| 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 |
7,184.5 |
7,102.0 |
-82.5 |
-1.1% |
7,023.0 |
| High |
7,209.5 |
7,203.5 |
-6.0 |
-0.1% |
7,097.0 |
| Low |
7,094.0 |
7,072.0 |
-22.0 |
-0.3% |
6,917.5 |
| Close |
7,148.5 |
7,183.5 |
35.0 |
0.5% |
7,044.0 |
| Range |
115.5 |
131.5 |
16.0 |
13.9% |
179.5 |
| ATR |
114.2 |
115.4 |
1.2 |
1.1% |
0.0 |
| Volume |
102,831 |
101,658 |
-1,173 |
-1.1% |
479,814 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,547.5 |
7,497.0 |
7,256.0 |
|
| R3 |
7,416.0 |
7,365.5 |
7,219.5 |
|
| R2 |
7,284.5 |
7,284.5 |
7,207.5 |
|
| R1 |
7,234.0 |
7,234.0 |
7,195.5 |
7,259.0 |
| PP |
7,153.0 |
7,153.0 |
7,153.0 |
7,165.5 |
| S1 |
7,102.5 |
7,102.5 |
7,171.5 |
7,128.0 |
| S2 |
7,021.5 |
7,021.5 |
7,159.5 |
|
| S3 |
6,890.0 |
6,971.0 |
7,147.5 |
|
| S4 |
6,758.5 |
6,839.5 |
7,111.0 |
|
|
| 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 |
7,223.0 |
6,993.5 |
229.5 |
3.2% |
109.5 |
1.5% |
83% |
False |
False |
102,913 |
| 10 |
7,223.0 |
6,866.5 |
356.5 |
5.0% |
108.5 |
1.5% |
89% |
False |
False |
103,028 |
| 20 |
7,223.0 |
6,712.5 |
510.5 |
7.1% |
112.0 |
1.6% |
92% |
False |
False |
103,541 |
| 40 |
7,529.5 |
6,712.5 |
817.0 |
11.4% |
123.5 |
1.7% |
58% |
False |
False |
128,259 |
| 60 |
7,580.0 |
6,712.5 |
867.5 |
12.1% |
104.0 |
1.5% |
54% |
False |
False |
86,463 |
| 80 |
7,580.0 |
6,712.5 |
867.5 |
12.1% |
81.5 |
1.1% |
54% |
False |
False |
64,850 |
| 100 |
7,580.0 |
6,712.5 |
867.5 |
12.1% |
67.5 |
0.9% |
54% |
False |
False |
51,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,762.5 |
|
2.618 |
7,548.0 |
|
1.618 |
7,416.5 |
|
1.000 |
7,335.0 |
|
0.618 |
7,285.0 |
|
HIGH |
7,203.5 |
|
0.618 |
7,153.5 |
|
0.500 |
7,138.0 |
|
0.382 |
7,122.0 |
|
LOW |
7,072.0 |
|
0.618 |
6,990.5 |
|
1.000 |
6,940.5 |
|
1.618 |
6,859.0 |
|
2.618 |
6,727.5 |
|
4.250 |
6,513.0 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,168.0 |
7,171.5 |
| PP |
7,153.0 |
7,159.5 |
| S1 |
7,138.0 |
7,147.5 |
|