| 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 |
11,417.75 |
11,122.75 |
-295.00 |
-2.6% |
11,393.75 |
| High |
11,537.50 |
11,626.00 |
88.50 |
0.8% |
11,734.00 |
| Low |
10,921.50 |
11,062.00 |
140.50 |
1.3% |
10,921.50 |
| Close |
11,235.25 |
11,587.00 |
351.75 |
3.1% |
11,587.00 |
| Range |
616.00 |
564.00 |
-52.00 |
-8.4% |
812.50 |
| ATR |
377.85 |
391.14 |
13.30 |
3.5% |
0.00 |
| Volume |
769,071 |
728,261 |
-40,810 |
-5.3% |
3,657,196 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,117.00 |
12,916.00 |
11,897.25 |
|
| R3 |
12,553.00 |
12,352.00 |
11,742.00 |
|
| R2 |
11,989.00 |
11,989.00 |
11,690.50 |
|
| R1 |
11,788.00 |
11,788.00 |
11,638.75 |
11,888.50 |
| PP |
11,425.00 |
11,425.00 |
11,425.00 |
11,475.25 |
| S1 |
11,224.00 |
11,224.00 |
11,535.25 |
11,324.50 |
| S2 |
10,861.00 |
10,861.00 |
11,483.50 |
|
| S3 |
10,297.00 |
10,660.00 |
11,432.00 |
|
| S4 |
9,733.00 |
10,096.00 |
11,276.75 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,851.75 |
13,531.75 |
12,034.00 |
|
| R3 |
13,039.25 |
12,719.25 |
11,810.50 |
|
| R2 |
12,226.75 |
12,226.75 |
11,736.00 |
|
| R1 |
11,906.75 |
11,906.75 |
11,661.50 |
12,066.75 |
| PP |
11,414.25 |
11,414.25 |
11,414.25 |
11,494.00 |
| S1 |
11,094.25 |
11,094.25 |
11,512.50 |
11,254.25 |
| S2 |
10,601.75 |
10,601.75 |
11,438.00 |
|
| S3 |
9,789.25 |
10,281.75 |
11,363.50 |
|
| S4 |
8,976.75 |
9,469.25 |
11,140.00 |
|
|
| 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 |
7.0% |
419.00 |
3.6% |
82% |
False |
False |
731,439 |
| 10 |
11,734.00 |
10,713.00 |
1,021.00 |
8.8% |
398.25 |
3.4% |
86% |
False |
False |
744,253 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
10.8% |
391.25 |
3.4% |
88% |
False |
False |
771,178 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
21.6% |
371.75 |
3.2% |
44% |
False |
False |
681,120 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
343.00 |
3.0% |
33% |
False |
False |
454,468 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
337.25 |
2.9% |
33% |
False |
False |
341,016 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
344.00 |
3.0% |
33% |
False |
False |
272,930 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.8% |
352.25 |
3.0% |
33% |
False |
False |
227,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,023.00 |
|
2.618 |
13,102.50 |
|
1.618 |
12,538.50 |
|
1.000 |
12,190.00 |
|
0.618 |
11,974.50 |
|
HIGH |
11,626.00 |
|
0.618 |
11,410.50 |
|
0.500 |
11,344.00 |
|
0.382 |
11,277.50 |
|
LOW |
11,062.00 |
|
0.618 |
10,713.50 |
|
1.000 |
10,498.00 |
|
1.618 |
10,149.50 |
|
2.618 |
9,585.50 |
|
4.250 |
8,665.00 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,506.00 |
11,495.50 |
| PP |
11,425.00 |
11,404.00 |
| S1 |
11,344.00 |
11,312.50 |
|