| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,752.6 |
1,753.2 |
0.6 |
0.0% |
1,685.0 |
| High |
1,769.8 |
1,809.2 |
39.4 |
2.2% |
1,794.4 |
| Low |
1,729.5 |
1,744.9 |
15.4 |
0.9% |
1,685.0 |
| Close |
1,754.2 |
1,800.6 |
46.4 |
2.6% |
1,746.9 |
| Range |
40.3 |
64.3 |
24.0 |
59.6% |
109.4 |
| ATR |
56.0 |
56.6 |
0.6 |
1.1% |
0.0 |
| Volume |
230,323 |
250,199 |
19,876 |
8.6% |
1,244,315 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,977.8 |
1,953.5 |
1,836.0 |
|
| R3 |
1,913.5 |
1,889.2 |
1,818.3 |
|
| R2 |
1,849.2 |
1,849.2 |
1,812.4 |
|
| R1 |
1,824.9 |
1,824.9 |
1,806.5 |
1,837.1 |
| PP |
1,784.9 |
1,784.9 |
1,784.9 |
1,791.0 |
| S1 |
1,760.6 |
1,760.6 |
1,794.7 |
1,772.8 |
| S2 |
1,720.6 |
1,720.6 |
1,788.8 |
|
| S3 |
1,656.3 |
1,696.3 |
1,782.9 |
|
| S4 |
1,592.0 |
1,632.0 |
1,765.2 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.3 |
2,018.0 |
1,807.1 |
|
| R3 |
1,960.9 |
1,908.6 |
1,777.0 |
|
| R2 |
1,851.5 |
1,851.5 |
1,767.0 |
|
| R1 |
1,799.2 |
1,799.2 |
1,756.9 |
1,825.4 |
| PP |
1,742.1 |
1,742.1 |
1,742.1 |
1,755.2 |
| S1 |
1,689.8 |
1,689.8 |
1,736.9 |
1,716.0 |
| S2 |
1,632.7 |
1,632.7 |
1,726.8 |
|
| S3 |
1,523.3 |
1,580.4 |
1,716.8 |
|
| S4 |
1,413.9 |
1,471.0 |
1,686.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,809.2 |
1,695.3 |
113.9 |
6.3% |
56.0 |
3.1% |
92% |
True |
False |
252,373 |
| 10 |
1,809.2 |
1,643.8 |
165.4 |
9.2% |
61.2 |
3.4% |
95% |
True |
False |
254,037 |
| 20 |
1,809.2 |
1,643.8 |
165.4 |
9.2% |
58.9 |
3.3% |
95% |
True |
False |
257,153 |
| 40 |
1,935.4 |
1,643.8 |
291.6 |
16.2% |
54.7 |
3.0% |
54% |
False |
False |
216,745 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
21.9% |
49.4 |
2.7% |
40% |
False |
False |
144,587 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.9% |
46.5 |
2.6% |
40% |
False |
False |
108,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.5 |
|
2.618 |
1,977.5 |
|
1.618 |
1,913.2 |
|
1.000 |
1,873.5 |
|
0.618 |
1,848.9 |
|
HIGH |
1,809.2 |
|
0.618 |
1,784.6 |
|
0.500 |
1,777.1 |
|
0.382 |
1,769.5 |
|
LOW |
1,744.9 |
|
0.618 |
1,705.2 |
|
1.000 |
1,680.6 |
|
1.618 |
1,640.9 |
|
2.618 |
1,576.6 |
|
4.250 |
1,471.6 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,792.8 |
1,784.5 |
| PP |
1,784.9 |
1,768.4 |
| S1 |
1,777.1 |
1,752.3 |
|