Trading Metrics calculated at close of trading on 24-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,450.0 |
3,517.0 |
67.0 |
1.9% |
3,369.0 |
High |
3,510.0 |
3,551.0 |
41.0 |
1.2% |
3,510.0 |
Low |
3,418.0 |
3,469.0 |
51.0 |
1.5% |
3,359.0 |
Close |
3,470.0 |
3,528.0 |
58.0 |
1.7% |
3,470.0 |
Range |
92.0 |
82.0 |
-10.0 |
-10.9% |
151.0 |
ATR |
83.1 |
83.1 |
-0.1 |
-0.1% |
0.0 |
Volume |
1,061,095 |
939,287 |
-121,808 |
-11.5% |
4,560,092 |
|
Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,762.0 |
3,727.0 |
3,573.1 |
|
R3 |
3,680.0 |
3,645.0 |
3,550.6 |
|
R2 |
3,598.0 |
3,598.0 |
3,543.0 |
|
R1 |
3,563.0 |
3,563.0 |
3,535.5 |
3,580.5 |
PP |
3,516.0 |
3,516.0 |
3,516.0 |
3,524.8 |
S1 |
3,481.0 |
3,481.0 |
3,520.5 |
3,498.5 |
S2 |
3,434.0 |
3,434.0 |
3,513.0 |
|
S3 |
3,352.0 |
3,399.0 |
3,505.5 |
|
S4 |
3,270.0 |
3,317.0 |
3,482.9 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,899.3 |
3,835.7 |
3,553.1 |
|
R3 |
3,748.3 |
3,684.7 |
3,511.5 |
|
R2 |
3,597.3 |
3,597.3 |
3,497.7 |
|
R1 |
3,533.7 |
3,533.7 |
3,483.8 |
3,565.5 |
PP |
3,446.3 |
3,446.3 |
3,446.3 |
3,462.3 |
S1 |
3,382.7 |
3,382.7 |
3,456.2 |
3,414.5 |
S2 |
3,295.3 |
3,295.3 |
3,442.3 |
|
S3 |
3,144.3 |
3,231.7 |
3,428.5 |
|
S4 |
2,993.3 |
3,080.7 |
3,387.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,551.0 |
3,418.0 |
133.0 |
3.8% |
72.4 |
2.1% |
83% |
True |
False |
943,388 |
10 |
3,551.0 |
3,251.0 |
300.0 |
8.5% |
81.6 |
2.3% |
92% |
True |
False |
1,033,284 |
20 |
3,551.0 |
3,236.0 |
315.0 |
8.9% |
87.1 |
2.5% |
93% |
True |
False |
1,062,272 |
40 |
3,678.0 |
3,236.0 |
442.0 |
12.5% |
82.8 |
2.3% |
66% |
False |
False |
907,771 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.3% |
70.8 |
2.0% |
51% |
False |
False |
608,703 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.3% |
66.4 |
1.9% |
51% |
False |
False |
457,879 |
100 |
3,814.0 |
3,236.0 |
578.0 |
16.4% |
62.1 |
1.8% |
51% |
False |
False |
367,336 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.4% |
54.7 |
1.6% |
50% |
False |
False |
306,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,899.5 |
2.618 |
3,765.7 |
1.618 |
3,683.7 |
1.000 |
3,633.0 |
0.618 |
3,601.7 |
HIGH |
3,551.0 |
0.618 |
3,519.7 |
0.500 |
3,510.0 |
0.382 |
3,500.3 |
LOW |
3,469.0 |
0.618 |
3,418.3 |
1.000 |
3,387.0 |
1.618 |
3,336.3 |
2.618 |
3,254.3 |
4.250 |
3,120.5 |
|
|
Fisher Pivots for day following 24-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,522.0 |
3,513.5 |
PP |
3,516.0 |
3,499.0 |
S1 |
3,510.0 |
3,484.5 |
|