Trading Metrics calculated at close of trading on 01-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2022 |
01-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
13,340.0 |
13,317.0 |
-23.0 |
-0.2% |
12,900.0 |
High |
13,347.0 |
13,464.0 |
117.0 |
0.9% |
13,376.0 |
Low |
13,234.0 |
13,298.0 |
64.0 |
0.5% |
12,761.0 |
Close |
13,289.0 |
13,346.0 |
57.0 |
0.4% |
13,262.0 |
Range |
113.0 |
166.0 |
53.0 |
46.9% |
615.0 |
ATR |
282.1 |
274.5 |
-7.7 |
-2.7% |
0.0 |
Volume |
45,006 |
61,030 |
16,024 |
35.6% |
349,132 |
|
Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,867.3 |
13,772.7 |
13,437.3 |
|
R3 |
13,701.3 |
13,606.7 |
13,391.7 |
|
R2 |
13,535.3 |
13,535.3 |
13,376.4 |
|
R1 |
13,440.7 |
13,440.7 |
13,361.2 |
13,488.0 |
PP |
13,369.3 |
13,369.3 |
13,369.3 |
13,393.0 |
S1 |
13,274.7 |
13,274.7 |
13,330.8 |
13,322.0 |
S2 |
13,203.3 |
13,203.3 |
13,315.6 |
|
S3 |
13,037.3 |
13,108.7 |
13,300.4 |
|
S4 |
12,871.3 |
12,942.7 |
13,254.7 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,978.0 |
14,735.0 |
13,600.3 |
|
R3 |
14,363.0 |
14,120.0 |
13,431.1 |
|
R2 |
13,748.0 |
13,748.0 |
13,374.8 |
|
R1 |
13,505.0 |
13,505.0 |
13,318.4 |
13,626.5 |
PP |
13,133.0 |
13,133.0 |
13,133.0 |
13,193.8 |
S1 |
12,890.0 |
12,890.0 |
13,205.6 |
13,011.5 |
S2 |
12,518.0 |
12,518.0 |
13,149.3 |
|
S3 |
11,903.0 |
12,275.0 |
13,092.9 |
|
S4 |
11,288.0 |
11,660.0 |
12,923.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,464.0 |
13,032.0 |
432.0 |
3.2% |
202.6 |
1.5% |
73% |
True |
False |
60,716 |
10 |
13,464.0 |
12,560.0 |
904.0 |
6.8% |
239.0 |
1.8% |
87% |
True |
False |
66,730 |
20 |
13,464.0 |
12,011.0 |
1,453.0 |
10.9% |
268.1 |
2.0% |
92% |
True |
False |
72,135 |
40 |
13,590.0 |
11,829.0 |
1,761.0 |
13.2% |
303.4 |
2.3% |
86% |
False |
False |
68,351 |
60 |
13,957.0 |
11,829.0 |
2,128.0 |
15.9% |
258.6 |
1.9% |
71% |
False |
False |
45,619 |
80 |
13,957.0 |
11,829.0 |
2,128.0 |
15.9% |
233.6 |
1.7% |
71% |
False |
False |
34,219 |
100 |
13,957.0 |
11,829.0 |
2,128.0 |
15.9% |
225.8 |
1.7% |
71% |
False |
False |
27,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,169.5 |
2.618 |
13,898.6 |
1.618 |
13,732.6 |
1.000 |
13,630.0 |
0.618 |
13,566.6 |
HIGH |
13,464.0 |
0.618 |
13,400.6 |
0.500 |
13,381.0 |
0.382 |
13,361.4 |
LOW |
13,298.0 |
0.618 |
13,195.4 |
1.000 |
13,132.0 |
1.618 |
13,029.4 |
2.618 |
12,863.4 |
4.250 |
12,592.5 |
|
|
Fisher Pivots for day following 01-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
13,381.0 |
13,319.3 |
PP |
13,369.3 |
13,292.7 |
S1 |
13,357.7 |
13,266.0 |
|