| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
11,320.25 |
10,938.00 |
-382.25 |
-3.4% |
11,393.75 |
| High |
11,460.00 |
10,996.00 |
-464.00 |
-4.0% |
11,734.00 |
| Low |
10,909.00 |
10,708.00 |
-201.00 |
-1.8% |
10,921.50 |
| Close |
10,944.50 |
10,728.00 |
-216.50 |
-2.0% |
11,587.00 |
| Range |
551.00 |
288.00 |
-263.00 |
-47.7% |
812.50 |
| ATR |
388.46 |
381.28 |
-7.18 |
-1.8% |
0.00 |
| Volume |
770,983 |
705,050 |
-65,933 |
-8.6% |
3,657,196 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,674.75 |
11,489.25 |
10,886.50 |
|
| R3 |
11,386.75 |
11,201.25 |
10,807.25 |
|
| R2 |
11,098.75 |
11,098.75 |
10,780.75 |
|
| R1 |
10,913.25 |
10,913.25 |
10,754.50 |
10,862.00 |
| PP |
10,810.75 |
10,810.75 |
10,810.75 |
10,785.00 |
| S1 |
10,625.25 |
10,625.25 |
10,701.50 |
10,574.00 |
| S2 |
10,522.75 |
10,522.75 |
10,675.25 |
|
| S3 |
10,234.75 |
10,337.25 |
10,648.75 |
|
| S4 |
9,946.75 |
10,049.25 |
10,569.50 |
|
|
| 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 |
11,626.00 |
10,708.00 |
918.00 |
8.6% |
392.25 |
3.7% |
2% |
False |
True |
683,467 |
| 10 |
11,734.00 |
10,708.00 |
1,026.00 |
9.6% |
394.25 |
3.7% |
2% |
False |
True |
718,722 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.6% |
389.50 |
3.6% |
19% |
False |
False |
755,368 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
23.4% |
372.50 |
3.5% |
10% |
False |
False |
746,410 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
345.00 |
3.2% |
7% |
False |
False |
499,233 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
338.50 |
3.2% |
7% |
False |
False |
374,600 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
341.25 |
3.2% |
7% |
False |
False |
299,813 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
348.25 |
3.2% |
7% |
False |
False |
249,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,220.00 |
|
2.618 |
11,750.00 |
|
1.618 |
11,462.00 |
|
1.000 |
11,284.00 |
|
0.618 |
11,174.00 |
|
HIGH |
10,996.00 |
|
0.618 |
10,886.00 |
|
0.500 |
10,852.00 |
|
0.382 |
10,818.00 |
|
LOW |
10,708.00 |
|
0.618 |
10,530.00 |
|
1.000 |
10,420.00 |
|
1.618 |
10,242.00 |
|
2.618 |
9,954.00 |
|
4.250 |
9,484.00 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,852.00 |
11,163.50 |
| PP |
10,810.75 |
11,018.25 |
| S1 |
10,769.25 |
10,873.25 |
|