| 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 |
3,884.00 |
3,863.00 |
-21.00 |
-0.5% |
3,771.00 |
| High |
3,928.00 |
3,907.00 |
-21.00 |
-0.5% |
3,924.25 |
| Low |
3,852.50 |
3,760.25 |
-92.25 |
-2.4% |
3,736.50 |
| Close |
3,866.00 |
3,768.75 |
-97.25 |
-2.5% |
3,911.25 |
| Range |
75.50 |
146.75 |
71.25 |
94.4% |
187.75 |
| ATR |
96.74 |
100.32 |
3.57 |
3.7% |
0.00 |
| Volume |
1,895,614 |
2,210,708 |
315,094 |
16.6% |
10,361,209 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,252.25 |
4,157.25 |
3,849.50 |
|
| R3 |
4,105.50 |
4,010.50 |
3,809.00 |
|
| R2 |
3,958.75 |
3,958.75 |
3,795.75 |
|
| R1 |
3,863.75 |
3,863.75 |
3,782.25 |
3,838.00 |
| PP |
3,812.00 |
3,812.00 |
3,812.00 |
3,799.00 |
| S1 |
3,717.00 |
3,717.00 |
3,755.25 |
3,691.00 |
| S2 |
3,665.25 |
3,665.25 |
3,741.75 |
|
| S3 |
3,518.50 |
3,570.25 |
3,728.50 |
|
| S4 |
3,371.75 |
3,423.50 |
3,688.00 |
|
|
| 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 |
3,928.00 |
3,757.50 |
170.50 |
4.5% |
105.00 |
2.8% |
7% |
False |
False |
2,081,023 |
| 10 |
3,928.00 |
3,641.50 |
286.50 |
7.6% |
98.25 |
2.6% |
44% |
False |
False |
2,155,488 |
| 20 |
3,928.00 |
3,502.00 |
426.00 |
11.3% |
100.50 |
2.7% |
63% |
False |
False |
2,269,433 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.9% |
99.75 |
2.6% |
40% |
False |
False |
2,360,047 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
91.50 |
2.4% |
32% |
False |
False |
1,578,861 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
86.75 |
2.3% |
32% |
False |
False |
1,184,811 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
88.25 |
2.3% |
32% |
False |
False |
948,361 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
90.50 |
2.4% |
32% |
False |
False |
790,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,530.75 |
|
2.618 |
4,291.25 |
|
1.618 |
4,144.50 |
|
1.000 |
4,053.75 |
|
0.618 |
3,997.75 |
|
HIGH |
3,907.00 |
|
0.618 |
3,851.00 |
|
0.500 |
3,833.50 |
|
0.382 |
3,816.25 |
|
LOW |
3,760.25 |
|
0.618 |
3,669.50 |
|
1.000 |
3,613.50 |
|
1.618 |
3,522.75 |
|
2.618 |
3,376.00 |
|
4.250 |
3,136.50 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,833.50 |
3,844.00 |
| PP |
3,812.00 |
3,819.00 |
| S1 |
3,790.50 |
3,794.00 |
|