Trading Metrics calculated at close of trading on 28-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,598.0 |
3,579.0 |
-19.0 |
-0.5% |
3,517.0 |
High |
3,617.0 |
3,643.0 |
26.0 |
0.7% |
3,643.0 |
Low |
3,562.0 |
3,555.0 |
-7.0 |
-0.2% |
3,469.0 |
Close |
3,606.0 |
3,609.0 |
3.0 |
0.1% |
3,609.0 |
Range |
55.0 |
88.0 |
33.0 |
60.0% |
174.0 |
ATR |
79.2 |
79.8 |
0.6 |
0.8% |
0.0 |
Volume |
979,974 |
862,781 |
-117,193 |
-12.0% |
4,631,453 |
|
Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,866.3 |
3,825.7 |
3,657.4 |
|
R3 |
3,778.3 |
3,737.7 |
3,633.2 |
|
R2 |
3,690.3 |
3,690.3 |
3,625.1 |
|
R1 |
3,649.7 |
3,649.7 |
3,617.1 |
3,670.0 |
PP |
3,602.3 |
3,602.3 |
3,602.3 |
3,612.5 |
S1 |
3,561.7 |
3,561.7 |
3,600.9 |
3,582.0 |
S2 |
3,514.3 |
3,514.3 |
3,592.9 |
|
S3 |
3,426.3 |
3,473.7 |
3,584.8 |
|
S4 |
3,338.3 |
3,385.7 |
3,560.6 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,095.7 |
4,026.3 |
3,704.7 |
|
R3 |
3,921.7 |
3,852.3 |
3,656.9 |
|
R2 |
3,747.7 |
3,747.7 |
3,640.9 |
|
R1 |
3,678.3 |
3,678.3 |
3,625.0 |
3,713.0 |
PP |
3,573.7 |
3,573.7 |
3,573.7 |
3,591.0 |
S1 |
3,504.3 |
3,504.3 |
3,593.1 |
3,539.0 |
S2 |
3,399.7 |
3,399.7 |
3,577.1 |
|
S3 |
3,225.7 |
3,330.3 |
3,561.2 |
|
S4 |
3,051.7 |
3,156.3 |
3,513.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,643.0 |
3,469.0 |
174.0 |
4.8% |
72.6 |
2.0% |
80% |
True |
False |
926,290 |
10 |
3,643.0 |
3,359.0 |
284.0 |
7.9% |
73.9 |
2.0% |
88% |
True |
False |
919,154 |
20 |
3,643.0 |
3,236.0 |
407.0 |
11.3% |
81.6 |
2.3% |
92% |
True |
False |
990,235 |
40 |
3,678.0 |
3,236.0 |
442.0 |
12.2% |
83.2 |
2.3% |
84% |
False |
False |
998,502 |
60 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
73.5 |
2.0% |
65% |
False |
False |
669,910 |
80 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
67.2 |
1.9% |
65% |
False |
False |
503,929 |
100 |
3,810.0 |
3,236.0 |
574.0 |
15.9% |
64.2 |
1.8% |
65% |
False |
False |
404,226 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.0% |
56.5 |
1.6% |
64% |
False |
False |
337,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,017.0 |
2.618 |
3,873.4 |
1.618 |
3,785.4 |
1.000 |
3,731.0 |
0.618 |
3,697.4 |
HIGH |
3,643.0 |
0.618 |
3,609.4 |
0.500 |
3,599.0 |
0.382 |
3,588.6 |
LOW |
3,555.0 |
0.618 |
3,500.6 |
1.000 |
3,467.0 |
1.618 |
3,412.6 |
2.618 |
3,324.6 |
4.250 |
3,181.0 |
|
|
Fisher Pivots for day following 28-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,605.7 |
3,605.7 |
PP |
3,602.3 |
3,602.3 |
S1 |
3,599.0 |
3,599.0 |
|