| Trading Metrics calculated at close of trading on 28-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2022 |
28-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,815.3 |
1,808.6 |
-6.7 |
-0.4% |
1,752.6 |
| High |
1,839.7 |
1,860.6 |
20.9 |
1.1% |
1,860.6 |
| Low |
1,794.8 |
1,796.7 |
1.9 |
0.1% |
1,729.5 |
| Close |
1,810.2 |
1,851.6 |
41.4 |
2.3% |
1,851.6 |
| Range |
44.9 |
63.9 |
19.0 |
42.3% |
131.1 |
| ATR |
55.3 |
55.9 |
0.6 |
1.1% |
0.0 |
| Volume |
266,157 |
249,545 |
-16,612 |
-6.2% |
1,260,178 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,028.0 |
2,003.7 |
1,886.7 |
|
| R3 |
1,964.1 |
1,939.8 |
1,869.2 |
|
| R2 |
1,900.2 |
1,900.2 |
1,863.3 |
|
| R1 |
1,875.9 |
1,875.9 |
1,857.5 |
1,888.1 |
| PP |
1,836.3 |
1,836.3 |
1,836.3 |
1,842.4 |
| S1 |
1,812.0 |
1,812.0 |
1,845.7 |
1,824.2 |
| S2 |
1,772.4 |
1,772.4 |
1,839.9 |
|
| S3 |
1,708.5 |
1,748.1 |
1,834.0 |
|
| S4 |
1,644.6 |
1,684.2 |
1,816.5 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.2 |
2,160.5 |
1,923.7 |
|
| R3 |
2,076.1 |
2,029.4 |
1,887.7 |
|
| R2 |
1,945.0 |
1,945.0 |
1,875.6 |
|
| R1 |
1,898.3 |
1,898.3 |
1,863.6 |
1,921.7 |
| PP |
1,813.9 |
1,813.9 |
1,813.9 |
1,825.6 |
| S1 |
1,767.2 |
1,767.2 |
1,839.6 |
1,790.6 |
| S2 |
1,682.8 |
1,682.8 |
1,827.6 |
|
| S3 |
1,551.7 |
1,636.1 |
1,815.5 |
|
| S4 |
1,420.6 |
1,505.0 |
1,779.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,860.6 |
1,729.5 |
131.1 |
7.1% |
52.5 |
2.8% |
93% |
True |
False |
252,035 |
| 10 |
1,860.6 |
1,685.0 |
175.6 |
9.5% |
54.9 |
3.0% |
95% |
True |
False |
250,449 |
| 20 |
1,860.6 |
1,643.8 |
216.8 |
11.7% |
56.8 |
3.1% |
96% |
True |
False |
251,000 |
| 40 |
1,935.4 |
1,643.8 |
291.6 |
15.7% |
55.3 |
3.0% |
71% |
False |
False |
236,203 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
21.3% |
50.5 |
2.7% |
53% |
False |
False |
157,576 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
21.3% |
46.6 |
2.5% |
53% |
False |
False |
118,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.2 |
|
2.618 |
2,027.9 |
|
1.618 |
1,964.0 |
|
1.000 |
1,924.5 |
|
0.618 |
1,900.1 |
|
HIGH |
1,860.6 |
|
0.618 |
1,836.2 |
|
0.500 |
1,828.7 |
|
0.382 |
1,821.1 |
|
LOW |
1,796.7 |
|
0.618 |
1,757.2 |
|
1.000 |
1,732.8 |
|
1.618 |
1,693.3 |
|
2.618 |
1,629.4 |
|
4.250 |
1,525.1 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,844.0 |
1,843.6 |
| PP |
1,836.3 |
1,835.7 |
| S1 |
1,828.7 |
1,827.7 |
|