| 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 |
10,938.00 |
10,712.00 |
-226.00 |
-2.1% |
11,592.50 |
| High |
10,996.00 |
10,974.25 |
-21.75 |
-0.2% |
11,619.00 |
| Low |
10,708.00 |
10,636.00 |
-72.00 |
-0.7% |
10,636.00 |
| Close |
10,728.00 |
10,890.25 |
162.25 |
1.5% |
10,890.25 |
| Range |
288.00 |
338.25 |
50.25 |
17.4% |
983.00 |
| ATR |
381.28 |
378.21 |
-3.07 |
-0.8% |
0.00 |
| Volume |
705,050 |
881,129 |
176,079 |
25.0% |
3,570,204 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,848.25 |
11,707.50 |
11,076.25 |
|
| R3 |
11,510.00 |
11,369.25 |
10,983.25 |
|
| R2 |
11,171.75 |
11,171.75 |
10,952.25 |
|
| R1 |
11,031.00 |
11,031.00 |
10,921.25 |
11,101.50 |
| PP |
10,833.50 |
10,833.50 |
10,833.50 |
10,868.75 |
| S1 |
10,692.75 |
10,692.75 |
10,859.25 |
10,763.00 |
| S2 |
10,495.25 |
10,495.25 |
10,828.25 |
|
| S3 |
10,157.00 |
10,354.50 |
10,797.25 |
|
| S4 |
9,818.75 |
10,016.25 |
10,704.25 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,997.50 |
13,426.75 |
11,431.00 |
|
| R3 |
13,014.50 |
12,443.75 |
11,160.50 |
|
| R2 |
12,031.50 |
12,031.50 |
11,070.50 |
|
| R1 |
11,460.75 |
11,460.75 |
10,980.25 |
11,254.50 |
| PP |
11,048.50 |
11,048.50 |
11,048.50 |
10,945.25 |
| S1 |
10,477.75 |
10,477.75 |
10,800.25 |
10,271.50 |
| S2 |
10,065.50 |
10,065.50 |
10,710.00 |
|
| S3 |
9,082.50 |
9,494.75 |
10,620.00 |
|
| S4 |
8,099.50 |
8,511.75 |
10,349.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,619.00 |
10,636.00 |
983.00 |
9.0% |
347.00 |
3.2% |
26% |
False |
True |
714,040 |
| 10 |
11,734.00 |
10,636.00 |
1,098.00 |
10.1% |
383.00 |
3.5% |
23% |
False |
True |
722,740 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.5% |
380.25 |
3.5% |
32% |
False |
False |
761,467 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
23.0% |
373.75 |
3.4% |
16% |
False |
False |
761,139 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
30.6% |
346.00 |
3.2% |
12% |
False |
False |
513,901 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
30.6% |
338.75 |
3.1% |
12% |
False |
False |
385,606 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
30.6% |
342.00 |
3.1% |
12% |
False |
False |
308,621 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
30.6% |
348.75 |
3.2% |
12% |
False |
False |
257,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,411.75 |
|
2.618 |
11,859.75 |
|
1.618 |
11,521.50 |
|
1.000 |
11,312.50 |
|
0.618 |
11,183.25 |
|
HIGH |
10,974.25 |
|
0.618 |
10,845.00 |
|
0.500 |
10,805.00 |
|
0.382 |
10,765.25 |
|
LOW |
10,636.00 |
|
0.618 |
10,427.00 |
|
1.000 |
10,297.75 |
|
1.618 |
10,088.75 |
|
2.618 |
9,750.50 |
|
4.250 |
9,198.50 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,862.00 |
11,048.00 |
| PP |
10,833.50 |
10,995.50 |
| S1 |
10,805.00 |
10,942.75 |
|