| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,797.50 |
3,748.00 |
-49.50 |
-1.3% |
3,943.00 |
| High |
3,813.00 |
3,836.50 |
23.50 |
0.6% |
3,959.25 |
| Low |
3,735.00 |
3,745.00 |
10.00 |
0.3% |
3,735.00 |
| Close |
3,758.50 |
3,810.25 |
51.75 |
1.4% |
3,810.25 |
| Range |
78.00 |
91.50 |
13.50 |
17.3% |
224.25 |
| ATR |
98.33 |
97.84 |
-0.49 |
-0.5% |
0.00 |
| Volume |
2,658 |
2,432 |
-226 |
-8.5% |
16,863 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,071.75 |
4,032.50 |
3,860.50 |
|
| R3 |
3,980.25 |
3,941.00 |
3,835.50 |
|
| R2 |
3,888.75 |
3,888.75 |
3,827.00 |
|
| R1 |
3,849.50 |
3,849.50 |
3,818.75 |
3,869.00 |
| PP |
3,797.25 |
3,797.25 |
3,797.25 |
3,807.00 |
| S1 |
3,758.00 |
3,758.00 |
3,801.75 |
3,777.50 |
| S2 |
3,705.75 |
3,705.75 |
3,793.50 |
|
| S3 |
3,614.25 |
3,666.50 |
3,785.00 |
|
| S4 |
3,522.75 |
3,575.00 |
3,760.00 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,507.50 |
4,383.25 |
3,933.50 |
|
| R3 |
4,283.25 |
4,159.00 |
3,872.00 |
|
| R2 |
4,059.00 |
4,059.00 |
3,851.25 |
|
| R1 |
3,934.75 |
3,934.75 |
3,830.75 |
3,884.75 |
| PP |
3,834.75 |
3,834.75 |
3,834.75 |
3,810.00 |
| S1 |
3,710.50 |
3,710.50 |
3,789.75 |
3,660.50 |
| S2 |
3,610.50 |
3,610.50 |
3,769.25 |
|
| S3 |
3,386.25 |
3,486.25 |
3,748.50 |
|
| S4 |
3,162.00 |
3,262.00 |
3,687.00 |
|
|
| 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 |
5.9% |
86.50 |
2.3% |
34% |
False |
False |
3,372 |
| 10 |
3,959.25 |
3,735.00 |
224.25 |
5.9% |
93.50 |
2.5% |
34% |
False |
False |
3,652 |
| 20 |
3,959.25 |
3,530.25 |
429.00 |
11.3% |
98.50 |
2.6% |
65% |
False |
False |
3,820 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.4% |
99.75 |
2.6% |
42% |
False |
False |
3,416 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.1% |
90.50 |
2.4% |
33% |
False |
False |
2,466 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.1% |
84.75 |
2.2% |
33% |
False |
False |
1,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,225.50 |
|
2.618 |
4,076.00 |
|
1.618 |
3,984.50 |
|
1.000 |
3,928.00 |
|
0.618 |
3,893.00 |
|
HIGH |
3,836.50 |
|
0.618 |
3,801.50 |
|
0.500 |
3,790.75 |
|
0.382 |
3,780.00 |
|
LOW |
3,745.00 |
|
0.618 |
3,688.50 |
|
1.000 |
3,653.50 |
|
1.618 |
3,597.00 |
|
2.618 |
3,505.50 |
|
4.250 |
3,356.00 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,803.75 |
3,837.50 |
| PP |
3,797.25 |
3,828.25 |
| S1 |
3,790.75 |
3,819.25 |
|