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 |
11,463.03 |
11,570.99 |
107.96 |
0.9% |
11,321.33 |
High |
11,482.99 |
11,574.39 |
91.40 |
0.8% |
11,681.85 |
Low |
11,331.26 |
11,278.28 |
-52.98 |
-0.5% |
11,167.27 |
Close |
11,405.57 |
11,288.95 |
-116.62 |
-1.0% |
11,546.21 |
Range |
151.73 |
296.11 |
144.38 |
95.2% |
514.58 |
ATR |
307.96 |
307.12 |
-0.85 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,268.87 |
12,075.02 |
11,451.81 |
|
R3 |
11,972.76 |
11,778.91 |
11,370.38 |
|
R2 |
11,676.65 |
11,676.65 |
11,343.24 |
|
R1 |
11,482.80 |
11,482.80 |
11,316.09 |
11,431.67 |
PP |
11,380.54 |
11,380.54 |
11,380.54 |
11,354.98 |
S1 |
11,186.69 |
11,186.69 |
11,261.81 |
11,135.56 |
S2 |
11,084.43 |
11,084.43 |
11,234.66 |
|
S3 |
10,788.32 |
10,890.58 |
11,207.52 |
|
S4 |
10,492.21 |
10,594.47 |
11,126.09 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,008.85 |
12,792.11 |
11,829.23 |
|
R3 |
12,494.27 |
12,277.53 |
11,687.72 |
|
R2 |
11,979.69 |
11,979.69 |
11,640.55 |
|
R1 |
11,762.95 |
11,762.95 |
11,593.38 |
11,871.32 |
PP |
11,465.11 |
11,465.11 |
11,465.11 |
11,519.30 |
S1 |
11,248.37 |
11,248.37 |
11,499.04 |
11,356.74 |
S2 |
10,950.53 |
10,950.53 |
11,451.87 |
|
S3 |
10,435.95 |
10,733.79 |
11,404.70 |
|
S4 |
9,921.37 |
10,219.21 |
11,263.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,657.06 |
11,179.90 |
477.16 |
4.2% |
265.59 |
2.4% |
23% |
False |
False |
|
10 |
11,681.85 |
10,966.43 |
715.42 |
6.3% |
269.35 |
2.4% |
45% |
False |
False |
|
20 |
11,681.85 |
10,444.78 |
1,237.07 |
11.0% |
286.60 |
2.5% |
68% |
False |
False |
|
40 |
12,752.83 |
10,444.78 |
2,308.05 |
20.4% |
269.17 |
2.4% |
37% |
False |
False |
|
60 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
256.61 |
2.3% |
26% |
False |
False |
|
80 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
259.95 |
2.3% |
26% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
261.98 |
2.3% |
26% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
273.08 |
2.4% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,832.86 |
2.618 |
12,349.61 |
1.618 |
12,053.50 |
1.000 |
11,870.50 |
0.618 |
11,757.39 |
HIGH |
11,574.39 |
0.618 |
11,461.28 |
0.500 |
11,426.34 |
0.382 |
11,391.39 |
LOW |
11,278.28 |
0.618 |
11,095.28 |
1.000 |
10,982.17 |
1.618 |
10,799.17 |
2.618 |
10,503.06 |
4.250 |
10,019.81 |
|
|
Fisher Pivots for day following 01-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
11,426.34 |
11,380.82 |
PP |
11,380.54 |
11,350.20 |
S1 |
11,334.75 |
11,319.57 |
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