| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,122.75 |
11,592.50 |
469.75 |
4.2% |
11,393.75 |
| High |
11,626.00 |
11,595.00 |
-31.00 |
-0.3% |
11,734.00 |
| Low |
11,062.00 |
11,367.25 |
305.25 |
2.8% |
10,921.50 |
| Close |
11,587.00 |
11,447.25 |
-139.75 |
-1.2% |
11,587.00 |
| Range |
564.00 |
227.75 |
-336.25 |
-59.6% |
812.50 |
| ATR |
391.14 |
379.47 |
-11.67 |
-3.0% |
0.00 |
| Volume |
728,261 |
607,680 |
-120,581 |
-16.6% |
3,657,196 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,153.00 |
12,028.00 |
11,572.50 |
|
| R3 |
11,925.25 |
11,800.25 |
11,510.00 |
|
| R2 |
11,697.50 |
11,697.50 |
11,489.00 |
|
| R1 |
11,572.50 |
11,572.50 |
11,468.25 |
11,521.00 |
| PP |
11,469.75 |
11,469.75 |
11,469.75 |
11,444.25 |
| S1 |
11,344.75 |
11,344.75 |
11,426.25 |
11,293.50 |
| S2 |
11,242.00 |
11,242.00 |
11,405.50 |
|
| S3 |
11,014.25 |
11,117.00 |
11,384.50 |
|
| S4 |
10,786.50 |
10,889.25 |
11,322.00 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,851.75 |
13,531.75 |
12,034.00 |
|
| R3 |
13,039.25 |
12,719.25 |
11,810.50 |
|
| R2 |
12,226.75 |
12,226.75 |
11,736.00 |
|
| R1 |
11,906.75 |
11,906.75 |
11,661.50 |
12,066.75 |
| PP |
11,414.25 |
11,414.25 |
11,414.25 |
11,494.00 |
| S1 |
11,094.25 |
11,094.25 |
11,512.50 |
11,254.25 |
| S2 |
10,601.75 |
10,601.75 |
11,438.00 |
|
| S3 |
9,789.25 |
10,281.75 |
11,363.50 |
|
| S4 |
8,976.75 |
9,469.25 |
11,140.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,734.00 |
10,921.50 |
812.50 |
7.1% |
400.00 |
3.5% |
65% |
False |
False |
709,972 |
| 10 |
11,734.00 |
10,921.50 |
812.50 |
7.1% |
377.75 |
3.3% |
65% |
False |
False |
741,149 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
10.9% |
379.25 |
3.3% |
77% |
False |
False |
763,683 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
21.9% |
367.00 |
3.2% |
38% |
False |
False |
696,229 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
341.75 |
3.0% |
29% |
False |
False |
464,589 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
336.75 |
2.9% |
29% |
False |
False |
348,602 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
344.50 |
3.0% |
29% |
False |
False |
279,005 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
351.00 |
3.1% |
29% |
False |
False |
232,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,563.00 |
|
2.618 |
12,191.25 |
|
1.618 |
11,963.50 |
|
1.000 |
11,822.75 |
|
0.618 |
11,735.75 |
|
HIGH |
11,595.00 |
|
0.618 |
11,508.00 |
|
0.500 |
11,481.00 |
|
0.382 |
11,454.25 |
|
LOW |
11,367.25 |
|
0.618 |
11,226.50 |
|
1.000 |
11,139.50 |
|
1.618 |
10,998.75 |
|
2.618 |
10,771.00 |
|
4.250 |
10,399.25 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,481.00 |
11,389.50 |
| PP |
11,469.75 |
11,331.50 |
| S1 |
11,458.50 |
11,273.75 |
|