| 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 |
1,475.0360 |
1,553.3080 |
78.2720 |
5.3% |
1,301.4550 |
| High |
1,590.0740 |
1,582.9720 |
-7.1020 |
-0.4% |
1,341.1910 |
| Low |
1,451.5550 |
1,511.9870 |
60.4320 |
4.2% |
1,258.4550 |
| Close |
1,553.4570 |
1,527.5350 |
-25.9220 |
-1.7% |
1,302.6090 |
| Range |
138.5190 |
70.9850 |
-67.5340 |
-48.8% |
82.7360 |
| ATR |
80.5198 |
79.8388 |
-0.6811 |
-0.8% |
0.0000 |
| Volume |
1,715,209 |
1,267,126 |
-448,083 |
-26.1% |
1,960,016 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,753.7863 |
1,711.6457 |
1,566.5768 |
|
| R3 |
1,682.8013 |
1,640.6607 |
1,547.0559 |
|
| R2 |
1,611.8163 |
1,611.8163 |
1,540.5489 |
|
| R1 |
1,569.6757 |
1,569.6757 |
1,534.0420 |
1,555.2535 |
| PP |
1,540.8313 |
1,540.8313 |
1,540.8313 |
1,533.6203 |
| S1 |
1,498.6907 |
1,498.6907 |
1,521.0280 |
1,484.2685 |
| S2 |
1,469.8463 |
1,469.8463 |
1,514.5211 |
|
| S3 |
1,398.8613 |
1,427.7057 |
1,508.0141 |
|
| S4 |
1,327.8763 |
1,356.7207 |
1,488.4933 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.9597 |
1,508.5203 |
1,348.1138 |
|
| R3 |
1,466.2237 |
1,425.7843 |
1,325.3614 |
|
| R2 |
1,383.4877 |
1,383.4877 |
1,317.7773 |
|
| R1 |
1,343.0483 |
1,343.0483 |
1,310.1931 |
1,363.2680 |
| PP |
1,300.7517 |
1,300.7517 |
1,300.7517 |
1,310.8615 |
| S1 |
1,260.3123 |
1,260.3123 |
1,295.0249 |
1,280.5320 |
| S2 |
1,218.0157 |
1,218.0157 |
1,287.4407 |
|
| S3 |
1,135.2797 |
1,177.5763 |
1,279.8566 |
|
| S4 |
1,052.5437 |
1,094.8403 |
1,257.1042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,590.0740 |
1,258.4550 |
331.6190 |
21.7% |
102.6124 |
6.7% |
81% |
False |
False |
952,541 |
| 10 |
1,590.0740 |
1,258.4550 |
331.6190 |
21.7% |
75.8900 |
5.0% |
81% |
False |
False |
704,394 |
| 20 |
1,590.0740 |
1,195.5710 |
394.5030 |
25.8% |
64.1026 |
4.2% |
84% |
False |
False |
609,275 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
38.7% |
84.6156 |
5.5% |
56% |
False |
False |
651,887 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
54.5% |
96.7415 |
6.3% |
40% |
False |
False |
653,995 |
| 80 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
66.6% |
108.2796 |
7.1% |
51% |
False |
False |
676,460 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
75.0% |
113.9642 |
7.5% |
56% |
False |
False |
688,559 |
| 120 |
2,455.9690 |
883.1590 |
1,572.8100 |
103.0% |
125.1389 |
8.2% |
41% |
False |
False |
665,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,884.6583 |
|
2.618 |
1,768.8107 |
|
1.618 |
1,697.8257 |
|
1.000 |
1,653.9570 |
|
0.618 |
1,626.8407 |
|
HIGH |
1,582.9720 |
|
0.618 |
1,555.8557 |
|
0.500 |
1,547.4795 |
|
0.382 |
1,539.1033 |
|
LOW |
1,511.9870 |
|
0.618 |
1,468.1183 |
|
1.000 |
1,441.0020 |
|
1.618 |
1,397.1333 |
|
2.618 |
1,326.1483 |
|
4.250 |
1,210.3008 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,547.4795 |
1,505.9798 |
| PP |
1,540.8313 |
1,484.4247 |
| S1 |
1,534.1832 |
1,462.8695 |
|