| 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 |
3,943.00 |
3,916.00 |
-27.00 |
-0.7% |
3,807.00 |
| High |
3,946.00 |
3,959.25 |
13.25 |
0.3% |
3,956.00 |
| Low |
3,904.75 |
3,885.00 |
-19.75 |
-0.5% |
3,768.00 |
| Close |
3,915.00 |
3,898.25 |
-16.75 |
-0.4% |
3,943.50 |
| Range |
41.25 |
74.25 |
33.00 |
80.0% |
188.00 |
| ATR |
97.88 |
96.19 |
-1.69 |
-1.7% |
0.00 |
| Volume |
1,996 |
2,698 |
702 |
35.2% |
19,666 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,137.00 |
4,091.75 |
3,939.00 |
|
| R3 |
4,062.75 |
4,017.50 |
3,918.75 |
|
| R2 |
3,988.50 |
3,988.50 |
3,911.75 |
|
| R1 |
3,943.25 |
3,943.25 |
3,905.00 |
3,928.75 |
| PP |
3,914.25 |
3,914.25 |
3,914.25 |
3,907.00 |
| S1 |
3,869.00 |
3,869.00 |
3,891.50 |
3,854.50 |
| S2 |
3,840.00 |
3,840.00 |
3,884.75 |
|
| S3 |
3,765.75 |
3,794.75 |
3,877.75 |
|
| S4 |
3,691.50 |
3,720.50 |
3,857.50 |
|
|
| 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 |
3,959.25 |
3,788.00 |
171.25 |
4.4% |
90.00 |
2.3% |
64% |
True |
False |
3,236 |
| 10 |
3,959.25 |
3,670.00 |
289.25 |
7.4% |
93.00 |
2.4% |
79% |
True |
False |
3,707 |
| 20 |
3,959.25 |
3,530.25 |
429.00 |
11.0% |
97.00 |
2.5% |
86% |
True |
False |
3,818 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.0% |
97.75 |
2.5% |
55% |
False |
False |
3,198 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
21.6% |
88.50 |
2.3% |
44% |
False |
False |
2,316 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.6% |
84.00 |
2.2% |
44% |
False |
False |
1,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,274.75 |
|
2.618 |
4,153.75 |
|
1.618 |
4,079.50 |
|
1.000 |
4,033.50 |
|
0.618 |
4,005.25 |
|
HIGH |
3,959.25 |
|
0.618 |
3,931.00 |
|
0.500 |
3,922.00 |
|
0.382 |
3,913.25 |
|
LOW |
3,885.00 |
|
0.618 |
3,839.00 |
|
1.000 |
3,810.75 |
|
1.618 |
3,764.75 |
|
2.618 |
3,690.50 |
|
4.250 |
3,569.50 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,922.00 |
3,893.25 |
| PP |
3,914.25 |
3,888.50 |
| S1 |
3,906.25 |
3,883.50 |
|