| 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 |
3,807.00 |
3,838.50 |
31.50 |
0.8% |
3,622.50 |
| High |
3,853.00 |
3,905.75 |
52.75 |
1.4% |
3,807.75 |
| Low |
3,768.00 |
3,821.75 |
53.75 |
1.4% |
3,620.50 |
| Close |
3,841.00 |
3,902.00 |
61.00 |
1.6% |
3,794.75 |
| Range |
85.00 |
84.00 |
-1.00 |
-1.2% |
187.25 |
| ATR |
100.70 |
99.51 |
-1.19 |
-1.2% |
0.00 |
| Volume |
5,753 |
2,426 |
-3,327 |
-57.8% |
17,780 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,128.50 |
4,099.25 |
3,948.25 |
|
| R3 |
4,044.50 |
4,015.25 |
3,925.00 |
|
| R2 |
3,960.50 |
3,960.50 |
3,917.50 |
|
| R1 |
3,931.25 |
3,931.25 |
3,909.75 |
3,946.00 |
| PP |
3,876.50 |
3,876.50 |
3,876.50 |
3,883.75 |
| S1 |
3,847.25 |
3,847.25 |
3,894.25 |
3,862.00 |
| S2 |
3,792.50 |
3,792.50 |
3,886.50 |
|
| S3 |
3,708.50 |
3,763.25 |
3,879.00 |
|
| S4 |
3,624.50 |
3,679.25 |
3,855.75 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,302.75 |
4,236.00 |
3,897.75 |
|
| R3 |
4,115.50 |
4,048.75 |
3,846.25 |
|
| R2 |
3,928.25 |
3,928.25 |
3,829.00 |
|
| R1 |
3,861.50 |
3,861.50 |
3,812.00 |
3,895.00 |
| PP |
3,741.00 |
3,741.00 |
3,741.00 |
3,757.75 |
| S1 |
3,674.25 |
3,674.25 |
3,777.50 |
3,707.50 |
| S2 |
3,553.75 |
3,553.75 |
3,760.50 |
|
| S3 |
3,366.50 |
3,487.00 |
3,743.25 |
|
| S4 |
3,179.25 |
3,299.75 |
3,691.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,905.75 |
3,670.00 |
235.75 |
6.0% |
96.00 |
2.5% |
98% |
True |
False |
4,178 |
| 10 |
3,905.75 |
3,530.25 |
375.50 |
9.6% |
106.00 |
2.7% |
99% |
True |
False |
4,180 |
| 20 |
3,905.75 |
3,530.25 |
375.50 |
9.6% |
105.00 |
2.7% |
99% |
True |
False |
3,860 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.0% |
97.00 |
2.5% |
56% |
False |
False |
2,864 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
21.6% |
86.00 |
2.2% |
44% |
False |
False |
2,069 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.6% |
82.50 |
2.1% |
44% |
False |
False |
1,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,262.75 |
|
2.618 |
4,125.75 |
|
1.618 |
4,041.75 |
|
1.000 |
3,989.75 |
|
0.618 |
3,957.75 |
|
HIGH |
3,905.75 |
|
0.618 |
3,873.75 |
|
0.500 |
3,863.75 |
|
0.382 |
3,853.75 |
|
LOW |
3,821.75 |
|
0.618 |
3,769.75 |
|
1.000 |
3,737.75 |
|
1.618 |
3,685.75 |
|
2.618 |
3,601.75 |
|
4.250 |
3,464.75 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,889.25 |
3,864.00 |
| PP |
3,876.50 |
3,826.00 |
| S1 |
3,863.75 |
3,788.00 |
|