| 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 |
3,771.00 |
3,803.25 |
32.25 |
0.9% |
3,591.00 |
| High |
3,822.00 |
3,874.25 |
52.25 |
1.4% |
3,777.25 |
| Low |
3,736.50 |
3,790.00 |
53.50 |
1.4% |
3,590.50 |
| Close |
3,809.25 |
3,870.25 |
61.00 |
1.6% |
3,764.00 |
| Range |
85.50 |
84.25 |
-1.25 |
-1.5% |
186.75 |
| ATR |
101.28 |
100.07 |
-1.22 |
-1.2% |
0.00 |
| Volume |
2,109,780 |
1,836,723 |
-273,057 |
-12.9% |
12,132,452 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,097.50 |
4,068.25 |
3,916.50 |
|
| R3 |
4,013.25 |
3,984.00 |
3,893.50 |
|
| R2 |
3,929.00 |
3,929.00 |
3,885.75 |
|
| R1 |
3,899.75 |
3,899.75 |
3,878.00 |
3,914.50 |
| PP |
3,844.75 |
3,844.75 |
3,844.75 |
3,852.25 |
| S1 |
3,815.50 |
3,815.50 |
3,862.50 |
3,830.00 |
| S2 |
3,760.50 |
3,760.50 |
3,854.75 |
|
| S3 |
3,676.25 |
3,731.25 |
3,847.00 |
|
| S4 |
3,592.00 |
3,647.00 |
3,824.00 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,270.75 |
4,204.25 |
3,866.75 |
|
| R3 |
4,084.00 |
4,017.50 |
3,815.25 |
|
| R2 |
3,897.25 |
3,897.25 |
3,798.25 |
|
| R1 |
3,830.75 |
3,830.75 |
3,781.00 |
3,864.00 |
| PP |
3,710.50 |
3,710.50 |
3,710.50 |
3,727.25 |
| S1 |
3,644.00 |
3,644.00 |
3,747.00 |
3,677.25 |
| S2 |
3,523.75 |
3,523.75 |
3,729.75 |
|
| S3 |
3,337.00 |
3,457.25 |
3,712.75 |
|
| S4 |
3,150.25 |
3,270.50 |
3,661.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,874.25 |
3,641.50 |
232.75 |
6.0% |
96.25 |
2.5% |
98% |
True |
False |
2,276,014 |
| 10 |
3,874.25 |
3,502.00 |
372.25 |
9.6% |
106.00 |
2.7% |
99% |
True |
False |
2,404,617 |
| 20 |
3,874.25 |
3,502.00 |
372.25 |
9.6% |
105.50 |
2.7% |
99% |
True |
False |
2,413,448 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.4% |
98.25 |
2.5% |
55% |
False |
False |
2,052,480 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
87.25 |
2.3% |
44% |
False |
False |
1,370,489 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
84.75 |
2.2% |
44% |
False |
False |
1,028,484 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
87.75 |
2.3% |
44% |
False |
False |
823,143 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.8% |
91.75 |
2.4% |
44% |
False |
False |
686,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,232.25 |
|
2.618 |
4,094.75 |
|
1.618 |
4,010.50 |
|
1.000 |
3,958.50 |
|
0.618 |
3,926.25 |
|
HIGH |
3,874.25 |
|
0.618 |
3,842.00 |
|
0.500 |
3,832.00 |
|
0.382 |
3,822.25 |
|
LOW |
3,790.00 |
|
0.618 |
3,738.00 |
|
1.000 |
3,705.75 |
|
1.618 |
3,653.75 |
|
2.618 |
3,569.50 |
|
4.250 |
3,432.00 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,857.50 |
3,832.75 |
| PP |
3,844.75 |
3,795.25 |
| S1 |
3,832.00 |
3,758.00 |
|