| 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 |
11,592.50 |
11,455.00 |
-137.50 |
-1.2% |
11,393.75 |
| High |
11,595.00 |
11,619.00 |
24.00 |
0.2% |
11,734.00 |
| Low |
11,367.25 |
11,288.75 |
-78.50 |
-0.7% |
10,921.50 |
| Close |
11,447.25 |
11,332.00 |
-115.25 |
-1.0% |
11,587.00 |
| Range |
227.75 |
330.25 |
102.50 |
45.0% |
812.50 |
| ATR |
379.47 |
375.96 |
-3.52 |
-0.9% |
0.00 |
| Volume |
607,680 |
605,362 |
-2,318 |
-0.4% |
3,657,196 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,404.00 |
12,198.25 |
11,513.75 |
|
| R3 |
12,073.75 |
11,868.00 |
11,422.75 |
|
| R2 |
11,743.50 |
11,743.50 |
11,392.50 |
|
| R1 |
11,537.75 |
11,537.75 |
11,362.25 |
11,475.50 |
| PP |
11,413.25 |
11,413.25 |
11,413.25 |
11,382.00 |
| S1 |
11,207.50 |
11,207.50 |
11,301.75 |
11,145.25 |
| S2 |
11,083.00 |
11,083.00 |
11,271.50 |
|
| S3 |
10,752.75 |
10,877.25 |
11,241.25 |
|
| S4 |
10,422.50 |
10,547.00 |
11,150.25 |
|
|
| 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 |
11,703.50 |
10,921.50 |
782.00 |
6.9% |
405.25 |
3.6% |
52% |
False |
False |
699,002 |
| 10 |
11,734.00 |
10,921.50 |
812.50 |
7.2% |
375.75 |
3.3% |
51% |
False |
False |
718,463 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.0% |
376.00 |
3.3% |
68% |
False |
False |
755,306 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
22.1% |
367.50 |
3.2% |
34% |
False |
False |
711,120 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
342.50 |
3.0% |
25% |
False |
False |
474,672 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
337.50 |
3.0% |
25% |
False |
False |
356,165 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
343.25 |
3.0% |
25% |
False |
False |
285,058 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
348.75 |
3.1% |
25% |
False |
False |
237,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,022.50 |
|
2.618 |
12,483.50 |
|
1.618 |
12,153.25 |
|
1.000 |
11,949.25 |
|
0.618 |
11,823.00 |
|
HIGH |
11,619.00 |
|
0.618 |
11,492.75 |
|
0.500 |
11,454.00 |
|
0.382 |
11,415.00 |
|
LOW |
11,288.75 |
|
0.618 |
11,084.75 |
|
1.000 |
10,958.50 |
|
1.618 |
10,754.50 |
|
2.618 |
10,424.25 |
|
4.250 |
9,885.25 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,454.00 |
11,344.00 |
| PP |
11,413.25 |
11,340.00 |
| S1 |
11,372.50 |
11,336.00 |
|