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 |
1,683.5 |
1,697.0 |
13.5 |
0.8% |
1,680.7 |
High |
1,707.4 |
1,701.6 |
-5.8 |
-0.3% |
1,701.7 |
Low |
1,683.5 |
1,688.8 |
5.3 |
0.3% |
1,650.0 |
Close |
1,697.8 |
1,694.6 |
-3.2 |
-0.2% |
1,684.4 |
Range |
23.9 |
12.8 |
-11.1 |
-46.4% |
51.7 |
ATR |
25.8 |
24.9 |
-0.9 |
-3.6% |
0.0 |
Volume |
1,432 |
1,144 |
-288 |
-20.1% |
6,761 |
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.4 |
1,726.8 |
1,701.6 |
|
R3 |
1,720.6 |
1,714.0 |
1,698.1 |
|
R2 |
1,707.8 |
1,707.8 |
1,696.9 |
|
R1 |
1,701.2 |
1,701.2 |
1,695.8 |
1,698.1 |
PP |
1,695.0 |
1,695.0 |
1,695.0 |
1,693.5 |
S1 |
1,688.4 |
1,688.4 |
1,693.4 |
1,685.3 |
S2 |
1,682.2 |
1,682.2 |
1,692.3 |
|
S3 |
1,669.4 |
1,675.6 |
1,691.1 |
|
S4 |
1,656.6 |
1,662.8 |
1,687.6 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.8 |
1,810.8 |
1,712.8 |
|
R3 |
1,782.1 |
1,759.1 |
1,698.6 |
|
R2 |
1,730.4 |
1,730.4 |
1,693.9 |
|
R1 |
1,707.4 |
1,707.4 |
1,689.1 |
1,718.9 |
PP |
1,678.7 |
1,678.7 |
1,678.7 |
1,684.5 |
S1 |
1,655.7 |
1,655.7 |
1,679.7 |
1,667.2 |
S2 |
1,627.0 |
1,627.0 |
1,674.9 |
|
S3 |
1,575.3 |
1,604.0 |
1,670.2 |
|
S4 |
1,523.6 |
1,552.3 |
1,656.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,707.4 |
1,650.0 |
57.4 |
3.4% |
25.1 |
1.5% |
78% |
False |
False |
1,479 |
10 |
1,707.4 |
1,650.0 |
57.4 |
3.4% |
23.6 |
1.4% |
78% |
False |
False |
1,478 |
20 |
1,764.3 |
1,650.0 |
114.3 |
6.7% |
25.1 |
1.5% |
39% |
False |
False |
2,067 |
40 |
1,771.0 |
1,650.0 |
121.0 |
7.1% |
25.0 |
1.5% |
37% |
False |
False |
1,492 |
60 |
1,848.4 |
1,650.0 |
198.4 |
11.7% |
22.4 |
1.3% |
22% |
False |
False |
1,120 |
80 |
1,848.4 |
1,650.0 |
198.4 |
11.7% |
20.6 |
1.2% |
22% |
False |
False |
951 |
100 |
1,920.2 |
1,650.0 |
270.2 |
15.9% |
20.4 |
1.2% |
17% |
False |
False |
815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.0 |
2.618 |
1,735.1 |
1.618 |
1,722.3 |
1.000 |
1,714.4 |
0.618 |
1,709.5 |
HIGH |
1,701.6 |
0.618 |
1,696.7 |
0.500 |
1,695.2 |
0.382 |
1,693.7 |
LOW |
1,688.8 |
0.618 |
1,680.9 |
1.000 |
1,676.0 |
1.618 |
1,668.1 |
2.618 |
1,655.3 |
4.250 |
1,634.4 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,695.2 |
1,692.6 |
PP |
1,695.0 |
1,690.6 |
S1 |
1,694.8 |
1,688.6 |
|