Trading Metrics calculated at close of trading on 07-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,724.00 |
3,750.00 |
26.00 |
0.7% |
3,911.50 |
High |
3,805.50 |
3,821.75 |
16.25 |
0.4% |
3,928.00 |
Low |
3,711.00 |
3,738.25 |
27.25 |
0.7% |
3,704.25 |
Close |
3,779.50 |
3,815.25 |
35.75 |
0.9% |
3,779.50 |
Range |
94.50 |
83.50 |
-11.00 |
-11.6% |
223.75 |
ATR |
98.44 |
97.37 |
-1.07 |
-1.1% |
0.00 |
Volume |
2,494,788 |
1,483,146 |
-1,011,642 |
-40.6% |
10,491,292 |
|
Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,042.25 |
4,012.25 |
3,861.25 |
|
R3 |
3,958.75 |
3,928.75 |
3,838.25 |
|
R2 |
3,875.25 |
3,875.25 |
3,830.50 |
|
R1 |
3,845.25 |
3,845.25 |
3,823.00 |
3,860.25 |
PP |
3,791.75 |
3,791.75 |
3,791.75 |
3,799.25 |
S1 |
3,761.75 |
3,761.75 |
3,807.50 |
3,776.75 |
S2 |
3,708.25 |
3,708.25 |
3,800.00 |
|
S3 |
3,624.75 |
3,678.25 |
3,792.25 |
|
S4 |
3,541.25 |
3,594.75 |
3,769.25 |
|
|
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% |
95.75 |
2.5% |
50% |
False |
False |
1,994,362 |
10 |
3,928.00 |
3,704.25 |
223.75 |
5.9% |
94.00 |
2.5% |
50% |
False |
False |
2,022,586 |
20 |
3,928.00 |
3,502.00 |
426.00 |
11.2% |
99.50 |
2.6% |
74% |
False |
False |
2,241,673 |
40 |
4,175.00 |
3,502.00 |
673.00 |
17.6% |
101.25 |
2.7% |
47% |
False |
False |
2,395,438 |
60 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
92.00 |
2.4% |
37% |
False |
False |
1,676,187 |
80 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
86.50 |
2.3% |
37% |
False |
False |
1,257,969 |
100 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
87.25 |
2.3% |
37% |
False |
False |
1,006,981 |
120 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
90.25 |
2.4% |
37% |
False |
False |
839,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,176.50 |
2.618 |
4,040.25 |
1.618 |
3,956.75 |
1.000 |
3,905.25 |
0.618 |
3,873.25 |
HIGH |
3,821.75 |
0.618 |
3,789.75 |
0.500 |
3,780.00 |
0.382 |
3,770.25 |
LOW |
3,738.25 |
0.618 |
3,686.75 |
1.000 |
3,654.75 |
1.618 |
3,603.25 |
2.618 |
3,519.75 |
4.250 |
3,383.50 |
|
|
Fisher Pivots for day following 07-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,803.50 |
3,797.75 |
PP |
3,791.75 |
3,780.50 |
S1 |
3,780.00 |
3,763.00 |
|