| 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 |
3,911.50 |
3,884.00 |
-27.50 |
-0.7% |
3,771.00 |
| High |
3,914.75 |
3,928.00 |
13.25 |
0.3% |
3,924.25 |
| Low |
3,872.25 |
3,852.50 |
-19.75 |
-0.5% |
3,736.50 |
| Close |
3,883.00 |
3,866.00 |
-17.00 |
-0.4% |
3,911.25 |
| Range |
42.50 |
75.50 |
33.00 |
77.6% |
187.75 |
| ATR |
98.38 |
96.74 |
-1.63 |
-1.7% |
0.00 |
| Volume |
2,002,625 |
1,895,614 |
-107,011 |
-5.3% |
10,361,209 |
|
| Daily Pivots for day following 01-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,108.75 |
4,062.75 |
3,907.50 |
|
| R3 |
4,033.25 |
3,987.25 |
3,886.75 |
|
| R2 |
3,957.75 |
3,957.75 |
3,879.75 |
|
| R1 |
3,911.75 |
3,911.75 |
3,873.00 |
3,897.00 |
| PP |
3,882.25 |
3,882.25 |
3,882.25 |
3,874.75 |
| S1 |
3,836.25 |
3,836.25 |
3,859.00 |
3,821.50 |
| S2 |
3,806.75 |
3,806.75 |
3,852.25 |
|
| S3 |
3,731.25 |
3,760.75 |
3,845.25 |
|
| S4 |
3,655.75 |
3,685.25 |
3,824.50 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,420.50 |
4,353.75 |
4,014.50 |
|
| R3 |
4,232.75 |
4,166.00 |
3,963.00 |
|
| R2 |
4,045.00 |
4,045.00 |
3,945.75 |
|
| R1 |
3,978.25 |
3,978.25 |
3,928.50 |
4,011.50 |
| PP |
3,857.25 |
3,857.25 |
3,857.25 |
3,874.00 |
| S1 |
3,790.50 |
3,790.50 |
3,894.00 |
3,824.00 |
| S2 |
3,669.50 |
3,669.50 |
3,876.75 |
|
| S3 |
3,481.75 |
3,602.75 |
3,859.50 |
|
| S4 |
3,294.00 |
3,415.00 |
3,808.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,928.00 |
3,757.50 |
170.50 |
4.4% |
90.50 |
2.3% |
64% |
True |
False |
2,062,589 |
| 10 |
3,928.00 |
3,641.50 |
286.50 |
7.4% |
93.25 |
2.4% |
78% |
True |
False |
2,169,301 |
| 20 |
3,928.00 |
3,502.00 |
426.00 |
11.0% |
97.50 |
2.5% |
85% |
True |
False |
2,263,358 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.4% |
98.75 |
2.6% |
54% |
False |
False |
2,306,994 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
89.75 |
2.3% |
43% |
False |
False |
1,542,129 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
85.75 |
2.2% |
43% |
False |
False |
1,157,193 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
88.00 |
2.3% |
43% |
False |
False |
926,265 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
90.00 |
2.3% |
43% |
False |
False |
771,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,249.00 |
|
2.618 |
4,125.75 |
|
1.618 |
4,050.25 |
|
1.000 |
4,003.50 |
|
0.618 |
3,974.75 |
|
HIGH |
3,928.00 |
|
0.618 |
3,899.25 |
|
0.500 |
3,890.25 |
|
0.382 |
3,881.25 |
|
LOW |
3,852.50 |
|
0.618 |
3,805.75 |
|
1.000 |
3,777.00 |
|
1.618 |
3,730.25 |
|
2.618 |
3,654.75 |
|
4.250 |
3,531.50 |
|
|
| Fisher Pivots for day following 01-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,890.25 |
3,861.50 |
| PP |
3,882.25 |
3,857.00 |
| S1 |
3,874.00 |
3,852.50 |
|