| 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 |
3,863.00 |
3,766.75 |
-96.25 |
-2.5% |
3,771.00 |
| High |
3,907.00 |
3,782.50 |
-124.50 |
-3.2% |
3,924.25 |
| Low |
3,760.25 |
3,704.25 |
-56.00 |
-1.5% |
3,736.50 |
| Close |
3,768.75 |
3,727.75 |
-41.00 |
-1.1% |
3,911.25 |
| Range |
146.75 |
78.25 |
-68.50 |
-46.7% |
187.75 |
| ATR |
100.32 |
98.74 |
-1.58 |
-1.6% |
0.00 |
| Volume |
2,210,708 |
1,887,557 |
-323,151 |
-14.6% |
10,361,209 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,973.00 |
3,928.50 |
3,770.75 |
|
| R3 |
3,894.75 |
3,850.25 |
3,749.25 |
|
| R2 |
3,816.50 |
3,816.50 |
3,742.00 |
|
| R1 |
3,772.00 |
3,772.00 |
3,735.00 |
3,755.00 |
| PP |
3,738.25 |
3,738.25 |
3,738.25 |
3,729.75 |
| S1 |
3,693.75 |
3,693.75 |
3,720.50 |
3,677.00 |
| S2 |
3,660.00 |
3,660.00 |
3,713.50 |
|
| S3 |
3,581.75 |
3,615.50 |
3,706.25 |
|
| S4 |
3,503.50 |
3,537.25 |
3,684.75 |
|
|
| 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 |
3,704.25 |
223.75 |
6.0% |
98.00 |
2.6% |
11% |
False |
True |
2,016,178 |
| 10 |
3,928.00 |
3,641.50 |
286.50 |
7.7% |
97.75 |
2.6% |
30% |
False |
False |
2,103,873 |
| 20 |
3,928.00 |
3,502.00 |
426.00 |
11.4% |
101.00 |
2.7% |
53% |
False |
False |
2,255,932 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
18.1% |
100.00 |
2.7% |
34% |
False |
False |
2,396,815 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
91.25 |
2.4% |
27% |
False |
False |
1,610,124 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
86.25 |
2.3% |
27% |
False |
False |
1,208,322 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
87.50 |
2.3% |
27% |
False |
False |
967,224 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
90.00 |
2.4% |
27% |
False |
False |
806,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,115.00 |
|
2.618 |
3,987.25 |
|
1.618 |
3,909.00 |
|
1.000 |
3,860.75 |
|
0.618 |
3,830.75 |
|
HIGH |
3,782.50 |
|
0.618 |
3,752.50 |
|
0.500 |
3,743.50 |
|
0.382 |
3,734.25 |
|
LOW |
3,704.25 |
|
0.618 |
3,656.00 |
|
1.000 |
3,626.00 |
|
1.618 |
3,577.75 |
|
2.618 |
3,499.50 |
|
4.250 |
3,371.75 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,743.50 |
3,816.00 |
| PP |
3,738.25 |
3,786.75 |
| S1 |
3,733.00 |
3,757.25 |
|