
21.9% |
50.5 |
2.8% |
41% |
False |
False |
177,013 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.9% |
47.5 |
2.6% |
41% |
False |
False |
132,789 |
| 100 |
2,038.8 |
1,643.8 |
395.0 |
21.9% |
46.5 |
2.6% |
41% |
False |
False |
106,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,010.2 |
|
2.618 |
1,936.1 |
|
1.618 |
1,890.7 |
|
1.000 |
1,862.6 |
|
0.618 |
1,845.3 |
|
HIGH |
1,817.2 |
|
0.618 |
1,799.9 |
|
0.500 |
1,794.5 |
|
0.382 |
1,789.1 |
|
LOW |
1,771.8 |
|
0.618 |
1,743.7 |
|
1.000 |
1,726.4 |
|
1.618 |
1,698.3 |
|
2.618 |
1,652.9 |
|
4.250 |
1,578.9 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,801.3 |
1,814.0 |
| PP |
1,797.9 |
1,810.9 |
| S1 |
1,794.5 |
1,807.8 |
|