| 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 |
3,838.50 |
3,880.25 |
41.75 |
1.1% |
3,622.50 |
| High |
3,905.75 |
3,928.75 |
23.00 |
0.6% |
3,807.75 |
| Low |
3,821.75 |
3,856.50 |
34.75 |
0.9% |
3,620.50 |
| Close |
3,902.00 |
3,872.50 |
-29.50 |
-0.8% |
3,794.75 |
| Range |
84.00 |
72.25 |
-11.75 |
-14.0% |
187.25 |
| ATR |
99.51 |
97.56 |
-1.95 |
-2.0% |
0.00 |
| Volume |
2,426 |
2,360 |
-66 |
-2.7% |
17,780 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,102.75 |
4,059.75 |
3,912.25 |
|
| R3 |
4,030.50 |
3,987.50 |
3,892.25 |
|
| R2 |
3,958.25 |
3,958.25 |
3,885.75 |
|
| R1 |
3,915.25 |
3,915.25 |
3,879.00 |
3,900.50 |
| PP |
3,886.00 |
3,886.00 |
3,886.00 |
3,878.50 |
| S1 |
3,843.00 |
3,843.00 |
3,866.00 |
3,828.50 |
| S2 |
3,813.75 |
3,813.75 |
3,859.25 |
|
| S3 |
3,741.50 |
3,770.75 |
3,852.75 |
|
| S4 |
3,669.25 |
3,698.50 |
3,832.75 |
|
|
| 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 |
3,928.75 |
3,670.00 |
258.75 |
6.7% |
91.25 |
2.4% |
78% |
True |
False |
4,283 |
| 10 |
3,928.75 |
3,530.25 |
398.50 |
10.3% |
108.50 |
2.8% |
86% |
True |
False |
4,251 |
| 20 |
3,928.75 |
3,530.25 |
398.50 |
10.3% |
102.00 |
2.6% |
86% |
True |
False |
3,762 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.1% |
96.25 |
2.5% |
52% |
False |
False |
2,918 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
86.00 |
2.2% |
41% |
False |
False |
2,102 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
82.00 |
2.1% |
41% |
False |
False |
1,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,235.75 |
|
2.618 |
4,118.00 |
|
1.618 |
4,045.75 |
|
1.000 |
4,001.00 |
|
0.618 |
3,973.50 |
|
HIGH |
3,928.75 |
|
0.618 |
3,901.25 |
|
0.500 |
3,892.50 |
|
0.382 |
3,884.00 |
|
LOW |
3,856.50 |
|
0.618 |
3,811.75 |
|
1.000 |
3,784.25 |
|
1.618 |
3,739.50 |
|
2.618 |
3,667.25 |
|
4.250 |
3,549.50 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,892.50 |
3,864.50 |
| PP |
3,886.00 |
3,856.50 |
| S1 |
3,879.25 |
3,848.50 |
|