| 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 |
1,351.0620 |
1,475.0360 |
123.9740 |
9.2% |
1,301.4550 |
| High |
1,516.0220 |
1,590.0740 |
74.0520 |
4.9% |
1,341.1910 |
| Low |
1,335.6650 |
1,451.5550 |
115.8900 |
8.7% |
1,258.4550 |
| Close |
1,474.9190 |
1,553.4570 |
78.5380 |
5.3% |
1,302.6090 |
| Range |
180.3570 |
138.5190 |
-41.8380 |
-23.2% |
82.7360 |
| ATR |
76.0583 |
80.5198 |
4.4615 |
5.9% |
0.0000 |
| Volume |
1,263,255 |
1,715,209 |
451,954 |
35.8% |
1,960,016 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.2523 |
1,888.8737 |
1,629.6425 |
|
| R3 |
1,808.7333 |
1,750.3547 |
1,591.5497 |
|
| R2 |
1,670.2143 |
1,670.2143 |
1,578.8522 |
|
| R1 |
1,611.8357 |
1,611.8357 |
1,566.1546 |
1,641.0250 |
| PP |
1,531.6953 |
1,531.6953 |
1,531.6953 |
1,546.2900 |
| S1 |
1,473.3167 |
1,473.3167 |
1,540.7594 |
1,502.5060 |
| S2 |
1,393.1763 |
1,393.1763 |
1,528.0619 |
|
| S3 |
1,254.6573 |
1,334.7977 |
1,515.3643 |
|
| S4 |
1,116.1383 |
1,196.2787 |
1,477.2716 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.9597 |
1,508.5203 |
1,348.1138 |
|
| R3 |
1,466.2237 |
1,425.7843 |
1,325.3614 |
|
| R2 |
1,383.4877 |
1,383.4877 |
1,317.7773 |
|
| R1 |
1,343.0483 |
1,343.0483 |
1,310.1931 |
1,363.2680 |
| PP |
1,300.7517 |
1,300.7517 |
1,300.7517 |
1,310.8615 |
| S1 |
1,260.3123 |
1,260.3123 |
1,295.0249 |
1,280.5320 |
| S2 |
1,218.0157 |
1,218.0157 |
1,287.4407 |
|
| S3 |
1,135.2797 |
1,177.5763 |
1,279.8566 |
|
| S4 |
1,052.5437 |
1,094.8403 |
1,257.1042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,590.0740 |
1,258.4550 |
331.6190 |
21.3% |
95.7268 |
6.2% |
89% |
True |
False |
794,732 |
| 10 |
1,590.0740 |
1,195.5710 |
394.5030 |
25.4% |
79.5183 |
5.1% |
91% |
True |
False |
673,329 |
| 20 |
1,590.0740 |
1,195.5710 |
394.5030 |
25.4% |
63.7994 |
4.1% |
91% |
True |
False |
582,231 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
38.1% |
85.3103 |
5.5% |
60% |
False |
False |
644,455 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
53.6% |
97.0526 |
6.2% |
43% |
False |
False |
643,363 |
| 80 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
65.5% |
108.0920 |
7.0% |
53% |
False |
False |
669,753 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
73.7% |
114.7312 |
7.4% |
59% |
False |
False |
681,131 |
| 120 |
2,706.2750 |
883.1590 |
1,823.1160 |
117.4% |
128.5160 |
8.3% |
37% |
False |
False |
655,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.7798 |
|
2.618 |
1,952.7167 |
|
1.618 |
1,814.1977 |
|
1.000 |
1,728.5930 |
|
0.618 |
1,675.6787 |
|
HIGH |
1,590.0740 |
|
0.618 |
1,537.1597 |
|
0.500 |
1,520.8145 |
|
0.382 |
1,504.4693 |
|
LOW |
1,451.5550 |
|
0.618 |
1,365.9503 |
|
1.000 |
1,313.0360 |
|
1.618 |
1,227.4313 |
|
2.618 |
1,088.9123 |
|
4.250 |
862.8493 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,542.5762 |
1,516.4498 |
| PP |
1,531.6953 |
1,479.4427 |
| S1 |
1,520.8145 |
1,442.4355 |
|