| 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 |
7,026.0 |
7,012.5 |
-13.5 |
-0.2% |
6,853.5 |
| High |
7,038.0 |
7,064.5 |
26.5 |
0.4% |
7,024.0 |
| Low |
6,953.0 |
6,962.5 |
9.5 |
0.1% |
6,839.0 |
| Close |
7,021.0 |
7,058.5 |
37.5 |
0.5% |
6,976.5 |
| Range |
85.0 |
102.0 |
17.0 |
20.0% |
185.0 |
| ATR |
121.5 |
120.1 |
-1.4 |
-1.1% |
0.0 |
| Volume |
96,482 |
98,432 |
1,950 |
2.0% |
477,380 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,334.5 |
7,298.5 |
7,114.5 |
|
| R3 |
7,232.5 |
7,196.5 |
7,086.5 |
|
| R2 |
7,130.5 |
7,130.5 |
7,077.0 |
|
| R1 |
7,094.5 |
7,094.5 |
7,068.0 |
7,112.5 |
| PP |
7,028.5 |
7,028.5 |
7,028.5 |
7,037.5 |
| S1 |
6,992.5 |
6,992.5 |
7,049.0 |
7,010.5 |
| S2 |
6,926.5 |
6,926.5 |
7,040.0 |
|
| S3 |
6,824.5 |
6,890.5 |
7,030.5 |
|
| S4 |
6,722.5 |
6,788.5 |
7,002.5 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,501.5 |
7,424.0 |
7,078.0 |
|
| R3 |
7,316.5 |
7,239.0 |
7,027.5 |
|
| R2 |
7,131.5 |
7,131.5 |
7,010.5 |
|
| R1 |
7,054.0 |
7,054.0 |
6,993.5 |
7,093.0 |
| PP |
6,946.5 |
6,946.5 |
6,946.5 |
6,966.0 |
| S1 |
6,869.0 |
6,869.0 |
6,959.5 |
6,908.0 |
| S2 |
6,761.5 |
6,761.5 |
6,942.5 |
|
| S3 |
6,576.5 |
6,684.0 |
6,925.5 |
|
| S4 |
6,391.5 |
6,499.0 |
6,875.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,064.5 |
6,866.5 |
198.0 |
2.8% |
106.5 |
1.5% |
97% |
True |
False |
103,148 |
| 10 |
7,064.5 |
6,712.5 |
352.0 |
5.0% |
122.0 |
1.7% |
98% |
True |
False |
103,339 |
| 20 |
7,117.5 |
6,712.5 |
405.0 |
5.7% |
127.5 |
1.8% |
85% |
False |
False |
117,252 |
| 40 |
7,529.5 |
6,712.5 |
817.0 |
11.6% |
122.0 |
1.7% |
42% |
False |
False |
114,626 |
| 60 |
7,580.0 |
6,712.5 |
867.5 |
12.3% |
95.5 |
1.4% |
40% |
False |
False |
76,437 |
| 80 |
7,580.0 |
6,712.5 |
867.5 |
12.3% |
73.5 |
1.0% |
40% |
False |
False |
57,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,498.0 |
|
2.618 |
7,331.5 |
|
1.618 |
7,229.5 |
|
1.000 |
7,166.5 |
|
0.618 |
7,127.5 |
|
HIGH |
7,064.5 |
|
0.618 |
7,025.5 |
|
0.500 |
7,013.5 |
|
0.382 |
7,001.5 |
|
LOW |
6,962.5 |
|
0.618 |
6,899.5 |
|
1.000 |
6,860.5 |
|
1.618 |
6,797.5 |
|
2.618 |
6,695.5 |
|
4.250 |
6,529.0 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,043.5 |
7,036.0 |
| PP |
7,028.5 |
7,013.5 |
| S1 |
7,013.5 |
6,991.0 |
|