| 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 |
11,455.00 |
11,320.25 |
-134.75 |
-1.2% |
11,393.75 |
| High |
11,619.00 |
11,460.00 |
-159.00 |
-1.4% |
11,734.00 |
| Low |
11,288.75 |
10,909.00 |
-379.75 |
-3.4% |
10,921.50 |
| Close |
11,332.00 |
10,944.50 |
-387.50 |
-3.4% |
11,587.00 |
| Range |
330.25 |
551.00 |
220.75 |
66.8% |
812.50 |
| ATR |
375.96 |
388.46 |
12.50 |
3.3% |
0.00 |
| Volume |
605,362 |
770,983 |
165,621 |
27.4% |
3,657,196 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,757.50 |
12,402.00 |
11,247.50 |
|
| R3 |
12,206.50 |
11,851.00 |
11,096.00 |
|
| R2 |
11,655.50 |
11,655.50 |
11,045.50 |
|
| R1 |
11,300.00 |
11,300.00 |
10,995.00 |
11,202.25 |
| PP |
11,104.50 |
11,104.50 |
11,104.50 |
11,055.50 |
| S1 |
10,749.00 |
10,749.00 |
10,894.00 |
10,651.25 |
| S2 |
10,553.50 |
10,553.50 |
10,843.50 |
|
| S3 |
10,002.50 |
10,198.00 |
10,793.00 |
|
| S4 |
9,451.50 |
9,647.00 |
10,641.50 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,851.75 |
13,531.75 |
12,034.00 |
|
| R3 |
13,039.25 |
12,719.25 |
11,810.50 |
|
| R2 |
12,226.75 |
12,226.75 |
11,736.00 |
|
| R1 |
11,906.75 |
11,906.75 |
11,661.50 |
12,066.75 |
| PP |
11,414.25 |
11,414.25 |
11,414.25 |
11,494.00 |
| S1 |
11,094.25 |
11,094.25 |
11,512.50 |
11,254.25 |
| S2 |
10,601.75 |
10,601.75 |
11,438.00 |
|
| S3 |
9,789.25 |
10,281.75 |
11,363.50 |
|
| S4 |
8,976.75 |
9,469.25 |
11,140.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,626.00 |
10,909.00 |
717.00 |
6.6% |
457.75 |
4.2% |
5% |
False |
True |
696,271 |
| 10 |
11,734.00 |
10,909.00 |
825.00 |
7.5% |
397.50 |
3.6% |
4% |
False |
True |
722,184 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.4% |
386.25 |
3.5% |
37% |
False |
False |
758,811 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
22.9% |
371.75 |
3.4% |
18% |
False |
False |
730,161 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
30.5% |
347.25 |
3.2% |
14% |
False |
False |
487,496 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
30.5% |
340.50 |
3.1% |
14% |
False |
False |
365,796 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
30.5% |
343.75 |
3.1% |
14% |
False |
False |
292,766 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
30.5% |
350.00 |
3.2% |
14% |
False |
False |
243,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,801.75 |
|
2.618 |
12,902.50 |
|
1.618 |
12,351.50 |
|
1.000 |
12,011.00 |
|
0.618 |
11,800.50 |
|
HIGH |
11,460.00 |
|
0.618 |
11,249.50 |
|
0.500 |
11,184.50 |
|
0.382 |
11,119.50 |
|
LOW |
10,909.00 |
|
0.618 |
10,568.50 |
|
1.000 |
10,358.00 |
|
1.618 |
10,017.50 |
|
2.618 |
9,466.50 |
|
4.250 |
8,567.25 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,184.50 |
11,264.00 |
| PP |
11,104.50 |
11,157.50 |
| S1 |
11,024.50 |
11,051.00 |
|