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 |
13,034.0 |
13,203.0 |
169.0 |
1.3% |
12,420.0 |
High |
13,238.0 |
13,280.0 |
42.0 |
0.3% |
12,964.0 |
Low |
13,032.0 |
13,060.0 |
28.0 |
0.2% |
12,390.0 |
Close |
13,217.0 |
13,244.0 |
27.0 |
0.2% |
12,735.0 |
Range |
206.0 |
220.0 |
14.0 |
6.8% |
574.0 |
ATR |
299.9 |
294.2 |
-5.7 |
-1.9% |
0.0 |
Volume |
67,624 |
65,356 |
-2,268 |
-3.4% |
359,199 |
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,854.7 |
13,769.3 |
13,365.0 |
|
R3 |
13,634.7 |
13,549.3 |
13,304.5 |
|
R2 |
13,414.7 |
13,414.7 |
13,284.3 |
|
R1 |
13,329.3 |
13,329.3 |
13,264.2 |
13,372.0 |
PP |
13,194.7 |
13,194.7 |
13,194.7 |
13,216.0 |
S1 |
13,109.3 |
13,109.3 |
13,223.8 |
13,152.0 |
S2 |
12,974.7 |
12,974.7 |
13,203.7 |
|
S3 |
12,754.7 |
12,889.3 |
13,183.5 |
|
S4 |
12,534.7 |
12,669.3 |
13,123.0 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,418.3 |
14,150.7 |
13,050.7 |
|
R3 |
13,844.3 |
13,576.7 |
12,892.9 |
|
R2 |
13,270.3 |
13,270.3 |
12,840.2 |
|
R1 |
13,002.7 |
13,002.7 |
12,787.6 |
13,136.5 |
PP |
12,696.3 |
12,696.3 |
12,696.3 |
12,763.3 |
S1 |
12,428.7 |
12,428.7 |
12,682.4 |
12,562.5 |
S2 |
12,122.3 |
12,122.3 |
12,629.8 |
|
S3 |
11,548.3 |
11,854.7 |
12,577.2 |
|
S4 |
10,974.3 |
11,280.7 |
12,419.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,280.0 |
12,560.0 |
720.0 |
5.4% |
266.2 |
2.0% |
95% |
True |
False |
74,155 |
10 |
13,280.0 |
12,372.0 |
908.0 |
6.9% |
275.8 |
2.1% |
96% |
True |
False |
73,891 |
20 |
13,280.0 |
11,829.0 |
1,451.0 |
11.0% |
293.7 |
2.2% |
98% |
True |
False |
75,706 |
40 |
13,590.0 |
11,829.0 |
1,761.0 |
13.3% |
307.0 |
2.3% |
80% |
False |
False |
64,141 |
60 |
13,957.0 |
11,829.0 |
2,128.0 |
16.1% |
254.4 |
1.9% |
66% |
False |
False |
42,777 |
80 |
13,957.0 |
11,829.0 |
2,128.0 |
16.1% |
233.0 |
1.8% |
66% |
False |
False |
32,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,215.0 |
2.618 |
13,856.0 |
1.618 |
13,636.0 |
1.000 |
13,500.0 |
0.618 |
13,416.0 |
HIGH |
13,280.0 |
0.618 |
13,196.0 |
0.500 |
13,170.0 |
0.382 |
13,144.0 |
LOW |
13,060.0 |
0.618 |
12,924.0 |
1.000 |
12,840.0 |
1.618 |
12,704.0 |
2.618 |
12,484.0 |
4.250 |
12,125.0 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
13,219.3 |
13,176.7 |
PP |
13,194.7 |
13,109.3 |
S1 |
13,170.0 |
13,042.0 |
|