| 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 |
1,671.1 |
1,682.2 |
11.1 |
0.7% |
1,663.2 |
| High |
1,693.2 |
1,688.5 |
-4.7 |
-0.3% |
1,688.0 |
| Low |
1,668.3 |
1,673.0 |
4.7 |
0.3% |
1,635.0 |
| Close |
1,683.4 |
1,680.0 |
-3.4 |
-0.2% |
1,670.2 |
| Range |
24.9 |
15.5 |
-9.4 |
-37.8% |
53.0 |
| ATR |
26.9 |
26.1 |
-0.8 |
-3.0% |
0.0 |
| Volume |
17,167 |
8,614 |
-8,553 |
-49.8% |
20,043 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,727.0 |
1,719.0 |
1,688.5 |
|
| R3 |
1,711.5 |
1,703.5 |
1,684.3 |
|
| R2 |
1,696.0 |
1,696.0 |
1,682.8 |
|
| R1 |
1,688.0 |
1,688.0 |
1,681.4 |
1,684.3 |
| PP |
1,680.5 |
1,680.5 |
1,680.5 |
1,678.6 |
| S1 |
1,672.5 |
1,672.5 |
1,678.6 |
1,668.8 |
| S2 |
1,665.0 |
1,665.0 |
1,677.2 |
|
| S3 |
1,649.5 |
1,657.0 |
1,675.7 |
|
| S4 |
1,634.0 |
1,641.5 |
1,671.5 |
|
|
| 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% |
26.3 |
1.6% |
77% |
False |
False |
11,689 |
| 10 |
1,693.2 |
1,635.0 |
58.2 |
3.5% |
25.3 |
1.5% |
77% |
False |
False |
8,011 |
| 20 |
1,751.6 |
1,635.0 |
116.6 |
6.9% |
26.3 |
1.6% |
39% |
False |
False |
7,187 |
| 40 |
1,758.9 |
1,635.0 |
123.9 |
7.4% |
26.5 |
1.6% |
36% |
False |
False |
5,242 |
| 60 |
1,836.7 |
1,635.0 |
201.7 |
12.0% |
24.3 |
1.4% |
22% |
False |
False |
4,090 |
| 80 |
1,836.7 |
1,635.0 |
201.7 |
12.0% |
23.5 |
1.4% |
22% |
False |
False |
3,438 |
| 100 |
1,910.6 |
1,635.0 |
275.6 |
16.4% |
24.2 |
1.4% |
16% |
False |
False |
2,875 |
| 120 |
1,910.6 |
1,635.0 |
275.6 |
16.4% |
23.3 |
1.4% |
16% |
False |
False |
2,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,754.4 |
|
2.618 |
1,729.1 |
|
1.618 |
1,713.6 |
|
1.000 |
1,704.0 |
|
0.618 |
1,698.1 |
|
HIGH |
1,688.5 |
|
0.618 |
1,682.6 |
|
0.500 |
1,680.8 |
|
0.382 |
1,678.9 |
|
LOW |
1,673.0 |
|
0.618 |
1,663.4 |
|
1.000 |
1,657.5 |
|
1.618 |
1,647.9 |
|
2.618 |
1,632.4 |
|
4.250 |
1,607.1 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.8 |
1,678.1 |
| PP |
1,680.5 |
1,676.2 |
| S1 |
1,680.3 |
1,674.3 |
|