| 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 |
1,799.5 |
1,815.3 |
15.8 |
0.9% |
1,685.0 |
| High |
1,844.2 |
1,839.7 |
-4.5 |
-0.2% |
1,794.4 |
| Low |
1,795.2 |
1,794.8 |
-0.4 |
0.0% |
1,685.0 |
| Close |
1,809.9 |
1,810.2 |
0.3 |
0.0% |
1,746.9 |
| Range |
49.0 |
44.9 |
-4.1 |
-8.4% |
109.4 |
| ATR |
56.0 |
55.3 |
-0.8 |
-1.4% |
0.0 |
| Volume |
263,954 |
266,157 |
2,203 |
0.8% |
1,244,315 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.6 |
1,924.8 |
1,834.9 |
|
| R3 |
1,904.7 |
1,879.9 |
1,822.5 |
|
| R2 |
1,859.8 |
1,859.8 |
1,818.4 |
|
| R1 |
1,835.0 |
1,835.0 |
1,814.3 |
1,825.0 |
| PP |
1,814.9 |
1,814.9 |
1,814.9 |
1,809.9 |
| S1 |
1,790.1 |
1,790.1 |
1,806.1 |
1,780.1 |
| S2 |
1,770.0 |
1,770.0 |
1,802.0 |
|
| S3 |
1,725.1 |
1,745.2 |
1,797.9 |
|
| S4 |
1,680.2 |
1,700.3 |
1,785.5 |
|
|
| 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% |
51.0 |
2.8% |
77% |
False |
False |
262,038 |
| 10 |
1,844.2 |
1,685.0 |
159.2 |
8.8% |
56.3 |
3.1% |
79% |
False |
False |
252,617 |
| 20 |
1,844.2 |
1,643.8 |
200.4 |
11.1% |
56.0 |
3.1% |
83% |
False |
False |
254,703 |
| 40 |
1,935.4 |
1,643.8 |
291.6 |
16.1% |
54.9 |
3.0% |
57% |
False |
False |
229,976 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
21.8% |
49.8 |
2.8% |
42% |
False |
False |
153,418 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.8% |
46.4 |
2.6% |
42% |
False |
False |
115,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,030.5 |
|
2.618 |
1,957.2 |
|
1.618 |
1,912.3 |
|
1.000 |
1,884.6 |
|
0.618 |
1,867.4 |
|
HIGH |
1,839.7 |
|
0.618 |
1,822.5 |
|
0.500 |
1,817.3 |
|
0.382 |
1,812.0 |
|
LOW |
1,794.8 |
|
0.618 |
1,767.1 |
|
1.000 |
1,749.9 |
|
1.618 |
1,722.2 |
|
2.618 |
1,677.3 |
|
4.250 |
1,604.0 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,817.3 |
1,805.0 |
| PP |
1,814.9 |
1,799.8 |
| S1 |
1,812.6 |
1,794.6 |
|