| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,798.25 |
3,911.50 |
113.25 |
3.0% |
3,771.00 |
| High |
3,924.25 |
3,914.75 |
-9.50 |
-0.2% |
3,924.25 |
| Low |
3,776.75 |
3,872.25 |
95.50 |
2.5% |
3,736.50 |
| Close |
3,911.25 |
3,883.00 |
-28.25 |
-0.7% |
3,911.25 |
| Range |
147.50 |
42.50 |
-105.00 |
-71.2% |
187.75 |
| ATR |
102.68 |
98.38 |
-4.30 |
-4.2% |
0.00 |
| Volume |
2,084,386 |
2,002,625 |
-81,761 |
-3.9% |
10,361,209 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,017.50 |
3,992.75 |
3,906.50 |
|
| R3 |
3,975.00 |
3,950.25 |
3,894.75 |
|
| R2 |
3,932.50 |
3,932.50 |
3,890.75 |
|
| R1 |
3,907.75 |
3,907.75 |
3,887.00 |
3,899.00 |
| PP |
3,890.00 |
3,890.00 |
3,890.00 |
3,885.50 |
| S1 |
3,865.25 |
3,865.25 |
3,879.00 |
3,856.50 |
| S2 |
3,847.50 |
3,847.50 |
3,875.25 |
|
| S3 |
3,805.00 |
3,822.75 |
3,871.25 |
|
| S4 |
3,762.50 |
3,780.25 |
3,859.50 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,420.50 |
4,353.75 |
4,014.50 |
|
| R3 |
4,232.75 |
4,166.00 |
3,963.00 |
|
| R2 |
4,045.00 |
4,045.00 |
3,945.75 |
|
| R1 |
3,978.25 |
3,978.25 |
3,928.50 |
4,011.50 |
| PP |
3,857.25 |
3,857.25 |
3,857.25 |
3,874.00 |
| S1 |
3,790.50 |
3,790.50 |
3,894.00 |
3,824.00 |
| S2 |
3,669.50 |
3,669.50 |
3,876.75 |
|
| S3 |
3,481.75 |
3,602.75 |
3,859.50 |
|
| S4 |
3,294.00 |
3,415.00 |
3,808.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,924.25 |
3,757.50 |
166.75 |
4.3% |
92.25 |
2.4% |
75% |
False |
False |
2,050,810 |
| 10 |
3,924.25 |
3,641.50 |
282.75 |
7.3% |
93.75 |
2.4% |
85% |
False |
False |
2,254,428 |
| 20 |
3,924.25 |
3,502.00 |
422.25 |
10.9% |
99.75 |
2.6% |
90% |
False |
False |
2,287,652 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.3% |
98.75 |
2.5% |
57% |
False |
False |
2,261,007 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
21.7% |
89.50 |
2.3% |
45% |
False |
False |
1,510,594 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.7% |
85.50 |
2.2% |
45% |
False |
False |
1,133,518 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.7% |
88.50 |
2.3% |
45% |
False |
False |
907,311 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.7% |
90.50 |
2.3% |
45% |
False |
False |
756,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,095.50 |
|
2.618 |
4,026.00 |
|
1.618 |
3,983.50 |
|
1.000 |
3,957.25 |
|
0.618 |
3,941.00 |
|
HIGH |
3,914.75 |
|
0.618 |
3,898.50 |
|
0.500 |
3,893.50 |
|
0.382 |
3,888.50 |
|
LOW |
3,872.25 |
|
0.618 |
3,846.00 |
|
1.000 |
3,829.75 |
|
1.618 |
3,803.50 |
|
2.618 |
3,761.00 |
|
4.250 |
3,691.50 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,893.50 |
3,869.00 |
| PP |
3,890.00 |
3,855.00 |
| S1 |
3,886.50 |
3,841.00 |
|