| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
10,712.00 |
10,786.50 |
74.50 |
0.7% |
11,592.50 |
| High |
10,974.25 |
11,038.50 |
64.25 |
0.6% |
11,619.00 |
| Low |
10,636.00 |
10,751.00 |
115.00 |
1.1% |
10,636.00 |
| Close |
10,890.25 |
11,014.25 |
124.00 |
1.1% |
10,890.25 |
| Range |
338.25 |
287.50 |
-50.75 |
-15.0% |
983.00 |
| ATR |
378.21 |
371.73 |
-6.48 |
-1.7% |
0.00 |
| Volume |
881,129 |
554,692 |
-326,437 |
-37.0% |
3,570,204 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,797.00 |
11,693.25 |
11,172.50 |
|
| R3 |
11,509.50 |
11,405.75 |
11,093.25 |
|
| R2 |
11,222.00 |
11,222.00 |
11,067.00 |
|
| R1 |
11,118.25 |
11,118.25 |
11,040.50 |
11,170.00 |
| PP |
10,934.50 |
10,934.50 |
10,934.50 |
10,960.50 |
| S1 |
10,830.75 |
10,830.75 |
10,988.00 |
10,882.50 |
| S2 |
10,647.00 |
10,647.00 |
10,961.50 |
|
| S3 |
10,359.50 |
10,543.25 |
10,935.25 |
|
| S4 |
10,072.00 |
10,255.75 |
10,856.00 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,997.50 |
13,426.75 |
11,431.00 |
|
| R3 |
13,014.50 |
12,443.75 |
11,160.50 |
|
| R2 |
12,031.50 |
12,031.50 |
11,070.50 |
|
| R1 |
11,460.75 |
11,460.75 |
10,980.25 |
11,254.50 |
| PP |
11,048.50 |
11,048.50 |
11,048.50 |
10,945.25 |
| S1 |
10,477.75 |
10,477.75 |
10,800.25 |
10,271.50 |
| S2 |
10,065.50 |
10,065.50 |
10,710.00 |
|
| S3 |
9,082.50 |
9,494.75 |
10,620.00 |
|
| S4 |
8,099.50 |
8,511.75 |
10,349.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,619.00 |
10,636.00 |
983.00 |
8.9% |
359.00 |
3.3% |
38% |
False |
False |
703,443 |
| 10 |
11,734.00 |
10,636.00 |
1,098.00 |
10.0% |
379.50 |
3.4% |
34% |
False |
False |
706,707 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.3% |
381.75 |
3.5% |
42% |
False |
False |
751,315 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
22.8% |
375.75 |
3.4% |
21% |
False |
False |
762,874 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
30.3% |
346.25 |
3.1% |
16% |
False |
False |
523,136 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
30.3% |
339.00 |
3.1% |
16% |
False |
False |
392,531 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
30.3% |
340.50 |
3.1% |
16% |
False |
False |
314,164 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
30.3% |
349.75 |
3.2% |
16% |
False |
False |
261,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,260.50 |
|
2.618 |
11,791.25 |
|
1.618 |
11,503.75 |
|
1.000 |
11,326.00 |
|
0.618 |
11,216.25 |
|
HIGH |
11,038.50 |
|
0.618 |
10,928.75 |
|
0.500 |
10,894.75 |
|
0.382 |
10,860.75 |
|
LOW |
10,751.00 |
|
0.618 |
10,573.25 |
|
1.000 |
10,463.50 |
|
1.618 |
10,285.75 |
|
2.618 |
9,998.25 |
|
4.250 |
9,529.00 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,974.50 |
10,955.25 |
| PP |
10,934.50 |
10,896.25 |
| S1 |
10,894.75 |
10,837.25 |
|