| 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 |
7,012.5 |
7,041.5 |
29.0 |
0.4% |
6,853.5 |
| High |
7,064.5 |
7,097.0 |
32.5 |
0.5% |
7,024.0 |
| Low |
6,962.5 |
7,027.5 |
65.0 |
0.9% |
6,839.0 |
| Close |
7,058.5 |
7,075.5 |
17.0 |
0.2% |
6,976.5 |
| Range |
102.0 |
69.5 |
-32.5 |
-31.9% |
185.0 |
| ATR |
120.1 |
116.5 |
-3.6 |
-3.0% |
0.0 |
| Volume |
98,432 |
87,147 |
-11,285 |
-11.5% |
477,380 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,275.0 |
7,245.0 |
7,113.5 |
|
| R3 |
7,205.5 |
7,175.5 |
7,094.5 |
|
| R2 |
7,136.0 |
7,136.0 |
7,088.0 |
|
| R1 |
7,106.0 |
7,106.0 |
7,082.0 |
7,121.0 |
| PP |
7,066.5 |
7,066.5 |
7,066.5 |
7,074.0 |
| S1 |
7,036.5 |
7,036.5 |
7,069.0 |
7,051.5 |
| S2 |
6,997.0 |
6,997.0 |
7,063.0 |
|
| S3 |
6,927.5 |
6,967.0 |
7,056.5 |
|
| S4 |
6,858.0 |
6,897.5 |
7,037.5 |
|
|
| 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 |
7,097.0 |
6,866.5 |
230.5 |
3.3% |
107.5 |
1.5% |
91% |
True |
False |
103,142 |
| 10 |
7,097.0 |
6,832.0 |
265.0 |
3.7% |
109.0 |
1.5% |
92% |
True |
False |
99,543 |
| 20 |
7,117.5 |
6,712.5 |
405.0 |
5.7% |
120.5 |
1.7% |
90% |
False |
False |
113,355 |
| 40 |
7,529.5 |
6,712.5 |
817.0 |
11.5% |
121.0 |
1.7% |
44% |
False |
False |
116,802 |
| 60 |
7,580.0 |
6,712.5 |
867.5 |
12.3% |
97.0 |
1.4% |
42% |
False |
False |
77,889 |
| 80 |
7,580.0 |
6,712.5 |
867.5 |
12.3% |
74.5 |
1.1% |
42% |
False |
False |
58,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,392.5 |
|
2.618 |
7,279.0 |
|
1.618 |
7,209.5 |
|
1.000 |
7,166.5 |
|
0.618 |
7,140.0 |
|
HIGH |
7,097.0 |
|
0.618 |
7,070.5 |
|
0.500 |
7,062.0 |
|
0.382 |
7,054.0 |
|
LOW |
7,027.5 |
|
0.618 |
6,984.5 |
|
1.000 |
6,958.0 |
|
1.618 |
6,915.0 |
|
2.618 |
6,845.5 |
|
4.250 |
6,732.0 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,071.0 |
7,058.5 |
| PP |
7,066.5 |
7,042.0 |
| S1 |
7,062.0 |
7,025.0 |
|