| 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 |
1,560.0200 |
1,565.0970 |
5.0770 |
0.3% |
1,302.6070 |
| High |
1,659.8830 |
1,609.8750 |
-50.0080 |
-3.0% |
1,590.0740 |
| Low |
1,549.0640 |
1,551.6120 |
2.5480 |
0.2% |
1,294.7970 |
| Close |
1,564.9850 |
1,575.7180 |
10.7330 |
0.7% |
1,560.0200 |
| Range |
110.8190 |
58.2630 |
-52.5560 |
-47.4% |
295.2770 |
| ATR |
82.2742 |
80.5591 |
-1.7151 |
-2.1% |
0.0000 |
| Volume |
8,077 |
661,850 |
653,773 |
8,094.3% |
5,261,694 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,753.8573 |
1,723.0507 |
1,607.7627 |
|
| R3 |
1,695.5943 |
1,664.7877 |
1,591.7403 |
|
| R2 |
1,637.3313 |
1,637.3313 |
1,586.3996 |
|
| R1 |
1,606.5247 |
1,606.5247 |
1,581.0588 |
1,621.9280 |
| PP |
1,579.0683 |
1,579.0683 |
1,579.0683 |
1,586.7700 |
| S1 |
1,548.2617 |
1,548.2617 |
1,570.3772 |
1,563.6650 |
| S2 |
1,520.8053 |
1,520.8053 |
1,565.0365 |
|
| S3 |
1,462.5423 |
1,489.9987 |
1,559.6957 |
|
| S4 |
1,404.2793 |
1,431.7357 |
1,543.6734 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.4613 |
2,259.0177 |
1,722.4224 |
|
| R3 |
2,072.1843 |
1,963.7407 |
1,641.2212 |
|
| R2 |
1,776.9073 |
1,776.9073 |
1,614.1541 |
|
| R1 |
1,668.4637 |
1,668.4637 |
1,587.0871 |
1,722.6855 |
| PP |
1,481.6303 |
1,481.6303 |
1,481.6303 |
1,508.7413 |
| S1 |
1,373.1867 |
1,373.1867 |
1,532.9529 |
1,427.4085 |
| S2 |
1,186.3533 |
1,186.3533 |
1,505.8859 |
|
| S3 |
891.0763 |
1,077.9097 |
1,478.8188 |
|
| S4 |
595.7993 |
782.6327 |
1,397.6177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,659.8830 |
1,451.5550 |
208.3280 |
13.2% |
92.3562 |
5.9% |
60% |
False |
False |
932,365 |
| 10 |
1,659.8830 |
1,258.4550 |
401.4280 |
25.5% |
82.9086 |
5.3% |
79% |
False |
False |
731,032 |
| 20 |
1,659.8830 |
1,195.5710 |
464.3120 |
29.5% |
67.9342 |
4.3% |
82% |
False |
False |
623,826 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
37.6% |
83.5716 |
5.3% |
64% |
False |
False |
636,099 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
52.9% |
94.8532 |
6.0% |
46% |
False |
False |
656,674 |
| 80 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
64.5% |
107.7603 |
6.8% |
55% |
False |
False |
677,415 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
72.7% |
113.7262 |
7.2% |
60% |
False |
False |
700,167 |
| 120 |
2,155.8160 |
883.1590 |
1,272.6570 |
80.8% |
117.7948 |
7.5% |
54% |
False |
False |
647,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,857.4928 |
|
2.618 |
1,762.4075 |
|
1.618 |
1,704.1445 |
|
1.000 |
1,668.1380 |
|
0.618 |
1,645.8815 |
|
HIGH |
1,609.8750 |
|
0.618 |
1,587.6185 |
|
0.500 |
1,580.7435 |
|
0.382 |
1,573.8685 |
|
LOW |
1,551.6120 |
|
0.618 |
1,515.6055 |
|
1.000 |
1,493.3490 |
|
1.618 |
1,457.3425 |
|
2.618 |
1,399.0795 |
|
4.250 |
1,303.9943 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,580.7435 |
1,575.1272 |
| PP |
1,579.0683 |
1,574.5363 |
| S1 |
1,577.3932 |
1,573.9455 |
|