Trading Metrics calculated at close of trading on 26-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,530.0 |
3,565.0 |
35.0 |
1.0% |
3,369.0 |
High |
3,590.0 |
3,612.0 |
22.0 |
0.6% |
3,510.0 |
Low |
3,507.0 |
3,557.0 |
50.0 |
1.4% |
3,359.0 |
Close |
3,583.0 |
3,605.0 |
22.0 |
0.6% |
3,470.0 |
Range |
83.0 |
55.0 |
-28.0 |
-33.7% |
151.0 |
ATR |
83.1 |
81.1 |
-2.0 |
-2.4% |
0.0 |
Volume |
936,121 |
913,290 |
-22,831 |
-2.4% |
4,560,092 |
|
Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,756.3 |
3,735.7 |
3,635.3 |
|
R3 |
3,701.3 |
3,680.7 |
3,620.1 |
|
R2 |
3,646.3 |
3,646.3 |
3,615.1 |
|
R1 |
3,625.7 |
3,625.7 |
3,610.0 |
3,636.0 |
PP |
3,591.3 |
3,591.3 |
3,591.3 |
3,596.5 |
S1 |
3,570.7 |
3,570.7 |
3,600.0 |
3,581.0 |
S2 |
3,536.3 |
3,536.3 |
3,594.9 |
|
S3 |
3,481.3 |
3,515.7 |
3,589.9 |
|
S4 |
3,426.3 |
3,460.7 |
3,574.8 |
|
|
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 |
3,612.0 |
3,418.0 |
194.0 |
5.4% |
74.2 |
2.1% |
96% |
True |
False |
941,919 |
10 |
3,612.0 |
3,251.0 |
361.0 |
10.0% |
84.5 |
2.3% |
98% |
True |
False |
1,024,438 |
20 |
3,612.0 |
3,236.0 |
376.0 |
10.4% |
83.1 |
2.3% |
98% |
True |
False |
1,022,217 |
40 |
3,678.0 |
3,236.0 |
442.0 |
12.3% |
82.9 |
2.3% |
83% |
False |
False |
953,639 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
72.1 |
2.0% |
64% |
False |
False |
639,481 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
66.4 |
1.8% |
64% |
False |
False |
480,986 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
63.5 |
1.8% |
64% |
False |
False |
385,800 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.1% |
55.3 |
1.5% |
64% |
False |
False |
321,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,845.8 |
2.618 |
3,756.0 |
1.618 |
3,701.0 |
1.000 |
3,667.0 |
0.618 |
3,646.0 |
HIGH |
3,612.0 |
0.618 |
3,591.0 |
0.500 |
3,584.5 |
0.382 |
3,578.0 |
LOW |
3,557.0 |
0.618 |
3,523.0 |
1.000 |
3,502.0 |
1.618 |
3,468.0 |
2.618 |
3,413.0 |
4.250 |
3,323.3 |
|
|
Fisher Pivots for day following 26-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,598.2 |
3,583.5 |
PP |
3,591.3 |
3,562.0 |
S1 |
3,584.5 |
3,540.5 |
|