| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,826.25 |
3,943.00 |
116.75 |
3.1% |
3,807.00 |
| High |
3,956.00 |
3,946.00 |
-10.00 |
-0.3% |
3,956.00 |
| Low |
3,807.75 |
3,904.75 |
97.00 |
2.5% |
3,768.00 |
| Close |
3,943.50 |
3,915.00 |
-28.50 |
-0.7% |
3,943.50 |
| Range |
148.25 |
41.25 |
-107.00 |
-72.2% |
188.00 |
| ATR |
102.24 |
97.88 |
-4.36 |
-4.3% |
0.00 |
| Volume |
6,378 |
1,996 |
-4,382 |
-68.7% |
19,666 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,045.75 |
4,021.50 |
3,937.75 |
|
| R3 |
4,004.50 |
3,980.25 |
3,926.25 |
|
| R2 |
3,963.25 |
3,963.25 |
3,922.50 |
|
| R1 |
3,939.00 |
3,939.00 |
3,918.75 |
3,930.50 |
| PP |
3,922.00 |
3,922.00 |
3,922.00 |
3,917.50 |
| S1 |
3,897.75 |
3,897.75 |
3,911.25 |
3,889.25 |
| S2 |
3,880.75 |
3,880.75 |
3,907.50 |
|
| S3 |
3,839.50 |
3,856.50 |
3,903.75 |
|
| S4 |
3,798.25 |
3,815.25 |
3,892.25 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,453.25 |
4,386.25 |
4,047.00 |
|
| R3 |
4,265.25 |
4,198.25 |
3,995.25 |
|
| R2 |
4,077.25 |
4,077.25 |
3,978.00 |
|
| R1 |
4,010.25 |
4,010.25 |
3,960.75 |
4,043.75 |
| PP |
3,889.25 |
3,889.25 |
3,889.25 |
3,906.00 |
| S1 |
3,822.25 |
3,822.25 |
3,926.25 |
3,855.75 |
| S2 |
3,701.25 |
3,701.25 |
3,909.00 |
|
| S3 |
3,513.25 |
3,634.25 |
3,891.75 |
|
| S4 |
3,325.25 |
3,446.25 |
3,840.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,956.00 |
3,788.00 |
168.00 |
4.3% |
91.75 |
2.3% |
76% |
False |
False |
3,181 |
| 10 |
3,956.00 |
3,670.00 |
286.00 |
7.3% |
93.50 |
2.4% |
86% |
False |
False |
3,705 |
| 20 |
3,956.00 |
3,530.25 |
425.75 |
10.9% |
99.50 |
2.5% |
90% |
False |
False |
3,820 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.0% |
97.75 |
2.5% |
58% |
False |
False |
3,159 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
88.25 |
2.3% |
46% |
False |
False |
2,274 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
83.50 |
2.1% |
46% |
False |
False |
1,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,121.25 |
|
2.618 |
4,054.00 |
|
1.618 |
4,012.75 |
|
1.000 |
3,987.25 |
|
0.618 |
3,971.50 |
|
HIGH |
3,946.00 |
|
0.618 |
3,930.25 |
|
0.500 |
3,925.50 |
|
0.382 |
3,920.50 |
|
LOW |
3,904.75 |
|
0.618 |
3,879.25 |
|
1.000 |
3,863.50 |
|
1.618 |
3,838.00 |
|
2.618 |
3,796.75 |
|
4.250 |
3,729.50 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,925.50 |
3,900.75 |
| PP |
3,922.00 |
3,886.25 |
| S1 |
3,918.50 |
3,872.00 |
|