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 |
3,766.75 |
3,724.00 |
-42.75 |
-1.1% |
3,911.50 |
High |
3,782.50 |
3,805.50 |
23.00 |
0.6% |
3,928.00 |
Low |
3,704.25 |
3,711.00 |
6.75 |
0.2% |
3,704.25 |
Close |
3,727.75 |
3,779.50 |
51.75 |
1.4% |
3,779.50 |
Range |
78.25 |
94.50 |
16.25 |
20.8% |
223.75 |
ATR |
98.74 |
98.44 |
-0.30 |
-0.3% |
0.00 |
Volume |
1,887,557 |
2,494,788 |
607,231 |
32.2% |
10,491,292 |
|
Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,048.75 |
4,008.75 |
3,831.50 |
|
R3 |
3,954.25 |
3,914.25 |
3,805.50 |
|
R2 |
3,859.75 |
3,859.75 |
3,796.75 |
|
R1 |
3,819.75 |
3,819.75 |
3,788.25 |
3,839.75 |
PP |
3,765.25 |
3,765.25 |
3,765.25 |
3,775.50 |
S1 |
3,725.25 |
3,725.25 |
3,770.75 |
3,745.25 |
S2 |
3,670.75 |
3,670.75 |
3,762.25 |
|
S3 |
3,576.25 |
3,630.75 |
3,753.50 |
|
S4 |
3,481.75 |
3,536.25 |
3,727.50 |
|
|
Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,475.25 |
4,351.00 |
3,902.50 |
|
R3 |
4,251.50 |
4,127.25 |
3,841.00 |
|
R2 |
4,027.75 |
4,027.75 |
3,820.50 |
|
R1 |
3,903.50 |
3,903.50 |
3,800.00 |
3,853.75 |
PP |
3,804.00 |
3,804.00 |
3,804.00 |
3,779.00 |
S1 |
3,679.75 |
3,679.75 |
3,759.00 |
3,630.00 |
S2 |
3,580.25 |
3,580.25 |
3,738.50 |
|
S3 |
3,356.50 |
3,456.00 |
3,718.00 |
|
S4 |
3,132.75 |
3,232.25 |
3,656.50 |
|
|
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 |
3,704.25 |
223.75 |
5.9% |
87.50 |
2.3% |
34% |
False |
False |
2,098,258 |
10 |
3,928.00 |
3,704.25 |
223.75 |
5.9% |
94.00 |
2.5% |
34% |
False |
False |
2,085,250 |
20 |
3,928.00 |
3,502.00 |
426.00 |
11.3% |
98.75 |
2.6% |
65% |
False |
False |
2,268,738 |
40 |
4,175.00 |
3,502.00 |
673.00 |
17.8% |
100.50 |
2.7% |
41% |
False |
False |
2,421,567 |
60 |
4,345.75 |
3,502.00 |
843.75 |
22.3% |
92.00 |
2.4% |
33% |
False |
False |
1,651,553 |
80 |
4,345.75 |
3,502.00 |
843.75 |
22.3% |
86.50 |
2.3% |
33% |
False |
False |
1,239,455 |
100 |
4,345.75 |
3,502.00 |
843.75 |
22.3% |
87.50 |
2.3% |
33% |
False |
False |
992,159 |
120 |
4,345.75 |
3,502.00 |
843.75 |
22.3% |
90.25 |
2.4% |
33% |
False |
False |
826,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,207.00 |
2.618 |
4,053.00 |
1.618 |
3,958.50 |
1.000 |
3,900.00 |
0.618 |
3,864.00 |
HIGH |
3,805.50 |
0.618 |
3,769.50 |
0.500 |
3,758.25 |
0.382 |
3,747.00 |
LOW |
3,711.00 |
0.618 |
3,652.50 |
1.000 |
3,616.50 |
1.618 |
3,558.00 |
2.618 |
3,463.50 |
4.250 |
3,309.50 |
|
|
Fisher Pivots for day following 04-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,772.50 |
3,805.50 |
PP |
3,765.25 |
3,797.00 |
S1 |
3,758.25 |
3,788.25 |
|