| 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 |
3,875.75 |
3,826.25 |
-49.50 |
-1.3% |
3,807.00 |
| High |
3,901.50 |
3,956.00 |
54.50 |
1.4% |
3,956.00 |
| Low |
3,788.00 |
3,807.75 |
19.75 |
0.5% |
3,768.00 |
| Close |
3,850.25 |
3,943.50 |
93.25 |
2.4% |
3,943.50 |
| Range |
113.50 |
148.25 |
34.75 |
30.6% |
188.00 |
| ATR |
98.70 |
102.24 |
3.54 |
3.6% |
0.00 |
| Volume |
2,749 |
6,378 |
3,629 |
132.0% |
19,666 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,347.25 |
4,293.50 |
4,025.00 |
|
| R3 |
4,199.00 |
4,145.25 |
3,984.25 |
|
| R2 |
4,050.75 |
4,050.75 |
3,970.75 |
|
| R1 |
3,997.00 |
3,997.00 |
3,957.00 |
4,024.00 |
| PP |
3,902.50 |
3,902.50 |
3,902.50 |
3,915.75 |
| S1 |
3,848.75 |
3,848.75 |
3,930.00 |
3,875.50 |
| S2 |
3,754.25 |
3,754.25 |
3,916.25 |
|
| S3 |
3,606.00 |
3,700.50 |
3,902.75 |
|
| S4 |
3,457.75 |
3,552.25 |
3,862.00 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,453.25 |
4,386.25 |
4,047.00 |
|
| R3 |
4,265.25 |
4,198.25 |
3,995.25 |
|
| R2 |
4,077.25 |
4,077.25 |
3,978.00 |
|
| R1 |
4,010.25 |
4,010.25 |
3,960.75 |
4,043.75 |
| PP |
3,889.25 |
3,889.25 |
3,889.25 |
3,906.00 |
| S1 |
3,822.25 |
3,822.25 |
3,926.25 |
3,855.75 |
| S2 |
3,701.25 |
3,701.25 |
3,909.00 |
|
| S3 |
3,513.25 |
3,634.25 |
3,891.75 |
|
| S4 |
3,325.25 |
3,446.25 |
3,840.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,956.00 |
3,768.00 |
188.00 |
4.8% |
100.50 |
2.6% |
93% |
True |
False |
3,933 |
| 10 |
3,956.00 |
3,620.50 |
335.50 |
8.5% |
100.50 |
2.6% |
96% |
True |
False |
3,744 |
| 20 |
3,956.00 |
3,530.25 |
425.75 |
10.8% |
104.50 |
2.6% |
97% |
True |
False |
3,862 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
16.8% |
99.50 |
2.5% |
62% |
False |
False |
3,126 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
21.4% |
88.50 |
2.2% |
49% |
False |
False |
2,243 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
21.4% |
83.50 |
2.1% |
49% |
False |
False |
1,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,586.00 |
|
2.618 |
4,344.00 |
|
1.618 |
4,195.75 |
|
1.000 |
4,104.25 |
|
0.618 |
4,047.50 |
|
HIGH |
3,956.00 |
|
0.618 |
3,899.25 |
|
0.500 |
3,882.00 |
|
0.382 |
3,864.50 |
|
LOW |
3,807.75 |
|
0.618 |
3,716.25 |
|
1.000 |
3,659.50 |
|
1.618 |
3,568.00 |
|
2.618 |
3,419.75 |
|
4.250 |
3,177.75 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,923.00 |
3,919.75 |
| PP |
3,902.50 |
3,895.75 |
| S1 |
3,882.00 |
3,872.00 |
|