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 |
1,682.2 |
1,681.5 |
-0.7 |
0.0% |
1,676.5 |
High |
1,688.5 |
1,684.8 |
-3.7 |
-0.2% |
1,693.2 |
Low |
1,673.0 |
1,655.2 |
-17.8 |
-1.1% |
1,655.2 |
Close |
1,680.0 |
1,659.1 |
-20.9 |
-1.2% |
1,659.1 |
Range |
15.5 |
29.6 |
14.1 |
91.0% |
38.0 |
ATR |
26.1 |
26.3 |
0.3 |
1.0% |
0.0 |
Volume |
8,614 |
13,636 |
5,022 |
58.3% |
64,836 |
|
Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,755.2 |
1,736.7 |
1,675.4 |
|
R3 |
1,725.6 |
1,707.1 |
1,667.2 |
|
R2 |
1,696.0 |
1,696.0 |
1,664.5 |
|
R1 |
1,677.5 |
1,677.5 |
1,661.8 |
1,672.0 |
PP |
1,666.4 |
1,666.4 |
1,666.4 |
1,663.6 |
S1 |
1,647.9 |
1,647.9 |
1,656.4 |
1,642.4 |
S2 |
1,636.8 |
1,636.8 |
1,653.7 |
|
S3 |
1,607.2 |
1,618.3 |
1,651.0 |
|
S4 |
1,577.6 |
1,588.7 |
1,642.8 |
|
|
Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.2 |
1,759.1 |
1,680.0 |
|
R3 |
1,745.2 |
1,721.1 |
1,669.6 |
|
R2 |
1,707.2 |
1,707.2 |
1,666.1 |
|
R1 |
1,683.1 |
1,683.1 |
1,662.6 |
1,676.2 |
PP |
1,669.2 |
1,669.2 |
1,669.2 |
1,665.7 |
S1 |
1,645.1 |
1,645.1 |
1,655.6 |
1,638.2 |
S2 |
1,631.2 |
1,631.2 |
1,652.1 |
|
S3 |
1,593.2 |
1,607.1 |
1,648.7 |
|
S4 |
1,555.2 |
1,569.1 |
1,638.2 |
|
|
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 |
1,655.2 |
38.0 |
2.3% |
24.0 |
1.4% |
10% |
False |
True |
12,967 |
10 |
1,693.2 |
1,635.0 |
58.2 |
3.5% |
25.1 |
1.5% |
41% |
False |
False |
8,487 |
20 |
1,751.6 |
1,635.0 |
116.6 |
7.0% |
27.0 |
1.6% |
21% |
False |
False |
7,757 |
40 |
1,758.9 |
1,635.0 |
123.9 |
7.5% |
26.7 |
1.6% |
19% |
False |
False |
5,501 |
60 |
1,836.7 |
1,635.0 |
201.7 |
12.2% |
24.3 |
1.5% |
12% |
False |
False |
4,262 |
80 |
1,836.7 |
1,635.0 |
201.7 |
12.2% |
23.8 |
1.4% |
12% |
False |
False |
3,590 |
100 |
1,910.6 |
1,635.0 |
275.6 |
16.6% |
24.3 |
1.5% |
9% |
False |
False |
3,004 |
120 |
1,910.6 |
1,635.0 |
275.6 |
16.6% |
23.4 |
1.4% |
9% |
False |
False |
2,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.6 |
2.618 |
1,762.3 |
1.618 |
1,732.7 |
1.000 |
1,714.4 |
0.618 |
1,703.1 |
HIGH |
1,684.8 |
0.618 |
1,673.5 |
0.500 |
1,670.0 |
0.382 |
1,666.5 |
LOW |
1,655.2 |
0.618 |
1,636.9 |
1.000 |
1,625.6 |
1.618 |
1,607.3 |
2.618 |
1,577.7 |
4.250 |
1,529.4 |
|
|
Fisher Pivots for day following 28-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,670.0 |
1,674.2 |
PP |
1,666.4 |
1,669.2 |
S1 |
1,662.7 |
1,664.1 |
|