| 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 |
7,039.5 |
7,060.5 |
21.0 |
0.3% |
7,023.0 |
| High |
7,083.0 |
7,135.0 |
52.0 |
0.7% |
7,097.0 |
| Low |
6,993.5 |
7,029.0 |
35.5 |
0.5% |
6,917.5 |
| Close |
7,044.0 |
7,107.5 |
63.5 |
0.9% |
7,044.0 |
| Range |
89.5 |
106.0 |
16.5 |
18.4% |
179.5 |
| ATR |
114.6 |
114.0 |
-0.6 |
-0.5% |
0.0 |
| Volume |
89,214 |
116,766 |
27,552 |
30.9% |
479,814 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,408.5 |
7,364.0 |
7,166.0 |
|
| R3 |
7,302.5 |
7,258.0 |
7,136.5 |
|
| R2 |
7,196.5 |
7,196.5 |
7,127.0 |
|
| R1 |
7,152.0 |
7,152.0 |
7,117.0 |
7,174.0 |
| PP |
7,090.5 |
7,090.5 |
7,090.5 |
7,101.5 |
| S1 |
7,046.0 |
7,046.0 |
7,098.0 |
7,068.0 |
| S2 |
6,984.5 |
6,984.5 |
7,088.0 |
|
| S3 |
6,878.5 |
6,940.0 |
7,078.5 |
|
| S4 |
6,772.5 |
6,834.0 |
7,049.0 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,558.0 |
7,480.5 |
7,142.5 |
|
| R3 |
7,378.5 |
7,301.0 |
7,093.5 |
|
| R2 |
7,199.0 |
7,199.0 |
7,077.0 |
|
| R1 |
7,121.5 |
7,121.5 |
7,060.5 |
7,160.0 |
| PP |
7,019.5 |
7,019.5 |
7,019.5 |
7,039.0 |
| S1 |
6,942.0 |
6,942.0 |
7,027.5 |
6,981.0 |
| S2 |
6,840.0 |
6,840.0 |
7,011.0 |
|
| S3 |
6,660.5 |
6,762.5 |
6,994.5 |
|
| S4 |
6,481.0 |
6,583.0 |
6,945.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,135.0 |
6,953.0 |
182.0 |
2.6% |
90.5 |
1.3% |
85% |
True |
False |
97,608 |
| 10 |
7,135.0 |
6,866.5 |
268.5 |
3.8% |
100.5 |
1.4% |
90% |
True |
False |
98,790 |
| 20 |
7,135.0 |
6,712.5 |
422.5 |
5.9% |
116.0 |
1.6% |
93% |
True |
False |
108,115 |
| 40 |
7,529.5 |
6,712.5 |
817.0 |
11.5% |
120.5 |
1.7% |
48% |
False |
False |
121,809 |
| 60 |
7,580.0 |
6,712.5 |
867.5 |
12.2% |
99.5 |
1.4% |
46% |
False |
False |
81,322 |
| 80 |
7,580.0 |
6,712.5 |
867.5 |
12.2% |
77.0 |
1.1% |
46% |
False |
False |
60,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,585.5 |
|
2.618 |
7,412.5 |
|
1.618 |
7,306.5 |
|
1.000 |
7,241.0 |
|
0.618 |
7,200.5 |
|
HIGH |
7,135.0 |
|
0.618 |
7,094.5 |
|
0.500 |
7,082.0 |
|
0.382 |
7,069.5 |
|
LOW |
7,029.0 |
|
0.618 |
6,963.5 |
|
1.000 |
6,923.0 |
|
1.618 |
6,857.5 |
|
2.618 |
6,751.5 |
|
4.250 |
6,578.5 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,099.0 |
7,093.0 |
| PP |
7,090.5 |
7,078.5 |
| S1 |
7,082.0 |
7,064.0 |
|