| 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 |
1,553.3080 |
1,527.6190 |
-25.6890 |
-1.7% |
1,302.6070 |
| High |
1,582.9720 |
1,571.2030 |
-11.7690 |
-0.7% |
1,590.0740 |
| Low |
1,511.9870 |
1,488.0080 |
-23.9790 |
-1.6% |
1,294.7970 |
| Close |
1,527.5350 |
1,560.0200 |
32.4850 |
2.1% |
1,560.0200 |
| Range |
70.9850 |
83.1950 |
12.2100 |
17.2% |
295.2770 |
| ATR |
79.8388 |
80.0785 |
0.2397 |
0.3% |
0.0000 |
| Volume |
1,267,126 |
1,009,564 |
-257,562 |
-20.3% |
5,261,694 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.3287 |
1,757.8693 |
1,605.7773 |
|
| R3 |
1,706.1337 |
1,674.6743 |
1,582.8986 |
|
| R2 |
1,622.9387 |
1,622.9387 |
1,575.2724 |
|
| R1 |
1,591.4793 |
1,591.4793 |
1,567.6462 |
1,607.2090 |
| PP |
1,539.7437 |
1,539.7437 |
1,539.7437 |
1,547.6085 |
| S1 |
1,508.2843 |
1,508.2843 |
1,552.3938 |
1,524.0140 |
| S2 |
1,456.5487 |
1,456.5487 |
1,544.7676 |
|
| S3 |
1,373.3537 |
1,425.0893 |
1,537.1414 |
|
| S4 |
1,290.1587 |
1,341.8943 |
1,514.2628 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.4613 |
2,259.0177 |
1,722.4224 |
|
| R3 |
2,072.1843 |
1,963.7407 |
1,641.2212 |
|
| R2 |
1,776.9073 |
1,776.9073 |
1,614.1541 |
|
| R1 |
1,668.4637 |
1,668.4637 |
1,587.0871 |
1,722.6855 |
| PP |
1,481.6303 |
1,481.6303 |
1,481.6303 |
1,508.7413 |
| S1 |
1,373.1867 |
1,373.1867 |
1,532.9529 |
1,427.4085 |
| S2 |
1,186.3533 |
1,186.3533 |
1,505.8859 |
|
| S3 |
891.0763 |
1,077.9097 |
1,478.8188 |
|
| S4 |
595.7993 |
782.6327 |
1,397.6177 |
|
|
| 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 |
1,294.7970 |
295.2770 |
18.9% |
109.6944 |
7.0% |
90% |
False |
False |
1,052,338 |
| 10 |
1,590.0740 |
1,258.4550 |
331.6190 |
21.3% |
78.4991 |
5.0% |
91% |
False |
False |
722,171 |
| 20 |
1,590.0740 |
1,195.5710 |
394.5030 |
25.3% |
65.5399 |
4.2% |
92% |
False |
False |
617,296 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
37.9% |
84.9860 |
5.4% |
62% |
False |
False |
659,515 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
53.4% |
96.7784 |
6.2% |
44% |
False |
False |
659,669 |
| 80 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
65.2% |
108.0956 |
6.9% |
54% |
False |
False |
679,539 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
73.4% |
113.9864 |
7.3% |
59% |
False |
False |
693,549 |
| 120 |
2,447.9500 |
883.1590 |
1,564.7910 |
100.3% |
123.7241 |
7.9% |
43% |
False |
False |
665,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,924.7818 |
|
2.618 |
1,789.0075 |
|
1.618 |
1,705.8125 |
|
1.000 |
1,654.3980 |
|
0.618 |
1,622.6175 |
|
HIGH |
1,571.2030 |
|
0.618 |
1,539.4225 |
|
0.500 |
1,529.6055 |
|
0.382 |
1,519.7885 |
|
LOW |
1,488.0080 |
|
0.618 |
1,436.5935 |
|
1.000 |
1,404.8130 |
|
1.618 |
1,353.3985 |
|
2.618 |
1,270.2035 |
|
4.250 |
1,134.4293 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,549.8818 |
1,546.9515 |
| PP |
1,539.7437 |
1,533.8830 |
| S1 |
1,529.6055 |
1,520.8145 |
|