| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,896.50 |
3,797.50 |
-99.00 |
-2.5% |
3,807.00 |
| High |
3,939.75 |
3,813.00 |
-126.75 |
-3.2% |
3,956.00 |
| Low |
3,791.75 |
3,735.00 |
-56.75 |
-1.5% |
3,768.00 |
| Close |
3,799.75 |
3,758.50 |
-41.25 |
-1.1% |
3,943.50 |
| Range |
148.00 |
78.00 |
-70.00 |
-47.3% |
188.00 |
| ATR |
99.89 |
98.33 |
-1.56 |
-1.6% |
0.00 |
| Volume |
7,079 |
2,658 |
-4,421 |
-62.5% |
19,666 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,002.75 |
3,958.75 |
3,801.50 |
|
| R3 |
3,924.75 |
3,880.75 |
3,780.00 |
|
| R2 |
3,846.75 |
3,846.75 |
3,772.75 |
|
| R1 |
3,802.75 |
3,802.75 |
3,765.75 |
3,785.75 |
| PP |
3,768.75 |
3,768.75 |
3,768.75 |
3,760.50 |
| S1 |
3,724.75 |
3,724.75 |
3,751.25 |
3,707.75 |
| S2 |
3,690.75 |
3,690.75 |
3,744.25 |
|
| S3 |
3,612.75 |
3,646.75 |
3,737.00 |
|
| S4 |
3,534.75 |
3,568.75 |
3,715.50 |
|
|
| 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 |
3,735.00 |
224.25 |
6.0% |
98.00 |
2.6% |
10% |
False |
True |
4,161 |
| 10 |
3,959.25 |
3,670.00 |
289.25 |
7.7% |
97.75 |
2.6% |
31% |
False |
False |
4,183 |
| 20 |
3,959.25 |
3,530.25 |
429.00 |
11.4% |
100.50 |
2.7% |
53% |
False |
False |
3,839 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.7% |
99.25 |
2.6% |
34% |
False |
False |
3,397 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.4% |
90.00 |
2.4% |
27% |
False |
False |
2,431 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.4% |
84.50 |
2.3% |
27% |
False |
False |
1,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,144.50 |
|
2.618 |
4,017.25 |
|
1.618 |
3,939.25 |
|
1.000 |
3,891.00 |
|
0.618 |
3,861.25 |
|
HIGH |
3,813.00 |
|
0.618 |
3,783.25 |
|
0.500 |
3,774.00 |
|
0.382 |
3,764.75 |
|
LOW |
3,735.00 |
|
0.618 |
3,686.75 |
|
1.000 |
3,657.00 |
|
1.618 |
3,608.75 |
|
2.618 |
3,530.75 |
|
4.250 |
3,403.50 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,774.00 |
3,847.00 |
| PP |
3,768.75 |
3,817.50 |
| S1 |
3,763.75 |
3,788.00 |
|