Trading Metrics calculated at close of trading on 25-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,517.0 |
3,530.0 |
13.0 |
0.4% |
3,369.0 |
High |
3,551.0 |
3,590.0 |
39.0 |
1.1% |
3,510.0 |
Low |
3,469.0 |
3,507.0 |
38.0 |
1.1% |
3,359.0 |
Close |
3,528.0 |
3,583.0 |
55.0 |
1.6% |
3,470.0 |
Range |
82.0 |
83.0 |
1.0 |
1.2% |
151.0 |
ATR |
83.1 |
83.1 |
0.0 |
0.0% |
0.0 |
Volume |
939,287 |
936,121 |
-3,166 |
-0.3% |
4,560,092 |
|
Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,809.0 |
3,779.0 |
3,628.7 |
|
R3 |
3,726.0 |
3,696.0 |
3,605.8 |
|
R2 |
3,643.0 |
3,643.0 |
3,598.2 |
|
R1 |
3,613.0 |
3,613.0 |
3,590.6 |
3,628.0 |
PP |
3,560.0 |
3,560.0 |
3,560.0 |
3,567.5 |
S1 |
3,530.0 |
3,530.0 |
3,575.4 |
3,545.0 |
S2 |
3,477.0 |
3,477.0 |
3,567.8 |
|
S3 |
3,394.0 |
3,447.0 |
3,560.2 |
|
S4 |
3,311.0 |
3,364.0 |
3,537.4 |
|
|
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 |
3,590.0 |
3,418.0 |
172.0 |
4.8% |
74.8 |
2.1% |
96% |
True |
False |
924,022 |
10 |
3,590.0 |
3,251.0 |
339.0 |
9.5% |
84.3 |
2.4% |
98% |
True |
False |
1,029,307 |
20 |
3,590.0 |
3,236.0 |
354.0 |
9.9% |
85.9 |
2.4% |
98% |
True |
False |
1,049,314 |
40 |
3,678.0 |
3,236.0 |
442.0 |
12.3% |
83.7 |
2.3% |
79% |
False |
False |
931,120 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.0% |
71.7 |
2.0% |
60% |
False |
False |
624,304 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.0% |
67.2 |
1.9% |
60% |
False |
False |
469,580 |
100 |
3,810.0 |
3,236.0 |
574.0 |
16.0% |
62.9 |
1.8% |
60% |
False |
False |
376,697 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.2% |
54.9 |
1.5% |
60% |
False |
False |
314,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,942.8 |
2.618 |
3,807.3 |
1.618 |
3,724.3 |
1.000 |
3,673.0 |
0.618 |
3,641.3 |
HIGH |
3,590.0 |
0.618 |
3,558.3 |
0.500 |
3,548.5 |
0.382 |
3,538.7 |
LOW |
3,507.0 |
0.618 |
3,455.7 |
1.000 |
3,424.0 |
1.618 |
3,372.7 |
2.618 |
3,289.7 |
4.250 |
3,154.3 |
|
|
Fisher Pivots for day following 25-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,571.5 |
3,556.7 |
PP |
3,560.0 |
3,530.3 |
S1 |
3,548.5 |
3,504.0 |
|