| 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 |
11,510.00 |
11,417.75 |
-92.25 |
-0.8% |
10,720.00 |
| High |
11,703.50 |
11,537.50 |
-166.00 |
-1.4% |
11,431.75 |
| Low |
11,415.00 |
10,921.50 |
-493.50 |
-4.3% |
10,713.00 |
| Close |
11,446.00 |
11,235.25 |
-210.75 |
-1.8% |
11,358.50 |
| Range |
288.50 |
616.00 |
327.50 |
113.5% |
718.75 |
| ATR |
359.53 |
377.85 |
18.32 |
5.1% |
0.00 |
| Volume |
784,638 |
769,071 |
-15,567 |
-2.0% |
3,785,335 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,079.50 |
12,773.25 |
11,574.00 |
|
| R3 |
12,463.50 |
12,157.25 |
11,404.75 |
|
| R2 |
11,847.50 |
11,847.50 |
11,348.25 |
|
| R1 |
11,541.25 |
11,541.25 |
11,291.75 |
11,386.50 |
| PP |
11,231.50 |
11,231.50 |
11,231.50 |
11,154.00 |
| S1 |
10,925.25 |
10,925.25 |
11,178.75 |
10,770.50 |
| S2 |
10,615.50 |
10,615.50 |
11,122.25 |
|
| S3 |
9,999.50 |
10,309.25 |
11,065.75 |
|
| S4 |
9,383.50 |
9,693.25 |
10,896.50 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,324.00 |
13,060.00 |
11,753.75 |
|
| R3 |
12,605.25 |
12,341.25 |
11,556.25 |
|
| R2 |
11,886.50 |
11,886.50 |
11,490.25 |
|
| R1 |
11,622.50 |
11,622.50 |
11,424.50 |
11,754.50 |
| PP |
11,167.75 |
11,167.75 |
11,167.75 |
11,233.75 |
| S1 |
10,903.75 |
10,903.75 |
11,292.50 |
11,035.75 |
| S2 |
10,449.00 |
10,449.00 |
11,226.75 |
|
| S3 |
9,730.25 |
10,185.00 |
11,160.75 |
|
| S4 |
9,011.50 |
9,466.25 |
10,963.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,734.00 |
10,921.50 |
812.50 |
7.2% |
396.25 |
3.5% |
39% |
False |
True |
753,977 |
| 10 |
11,734.00 |
10,713.00 |
1,021.00 |
9.1% |
394.50 |
3.5% |
51% |
False |
False |
755,779 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
11.1% |
379.50 |
3.4% |
60% |
False |
False |
778,673 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
22.3% |
364.75 |
3.2% |
30% |
False |
False |
662,991 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.7% |
336.25 |
3.0% |
22% |
False |
False |
442,337 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.7% |
334.25 |
3.0% |
22% |
False |
False |
331,920 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.7% |
341.50 |
3.0% |
22% |
False |
False |
265,649 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.7% |
351.25 |
3.1% |
22% |
False |
False |
221,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,155.50 |
|
2.618 |
13,150.25 |
|
1.618 |
12,534.25 |
|
1.000 |
12,153.50 |
|
0.618 |
11,918.25 |
|
HIGH |
11,537.50 |
|
0.618 |
11,302.25 |
|
0.500 |
11,229.50 |
|
0.382 |
11,156.75 |
|
LOW |
10,921.50 |
|
0.618 |
10,540.75 |
|
1.000 |
10,305.50 |
|
1.618 |
9,924.75 |
|
2.618 |
9,308.75 |
|
4.250 |
8,303.50 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,233.25 |
11,327.75 |
| PP |
11,231.50 |
11,297.00 |
| S1 |
11,229.50 |
11,266.00 |
|