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 |
11,485.78 |
11,406.12 |
-79.66 |
-0.7% |
10,965.55 |
High |
11,681.85 |
11,657.06 |
-24.79 |
-0.2% |
11,372.27 |
Low |
11,480.41 |
11,388.34 |
-92.07 |
-0.8% |
10,959.74 |
Close |
11,669.99 |
11,405.90 |
-264.09 |
-2.3% |
11,310.33 |
Range |
201.44 |
268.72 |
67.28 |
33.4% |
412.53 |
ATR |
318.87 |
316.21 |
-2.66 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,289.93 |
12,116.63 |
11,553.70 |
|
R3 |
12,021.21 |
11,847.91 |
11,479.80 |
|
R2 |
11,752.49 |
11,752.49 |
11,455.17 |
|
R1 |
11,579.19 |
11,579.19 |
11,430.53 |
11,531.48 |
PP |
11,483.77 |
11,483.77 |
11,483.77 |
11,459.91 |
S1 |
11,310.47 |
11,310.47 |
11,381.27 |
11,262.76 |
S2 |
11,215.05 |
11,215.05 |
11,356.63 |
|
S3 |
10,946.33 |
11,041.75 |
11,332.00 |
|
S4 |
10,677.61 |
10,773.03 |
11,258.10 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,451.70 |
12,293.55 |
11,537.22 |
|
R3 |
12,039.17 |
11,881.02 |
11,423.78 |
|
R2 |
11,626.64 |
11,626.64 |
11,385.96 |
|
R1 |
11,468.49 |
11,468.49 |
11,348.15 |
11,547.57 |
PP |
11,214.11 |
11,214.11 |
11,214.11 |
11,253.65 |
S1 |
11,055.96 |
11,055.96 |
11,272.51 |
11,135.04 |
S2 |
10,801.58 |
10,801.58 |
11,234.70 |
|
S3 |
10,389.05 |
10,643.43 |
11,196.88 |
|
S4 |
9,976.52 |
10,230.90 |
11,083.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,681.85 |
10,966.43 |
715.42 |
6.3% |
282.19 |
2.5% |
61% |
False |
False |
|
10 |
11,681.85 |
10,444.78 |
1,237.07 |
10.8% |
321.49 |
2.8% |
78% |
False |
False |
|
20 |
11,681.85 |
10,444.78 |
1,237.07 |
10.8% |
287.83 |
2.5% |
78% |
False |
False |
|
40 |
12,752.83 |
10,444.78 |
2,308.05 |
20.2% |
271.22 |
2.4% |
42% |
False |
False |
|
60 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
255.18 |
2.2% |
29% |
False |
False |
|
80 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
257.60 |
2.3% |
29% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
263.31 |
2.3% |
29% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
278.43 |
2.4% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,799.12 |
2.618 |
12,360.57 |
1.618 |
12,091.85 |
1.000 |
11,925.78 |
0.618 |
11,823.13 |
HIGH |
11,657.06 |
0.618 |
11,554.41 |
0.500 |
11,522.70 |
0.382 |
11,490.99 |
LOW |
11,388.34 |
0.618 |
11,222.27 |
1.000 |
11,119.62 |
1.618 |
10,953.55 |
2.618 |
10,684.83 |
4.250 |
10,246.28 |
|
|
Fisher Pivots for day following 26-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
11,522.70 |
11,424.56 |
PP |
11,483.77 |
11,418.34 |
S1 |
11,444.83 |
11,412.12 |
|