| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,750.00 |
3,812.75 |
62.75 |
1.7% |
3,911.50 |
| High |
3,821.75 |
3,867.00 |
45.25 |
1.2% |
3,928.00 |
| Low |
3,738.25 |
3,792.75 |
54.50 |
1.5% |
3,704.25 |
| Close |
3,815.25 |
3,835.25 |
20.00 |
0.5% |
3,779.50 |
| Range |
83.50 |
74.25 |
-9.25 |
-11.1% |
223.75 |
| ATR |
97.37 |
95.72 |
-1.65 |
-1.7% |
0.00 |
| Volume |
1,483,146 |
1,878,046 |
394,900 |
26.6% |
10,491,292 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,054.50 |
4,019.00 |
3,876.00 |
|
| R3 |
3,980.25 |
3,944.75 |
3,855.75 |
|
| R2 |
3,906.00 |
3,906.00 |
3,848.75 |
|
| R1 |
3,870.50 |
3,870.50 |
3,842.00 |
3,888.25 |
| PP |
3,831.75 |
3,831.75 |
3,831.75 |
3,840.50 |
| S1 |
3,796.25 |
3,796.25 |
3,828.50 |
3,814.00 |
| S2 |
3,757.50 |
3,757.50 |
3,821.75 |
|
| S3 |
3,683.25 |
3,722.00 |
3,814.75 |
|
| S4 |
3,609.00 |
3,647.75 |
3,794.50 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,475.25 |
4,351.00 |
3,902.50 |
|
| R3 |
4,251.50 |
4,127.25 |
3,841.00 |
|
| R2 |
4,027.75 |
4,027.75 |
3,820.50 |
|
| R1 |
3,903.50 |
3,903.50 |
3,800.00 |
3,853.75 |
| PP |
3,804.00 |
3,804.00 |
3,804.00 |
3,779.00 |
| S1 |
3,679.75 |
3,679.75 |
3,759.00 |
3,630.00 |
| S2 |
3,580.25 |
3,580.25 |
3,738.50 |
|
| S3 |
3,356.50 |
3,456.00 |
3,718.00 |
|
| S4 |
3,132.75 |
3,232.25 |
3,656.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,907.00 |
3,704.25 |
202.75 |
5.3% |
95.50 |
2.5% |
65% |
False |
False |
1,990,849 |
| 10 |
3,928.00 |
3,704.25 |
223.75 |
5.8% |
93.00 |
2.4% |
59% |
False |
False |
2,026,719 |
| 20 |
3,928.00 |
3,502.00 |
426.00 |
11.1% |
99.50 |
2.6% |
78% |
False |
False |
2,215,668 |
| 40 |
3,981.25 |
3,502.00 |
479.25 |
12.5% |
97.25 |
2.5% |
70% |
False |
False |
2,362,191 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
92.25 |
2.4% |
39% |
False |
False |
1,707,397 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
86.25 |
2.3% |
39% |
False |
False |
1,281,421 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
86.00 |
2.2% |
39% |
False |
False |
1,025,741 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
89.25 |
2.3% |
39% |
False |
False |
854,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,182.50 |
|
2.618 |
4,061.50 |
|
1.618 |
3,987.25 |
|
1.000 |
3,941.25 |
|
0.618 |
3,913.00 |
|
HIGH |
3,867.00 |
|
0.618 |
3,838.75 |
|
0.500 |
3,830.00 |
|
0.382 |
3,821.00 |
|
LOW |
3,792.75 |
|
0.618 |
3,746.75 |
|
1.000 |
3,718.50 |
|
1.618 |
3,672.50 |
|
2.618 |
3,598.25 |
|
4.250 |
3,477.25 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,833.50 |
3,819.75 |
| PP |
3,831.75 |
3,804.50 |
| S1 |
3,830.00 |
3,789.00 |
|