| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
20,186.85 |
20,750.78 |
563.93 |
2.8% |
19,183.87 |
| High |
20,979.35 |
20,893.93 |
-85.42 |
-0.4% |
19,691.03 |
| Low |
20,026.99 |
20,296.94 |
269.95 |
1.3% |
18,717.12 |
| Close |
20,750.78 |
20,398.70 |
-352.08 |
-1.7% |
19,180.96 |
| Range |
952.36 |
596.99 |
-355.37 |
-37.3% |
973.91 |
| ATR |
775.51 |
762.76 |
-12.75 |
-1.6% |
0.00 |
| Volume |
91,663 |
67,814 |
-23,849 |
-26.0% |
189,395 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,320.83 |
21,956.75 |
20,727.04 |
|
| R3 |
21,723.84 |
21,359.76 |
20,562.87 |
|
| R2 |
21,126.85 |
21,126.85 |
20,508.15 |
|
| R1 |
20,762.77 |
20,762.77 |
20,453.42 |
20,646.32 |
| PP |
20,529.86 |
20,529.86 |
20,529.86 |
20,471.63 |
| S1 |
20,165.78 |
20,165.78 |
20,343.98 |
20,049.33 |
| S2 |
19,932.87 |
19,932.87 |
20,289.25 |
|
| S3 |
19,335.88 |
19,568.79 |
20,234.53 |
|
| S4 |
18,738.89 |
18,971.80 |
20,070.36 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,118.10 |
21,623.44 |
19,716.61 |
|
| R3 |
21,144.19 |
20,649.53 |
19,448.79 |
|
| R2 |
20,170.28 |
20,170.28 |
19,359.51 |
|
| R1 |
19,675.62 |
19,675.62 |
19,270.24 |
19,436.00 |
| PP |
19,196.37 |
19,196.37 |
19,196.37 |
19,076.56 |
| S1 |
18,701.71 |
18,701.71 |
19,091.68 |
18,462.09 |
| S2 |
18,222.46 |
18,222.46 |
19,002.41 |
|
| S3 |
17,248.55 |
17,727.80 |
18,913.13 |
|
| S4 |
16,274.64 |
16,753.89 |
18,645.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,979.35 |
18,717.12 |
2,262.23 |
11.1% |
756.89 |
3.7% |
74% |
False |
False |
55,541 |
| 10 |
20,979.35 |
18,717.12 |
2,262.23 |
11.1% |
646.06 |
3.2% |
74% |
False |
False |
50,981 |
| 20 |
20,979.35 |
18,245.01 |
2,734.34 |
13.4% |
658.96 |
3.2% |
79% |
False |
False |
55,506 |
| 40 |
22,718.84 |
18,222.21 |
4,496.63 |
22.0% |
888.70 |
4.4% |
48% |
False |
False |
58,015 |
| 60 |
25,198.76 |
18,222.21 |
6,976.55 |
34.2% |
929.49 |
4.6% |
31% |
False |
False |
54,506 |
| 80 |
25,198.76 |
18,222.21 |
6,976.55 |
34.2% |
1,044.91 |
5.1% |
31% |
False |
False |
53,790 |
| 100 |
31,519.37 |
17,614.34 |
13,905.03 |
68.2% |
1,184.82 |
5.8% |
20% |
False |
False |
55,153 |
| 120 |
32,629.75 |
17,614.34 |
15,015.41 |
73.6% |
1,324.55 |
6.5% |
19% |
False |
False |
51,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,431.14 |
|
2.618 |
22,456.85 |
|
1.618 |
21,859.86 |
|
1.000 |
21,490.92 |
|
0.618 |
21,262.87 |
|
HIGH |
20,893.93 |
|
0.618 |
20,665.88 |
|
0.500 |
20,595.44 |
|
0.382 |
20,524.99 |
|
LOW |
20,296.94 |
|
0.618 |
19,928.00 |
|
1.000 |
19,699.95 |
|
1.618 |
19,331.01 |
|
2.618 |
18,734.02 |
|
4.250 |
17,759.73 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,595.44 |
20,303.53 |
| PP |
20,529.86 |
20,208.35 |
| S1 |
20,464.28 |
20,113.18 |
|