| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
3,916.00 |
3,896.50 |
-19.50 |
-0.5% |
3,807.00 |
| High |
3,959.25 |
3,939.75 |
-19.50 |
-0.5% |
3,956.00 |
| Low |
3,885.00 |
3,791.75 |
-93.25 |
-2.4% |
3,768.00 |
| Close |
3,898.25 |
3,799.75 |
-98.50 |
-2.5% |
3,943.50 |
| Range |
74.25 |
148.00 |
73.75 |
99.3% |
188.00 |
| ATR |
96.19 |
99.89 |
3.70 |
3.8% |
0.00 |
| Volume |
2,698 |
7,079 |
4,381 |
162.4% |
19,666 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,287.75 |
4,191.75 |
3,881.25 |
|
| R3 |
4,139.75 |
4,043.75 |
3,840.50 |
|
| R2 |
3,991.75 |
3,991.75 |
3,827.00 |
|
| R1 |
3,895.75 |
3,895.75 |
3,813.25 |
3,869.75 |
| PP |
3,843.75 |
3,843.75 |
3,843.75 |
3,830.75 |
| S1 |
3,747.75 |
3,747.75 |
3,786.25 |
3,721.75 |
| S2 |
3,695.75 |
3,695.75 |
3,772.50 |
|
| S3 |
3,547.75 |
3,599.75 |
3,759.00 |
|
| S4 |
3,399.75 |
3,451.75 |
3,718.25 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,453.25 |
4,386.25 |
4,047.00 |
|
| R3 |
4,265.25 |
4,198.25 |
3,995.25 |
|
| R2 |
4,077.25 |
4,077.25 |
3,978.00 |
|
| R1 |
4,010.25 |
4,010.25 |
3,960.75 |
4,043.75 |
| PP |
3,889.25 |
3,889.25 |
3,889.25 |
3,906.00 |
| S1 |
3,822.25 |
3,822.25 |
3,926.25 |
3,855.75 |
| S2 |
3,701.25 |
3,701.25 |
3,909.00 |
|
| S3 |
3,513.25 |
3,634.25 |
3,891.75 |
|
| S4 |
3,325.25 |
3,446.25 |
3,840.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,959.25 |
3,788.00 |
171.25 |
4.5% |
105.00 |
2.8% |
7% |
False |
False |
4,180 |
| 10 |
3,959.25 |
3,670.00 |
289.25 |
7.6% |
98.00 |
2.6% |
45% |
False |
False |
4,231 |
| 20 |
3,959.25 |
3,530.25 |
429.00 |
11.3% |
100.00 |
2.6% |
63% |
False |
False |
3,946 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.5% |
98.75 |
2.6% |
41% |
False |
False |
3,361 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.2% |
90.25 |
2.4% |
32% |
False |
False |
2,415 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.2% |
85.00 |
2.2% |
32% |
False |
False |
1,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,568.75 |
|
2.618 |
4,327.25 |
|
1.618 |
4,179.25 |
|
1.000 |
4,087.75 |
|
0.618 |
4,031.25 |
|
HIGH |
3,939.75 |
|
0.618 |
3,883.25 |
|
0.500 |
3,865.75 |
|
0.382 |
3,848.25 |
|
LOW |
3,791.75 |
|
0.618 |
3,700.25 |
|
1.000 |
3,643.75 |
|
1.618 |
3,552.25 |
|
2.618 |
3,404.25 |
|
4.250 |
3,162.75 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,865.75 |
3,875.50 |
| PP |
3,843.75 |
3,850.25 |
| S1 |
3,821.75 |
3,825.00 |
|