| 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 |
1,753.2 |
1,799.5 |
46.3 |
2.6% |
1,685.0 |
| High |
1,809.2 |
1,844.2 |
35.0 |
1.9% |
1,794.4 |
| Low |
1,744.9 |
1,795.2 |
50.3 |
2.9% |
1,685.0 |
| Close |
1,800.6 |
1,809.9 |
9.3 |
0.5% |
1,746.9 |
| Range |
64.3 |
49.0 |
-15.3 |
-23.8% |
109.4 |
| ATR |
56.6 |
56.0 |
-0.5 |
-1.0% |
0.0 |
| Volume |
250,199 |
263,954 |
13,755 |
5.5% |
1,244,315 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.4 |
1,935.7 |
1,836.9 |
|
| R3 |
1,914.4 |
1,886.7 |
1,823.4 |
|
| R2 |
1,865.4 |
1,865.4 |
1,818.9 |
|
| R1 |
1,837.7 |
1,837.7 |
1,814.4 |
1,851.6 |
| PP |
1,816.4 |
1,816.4 |
1,816.4 |
1,823.4 |
| S1 |
1,788.7 |
1,788.7 |
1,805.4 |
1,802.6 |
| S2 |
1,767.4 |
1,767.4 |
1,800.9 |
|
| S3 |
1,718.4 |
1,739.7 |
1,796.4 |
|
| S4 |
1,669.4 |
1,690.7 |
1,783.0 |
|
|
| 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 |
1,844.2 |
1,695.3 |
148.9 |
8.2% |
52.4 |
2.9% |
77% |
True |
False |
255,131 |
| 10 |
1,844.2 |
1,643.8 |
200.4 |
11.1% |
61.7 |
3.4% |
83% |
True |
False |
258,464 |
| 20 |
1,844.2 |
1,643.8 |
200.4 |
11.1% |
57.1 |
3.2% |
83% |
True |
False |
254,740 |
| 40 |
1,935.4 |
1,643.8 |
291.6 |
16.1% |
54.5 |
3.0% |
57% |
False |
False |
223,328 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
21.8% |
49.6 |
2.7% |
42% |
False |
False |
148,984 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.8% |
46.3 |
2.6% |
42% |
False |
False |
111,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,052.5 |
|
2.618 |
1,972.5 |
|
1.618 |
1,923.5 |
|
1.000 |
1,893.2 |
|
0.618 |
1,874.5 |
|
HIGH |
1,844.2 |
|
0.618 |
1,825.5 |
|
0.500 |
1,819.7 |
|
0.382 |
1,813.9 |
|
LOW |
1,795.2 |
|
0.618 |
1,764.9 |
|
1.000 |
1,746.2 |
|
1.618 |
1,715.9 |
|
2.618 |
1,666.9 |
|
4.250 |
1,587.0 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.7 |
1,802.2 |
| PP |
1,816.4 |
1,794.5 |
| S1 |
1,813.2 |
1,786.9 |
|