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 |
1,670.1 |
1,671.1 |
1.0 |
0.1% |
1,663.2 |
High |
1,680.0 |
1,693.2 |
13.2 |
0.8% |
1,688.0 |
Low |
1,655.4 |
1,668.3 |
12.9 |
0.8% |
1,635.0 |
Close |
1,672.2 |
1,683.4 |
11.2 |
0.7% |
1,670.2 |
Range |
24.6 |
24.9 |
0.3 |
1.2% |
53.0 |
ATR |
27.1 |
26.9 |
-0.2 |
-0.6% |
0.0 |
Volume |
18,338 |
17,167 |
-1,171 |
-6.4% |
20,043 |
|
Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,756.3 |
1,744.8 |
1,697.1 |
|
R3 |
1,731.4 |
1,719.9 |
1,690.2 |
|
R2 |
1,706.5 |
1,706.5 |
1,688.0 |
|
R1 |
1,695.0 |
1,695.0 |
1,685.7 |
1,700.8 |
PP |
1,681.6 |
1,681.6 |
1,681.6 |
1,684.5 |
S1 |
1,670.1 |
1,670.1 |
1,681.1 |
1,675.9 |
S2 |
1,656.7 |
1,656.7 |
1,678.8 |
|
S3 |
1,631.8 |
1,645.2 |
1,676.6 |
|
S4 |
1,606.9 |
1,620.3 |
1,669.7 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.4 |
1,799.8 |
1,699.4 |
|
R3 |
1,770.4 |
1,746.8 |
1,684.8 |
|
R2 |
1,717.4 |
1,717.4 |
1,679.9 |
|
R1 |
1,693.8 |
1,693.8 |
1,675.1 |
1,705.6 |
PP |
1,664.4 |
1,664.4 |
1,664.4 |
1,670.3 |
S1 |
1,640.8 |
1,640.8 |
1,665.3 |
1,652.6 |
S2 |
1,611.4 |
1,611.4 |
1,660.5 |
|
S3 |
1,558.4 |
1,587.8 |
1,655.6 |
|
S4 |
1,505.4 |
1,534.8 |
1,641.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,693.2 |
1,635.0 |
58.2 |
3.5% |
27.9 |
1.7% |
83% |
True |
False |
10,576 |
10 |
1,702.0 |
1,635.0 |
67.0 |
4.0% |
27.8 |
1.6% |
72% |
False |
False |
7,917 |
20 |
1,751.6 |
1,635.0 |
116.6 |
6.9% |
26.7 |
1.6% |
42% |
False |
False |
6,982 |
40 |
1,758.9 |
1,635.0 |
123.9 |
7.4% |
26.6 |
1.6% |
39% |
False |
False |
5,072 |
60 |
1,836.7 |
1,635.0 |
201.7 |
12.0% |
24.4 |
1.4% |
24% |
False |
False |
4,059 |
80 |
1,836.7 |
1,635.0 |
201.7 |
12.0% |
23.8 |
1.4% |
24% |
False |
False |
3,340 |
100 |
1,910.6 |
1,635.0 |
275.6 |
16.4% |
24.2 |
1.4% |
18% |
False |
False |
2,790 |
120 |
1,924.2 |
1,635.0 |
289.2 |
17.2% |
23.3 |
1.4% |
17% |
False |
False |
2,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.0 |
2.618 |
1,758.4 |
1.618 |
1,733.5 |
1.000 |
1,718.1 |
0.618 |
1,708.6 |
HIGH |
1,693.2 |
0.618 |
1,683.7 |
0.500 |
1,680.8 |
0.382 |
1,677.8 |
LOW |
1,668.3 |
0.618 |
1,652.9 |
1.000 |
1,643.4 |
1.618 |
1,628.0 |
2.618 |
1,603.1 |
4.250 |
1,562.5 |
|
|
Fisher Pivots for day following 26-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,682.5 |
1,680.4 |
PP |
1,681.6 |
1,677.3 |
S1 |
1,680.8 |
1,674.3 |
|