| 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 |
3,880.25 |
3,875.75 |
-4.50 |
-0.1% |
3,622.50 |
| High |
3,928.75 |
3,901.50 |
-27.25 |
-0.7% |
3,807.75 |
| Low |
3,856.50 |
3,788.00 |
-68.50 |
-1.8% |
3,620.50 |
| Close |
3,872.50 |
3,850.25 |
-22.25 |
-0.6% |
3,794.75 |
| Range |
72.25 |
113.50 |
41.25 |
57.1% |
187.25 |
| ATR |
97.56 |
98.70 |
1.14 |
1.2% |
0.00 |
| Volume |
2,360 |
2,749 |
389 |
16.5% |
17,780 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,187.00 |
4,132.25 |
3,912.75 |
|
| R3 |
4,073.50 |
4,018.75 |
3,881.50 |
|
| R2 |
3,960.00 |
3,960.00 |
3,871.00 |
|
| R1 |
3,905.25 |
3,905.25 |
3,860.75 |
3,876.00 |
| PP |
3,846.50 |
3,846.50 |
3,846.50 |
3,832.00 |
| S1 |
3,791.75 |
3,791.75 |
3,839.75 |
3,762.50 |
| S2 |
3,733.00 |
3,733.00 |
3,829.50 |
|
| S3 |
3,619.50 |
3,678.25 |
3,819.00 |
|
| S4 |
3,506.00 |
3,564.75 |
3,787.75 |
|
|
| 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% |
97.50 |
2.5% |
70% |
False |
False |
4,204 |
| 10 |
3,928.75 |
3,620.50 |
308.25 |
8.0% |
100.00 |
2.6% |
75% |
False |
False |
3,394 |
| 20 |
3,928.75 |
3,530.25 |
398.50 |
10.3% |
101.75 |
2.6% |
80% |
False |
False |
3,630 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.2% |
97.50 |
2.5% |
48% |
False |
False |
2,976 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
86.50 |
2.2% |
38% |
False |
False |
2,138 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
82.50 |
2.1% |
38% |
False |
False |
1,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,384.00 |
|
2.618 |
4,198.75 |
|
1.618 |
4,085.25 |
|
1.000 |
4,015.00 |
|
0.618 |
3,971.75 |
|
HIGH |
3,901.50 |
|
0.618 |
3,858.25 |
|
0.500 |
3,844.75 |
|
0.382 |
3,831.25 |
|
LOW |
3,788.00 |
|
0.618 |
3,717.75 |
|
1.000 |
3,674.50 |
|
1.618 |
3,604.25 |
|
2.618 |
3,490.75 |
|
4.250 |
3,305.50 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,848.50 |
3,858.50 |
| PP |
3,846.50 |
3,855.75 |
| S1 |
3,844.75 |
3,853.00 |
|