| 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 |
1,661.5 |
1,649.9 |
-11.6 |
-0.7% |
1,676.5 |
| High |
1,662.7 |
1,674.3 |
11.6 |
0.7% |
1,693.2 |
| Low |
1,649.1 |
1,648.8 |
-0.3 |
0.0% |
1,655.2 |
| Close |
1,654.9 |
1,663.8 |
8.9 |
0.5% |
1,659.1 |
| Range |
13.6 |
25.5 |
11.9 |
87.5% |
38.0 |
| ATR |
25.4 |
25.4 |
0.0 |
0.0% |
0.0 |
| Volume |
7,303 |
22,971 |
15,668 |
214.5% |
64,836 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,738.8 |
1,726.8 |
1,677.8 |
|
| R3 |
1,713.3 |
1,701.3 |
1,670.8 |
|
| R2 |
1,687.8 |
1,687.8 |
1,668.5 |
|
| R1 |
1,675.8 |
1,675.8 |
1,666.1 |
1,681.8 |
| PP |
1,662.3 |
1,662.3 |
1,662.3 |
1,665.3 |
| S1 |
1,650.3 |
1,650.3 |
1,661.5 |
1,656.3 |
| S2 |
1,636.8 |
1,636.8 |
1,659.1 |
|
| S3 |
1,611.3 |
1,624.8 |
1,656.8 |
|
| S4 |
1,585.8 |
1,599.3 |
1,649.8 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.2 |
1,759.1 |
1,680.0 |
|
| R3 |
1,745.2 |
1,721.1 |
1,669.6 |
|
| R2 |
1,707.2 |
1,707.2 |
1,666.1 |
|
| R1 |
1,683.1 |
1,683.1 |
1,662.6 |
1,676.2 |
| PP |
1,669.2 |
1,669.2 |
1,669.2 |
1,665.7 |
| S1 |
1,645.1 |
1,645.1 |
1,655.6 |
1,638.2 |
| S2 |
1,631.2 |
1,631.2 |
1,652.1 |
|
| S3 |
1,593.2 |
1,607.1 |
1,648.7 |
|
| S4 |
1,555.2 |
1,569.1 |
1,638.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,693.2 |
1,648.8 |
44.4 |
2.7% |
21.8 |
1.3% |
34% |
False |
True |
13,938 |
| 10 |
1,693.2 |
1,635.0 |
58.2 |
3.5% |
25.1 |
1.5% |
49% |
False |
False |
10,974 |
| 20 |
1,749.6 |
1,635.0 |
114.6 |
6.9% |
25.1 |
1.5% |
25% |
False |
False |
8,558 |
| 40 |
1,758.9 |
1,635.0 |
123.9 |
7.4% |
26.5 |
1.6% |
23% |
False |
False |
6,088 |
| 60 |
1,836.7 |
1,635.0 |
201.7 |
12.1% |
24.2 |
1.5% |
14% |
False |
False |
4,688 |
| 80 |
1,836.7 |
1,635.0 |
201.7 |
12.1% |
23.9 |
1.4% |
14% |
False |
False |
3,948 |
| 100 |
1,910.6 |
1,635.0 |
275.6 |
16.6% |
24.4 |
1.5% |
10% |
False |
False |
3,288 |
| 120 |
1,910.6 |
1,635.0 |
275.6 |
16.6% |
23.4 |
1.4% |
10% |
False |
False |
2,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,782.7 |
|
2.618 |
1,741.1 |
|
1.618 |
1,715.6 |
|
1.000 |
1,699.8 |
|
0.618 |
1,690.1 |
|
HIGH |
1,674.3 |
|
0.618 |
1,664.6 |
|
0.500 |
1,661.6 |
|
0.382 |
1,658.5 |
|
LOW |
1,648.8 |
|
0.618 |
1,633.0 |
|
1.000 |
1,623.3 |
|
1.618 |
1,607.5 |
|
2.618 |
1,582.0 |
|
4.250 |
1,540.4 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.1 |
1,666.8 |
| PP |
1,662.3 |
1,665.8 |
| S1 |
1,661.6 |
1,664.8 |
|