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 |
1,657.7 |
1,668.8 |
11.1 |
0.7% |
1,649.9 |
High |
1,679.4 |
1,674.8 |
-4.6 |
-0.3% |
1,674.3 |
Low |
1,653.8 |
1,658.5 |
4.7 |
0.3% |
1,621.1 |
Close |
1,669.2 |
1,665.6 |
-3.6 |
-0.2% |
1,656.3 |
Range |
25.6 |
16.3 |
-9.3 |
-36.3% |
53.2 |
ATR |
27.8 |
27.0 |
-0.8 |
-3.0% |
0.0 |
Volume |
186,926 |
189,287 |
2,361 |
1.3% |
926,132 |
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.2 |
1,706.7 |
1,674.6 |
|
R3 |
1,698.9 |
1,690.4 |
1,670.1 |
|
R2 |
1,682.6 |
1,682.6 |
1,668.6 |
|
R1 |
1,674.1 |
1,674.1 |
1,667.1 |
1,670.2 |
PP |
1,666.3 |
1,666.3 |
1,666.3 |
1,664.4 |
S1 |
1,657.8 |
1,657.8 |
1,664.1 |
1,653.9 |
S2 |
1,650.0 |
1,650.0 |
1,662.6 |
|
S3 |
1,633.7 |
1,641.5 |
1,661.1 |
|
S4 |
1,617.4 |
1,625.2 |
1,656.6 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,810.2 |
1,786.4 |
1,685.6 |
|
R3 |
1,757.0 |
1,733.2 |
1,670.9 |
|
R2 |
1,703.8 |
1,703.8 |
1,666.1 |
|
R1 |
1,680.0 |
1,680.0 |
1,661.2 |
1,691.9 |
PP |
1,650.6 |
1,650.6 |
1,650.6 |
1,656.5 |
S1 |
1,626.8 |
1,626.8 |
1,651.4 |
1,638.7 |
S2 |
1,597.4 |
1,597.4 |
1,646.5 |
|
S3 |
1,544.2 |
1,573.6 |
1,641.7 |
|
S4 |
1,491.0 |
1,520.4 |
1,627.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,679.4 |
1,621.1 |
58.3 |
3.5% |
27.4 |
1.6% |
76% |
False |
False |
200,225 |
10 |
1,679.4 |
1,621.1 |
58.3 |
3.5% |
26.1 |
1.6% |
76% |
False |
False |
183,933 |
20 |
1,738.7 |
1,621.1 |
117.6 |
7.1% |
27.2 |
1.6% |
38% |
False |
False |
180,387 |
40 |
1,746.4 |
1,621.1 |
125.3 |
7.5% |
27.7 |
1.7% |
36% |
False |
False |
190,789 |
60 |
1,824.6 |
1,621.1 |
203.5 |
12.2% |
25.5 |
1.5% |
22% |
False |
False |
172,738 |
80 |
1,824.6 |
1,621.1 |
203.5 |
12.2% |
24.9 |
1.5% |
22% |
False |
False |
151,541 |
100 |
1,900.8 |
1,621.1 |
279.7 |
16.8% |
25.7 |
1.5% |
16% |
False |
False |
124,294 |
120 |
1,907.1 |
1,621.1 |
286.0 |
17.2% |
25.6 |
1.5% |
16% |
False |
False |
104,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.1 |
2.618 |
1,717.5 |
1.618 |
1,701.2 |
1.000 |
1,691.1 |
0.618 |
1,684.9 |
HIGH |
1,674.8 |
0.618 |
1,668.6 |
0.500 |
1,666.7 |
0.382 |
1,664.7 |
LOW |
1,658.5 |
0.618 |
1,648.4 |
1.000 |
1,642.2 |
1.618 |
1,632.1 |
2.618 |
1,615.8 |
4.250 |
1,589.2 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,666.7 |
1,663.8 |
PP |
1,666.3 |
1,662.1 |
S1 |
1,666.0 |
1,660.3 |
|