| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,681.5 |
1,661.5 |
-20.0 |
-1.2% |
1,676.5 |
| High |
1,684.8 |
1,662.7 |
-22.1 |
-1.3% |
1,693.2 |
| Low |
1,655.2 |
1,649.1 |
-6.1 |
-0.4% |
1,655.2 |
| Close |
1,659.1 |
1,654.9 |
-4.2 |
-0.3% |
1,659.1 |
| Range |
29.6 |
13.6 |
-16.0 |
-54.1% |
38.0 |
| ATR |
26.3 |
25.4 |
-0.9 |
-3.5% |
0.0 |
| Volume |
13,636 |
7,303 |
-6,333 |
-46.4% |
64,836 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,696.4 |
1,689.2 |
1,662.4 |
|
| R3 |
1,682.8 |
1,675.6 |
1,658.6 |
|
| R2 |
1,669.2 |
1,669.2 |
1,657.4 |
|
| R1 |
1,662.0 |
1,662.0 |
1,656.1 |
1,658.8 |
| PP |
1,655.6 |
1,655.6 |
1,655.6 |
1,654.0 |
| S1 |
1,648.4 |
1,648.4 |
1,653.7 |
1,645.2 |
| S2 |
1,642.0 |
1,642.0 |
1,652.4 |
|
| S3 |
1,628.4 |
1,634.8 |
1,651.2 |
|
| S4 |
1,614.8 |
1,621.2 |
1,647.4 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.2 |
1,759.1 |
1,680.0 |
|
| R3 |
1,745.2 |
1,721.1 |
1,669.6 |
|
| R2 |
1,707.2 |
1,707.2 |
1,666.1 |
|
| R1 |
1,683.1 |
1,683.1 |
1,662.6 |
1,676.2 |
| PP |
1,669.2 |
1,669.2 |
1,669.2 |
1,665.7 |
| S1 |
1,645.1 |
1,645.1 |
1,655.6 |
1,638.2 |
| S2 |
1,631.2 |
1,631.2 |
1,652.1 |
|
| S3 |
1,593.2 |
1,607.1 |
1,648.7 |
|
| S4 |
1,555.2 |
1,569.1 |
1,638.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,693.2 |
1,649.1 |
44.1 |
2.7% |
21.6 |
1.3% |
13% |
False |
True |
13,011 |
| 10 |
1,693.2 |
1,635.0 |
58.2 |
3.5% |
24.0 |
1.5% |
34% |
False |
False |
8,981 |
| 20 |
1,751.6 |
1,635.0 |
116.6 |
7.0% |
25.5 |
1.5% |
17% |
False |
False |
7,765 |
| 40 |
1,758.9 |
1,635.0 |
123.9 |
7.5% |
26.5 |
1.6% |
16% |
False |
False |
5,603 |
| 60 |
1,836.7 |
1,635.0 |
201.7 |
12.2% |
24.1 |
1.5% |
10% |
False |
False |
4,342 |
| 80 |
1,836.7 |
1,635.0 |
201.7 |
12.2% |
23.7 |
1.4% |
10% |
False |
False |
3,670 |
| 100 |
1,910.6 |
1,635.0 |
275.6 |
16.7% |
24.3 |
1.5% |
7% |
False |
False |
3,071 |
| 120 |
1,910.6 |
1,635.0 |
275.6 |
16.7% |
23.3 |
1.4% |
7% |
False |
False |
2,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,720.5 |
|
2.618 |
1,698.3 |
|
1.618 |
1,684.7 |
|
1.000 |
1,676.3 |
|
0.618 |
1,671.1 |
|
HIGH |
1,662.7 |
|
0.618 |
1,657.5 |
|
0.500 |
1,655.9 |
|
0.382 |
1,654.3 |
|
LOW |
1,649.1 |
|
0.618 |
1,640.7 |
|
1.000 |
1,635.5 |
|
1.618 |
1,627.1 |
|
2.618 |
1,613.5 |
|
4.250 |
1,591.3 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,655.9 |
1,668.8 |
| PP |
1,655.6 |
1,664.2 |
| S1 |
1,655.2 |
1,659.5 |
|