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 |
11,406.12 |
11,388.80 |
-17.32 |
-0.2% |
10,965.55 |
High |
11,657.06 |
11,415.37 |
-241.69 |
-2.1% |
11,372.27 |
Low |
11,388.34 |
11,179.90 |
-208.44 |
-1.8% |
10,959.74 |
Close |
11,405.90 |
11,191.63 |
-214.27 |
-1.9% |
11,310.33 |
Range |
268.72 |
235.47 |
-33.25 |
-12.4% |
412.53 |
ATR |
316.21 |
310.44 |
-5.77 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,968.71 |
11,815.64 |
11,321.14 |
|
R3 |
11,733.24 |
11,580.17 |
11,256.38 |
|
R2 |
11,497.77 |
11,497.77 |
11,234.80 |
|
R1 |
11,344.70 |
11,344.70 |
11,213.21 |
11,303.50 |
PP |
11,262.30 |
11,262.30 |
11,262.30 |
11,241.70 |
S1 |
11,109.23 |
11,109.23 |
11,170.05 |
11,068.03 |
S2 |
11,026.83 |
11,026.83 |
11,148.46 |
|
S3 |
10,791.36 |
10,873.76 |
11,126.88 |
|
S4 |
10,555.89 |
10,638.29 |
11,062.12 |
|
|
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 |
6.4% |
273.58 |
2.4% |
31% |
False |
False |
|
10 |
11,681.85 |
10,680.58 |
1,001.27 |
8.9% |
280.75 |
2.5% |
51% |
False |
False |
|
20 |
11,681.85 |
10,444.78 |
1,237.07 |
11.1% |
284.72 |
2.5% |
60% |
False |
False |
|
40 |
12,752.83 |
10,444.78 |
2,308.05 |
20.6% |
271.25 |
2.4% |
32% |
False |
False |
|
60 |
13,720.91 |
10,444.78 |
3,276.13 |
29.3% |
253.93 |
2.3% |
23% |
False |
False |
|
80 |
13,720.91 |
10,444.78 |
3,276.13 |
29.3% |
257.89 |
2.3% |
23% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
29.3% |
262.97 |
2.3% |
23% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.3% |
277.07 |
2.5% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,416.12 |
2.618 |
12,031.83 |
1.618 |
11,796.36 |
1.000 |
11,650.84 |
0.618 |
11,560.89 |
HIGH |
11,415.37 |
0.618 |
11,325.42 |
0.500 |
11,297.64 |
0.382 |
11,269.85 |
LOW |
11,179.90 |
0.618 |
11,034.38 |
1.000 |
10,944.43 |
1.618 |
10,798.91 |
2.618 |
10,563.44 |
4.250 |
10,179.15 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
11,297.64 |
11,430.88 |
PP |
11,262.30 |
11,351.13 |
S1 |
11,226.97 |
11,271.38 |
|