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 |
3,565.0 |
3,598.0 |
33.0 |
0.9% |
3,369.0 |
High |
3,612.0 |
3,617.0 |
5.0 |
0.1% |
3,510.0 |
Low |
3,557.0 |
3,562.0 |
5.0 |
0.1% |
3,359.0 |
Close |
3,605.0 |
3,606.0 |
1.0 |
0.0% |
3,470.0 |
Range |
55.0 |
55.0 |
0.0 |
0.0% |
151.0 |
ATR |
81.1 |
79.2 |
-1.9 |
-2.3% |
0.0 |
Volume |
913,290 |
979,974 |
66,684 |
7.3% |
4,560,092 |
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,760.0 |
3,738.0 |
3,636.3 |
|
R3 |
3,705.0 |
3,683.0 |
3,621.1 |
|
R2 |
3,650.0 |
3,650.0 |
3,616.1 |
|
R1 |
3,628.0 |
3,628.0 |
3,611.0 |
3,639.0 |
PP |
3,595.0 |
3,595.0 |
3,595.0 |
3,600.5 |
S1 |
3,573.0 |
3,573.0 |
3,601.0 |
3,584.0 |
S2 |
3,540.0 |
3,540.0 |
3,595.9 |
|
S3 |
3,485.0 |
3,518.0 |
3,590.9 |
|
S4 |
3,430.0 |
3,463.0 |
3,575.8 |
|
|
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 |
3,617.0 |
3,418.0 |
199.0 |
5.5% |
73.4 |
2.0% |
94% |
True |
False |
965,953 |
10 |
3,617.0 |
3,352.0 |
265.0 |
7.3% |
74.9 |
2.1% |
96% |
True |
False |
963,252 |
20 |
3,617.0 |
3,236.0 |
381.0 |
10.6% |
80.1 |
2.2% |
97% |
True |
False |
1,006,332 |
40 |
3,678.0 |
3,236.0 |
442.0 |
12.3% |
82.1 |
2.3% |
84% |
False |
False |
977,679 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
72.4 |
2.0% |
64% |
False |
False |
655,804 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
66.6 |
1.8% |
64% |
False |
False |
493,195 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
63.8 |
1.8% |
64% |
False |
False |
395,599 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.1% |
55.8 |
1.5% |
64% |
False |
False |
329,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,850.8 |
2.618 |
3,761.0 |
1.618 |
3,706.0 |
1.000 |
3,672.0 |
0.618 |
3,651.0 |
HIGH |
3,617.0 |
0.618 |
3,596.0 |
0.500 |
3,589.5 |
0.382 |
3,583.0 |
LOW |
3,562.0 |
0.618 |
3,528.0 |
1.000 |
3,507.0 |
1.618 |
3,473.0 |
2.618 |
3,418.0 |
4.250 |
3,328.3 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,600.5 |
3,591.3 |
PP |
3,595.0 |
3,576.7 |
S1 |
3,589.5 |
3,562.0 |
|