| 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 |
3,803.25 |
3,841.00 |
37.75 |
1.0% |
3,591.00 |
| High |
3,874.25 |
3,897.50 |
23.25 |
0.6% |
3,777.25 |
| Low |
3,790.00 |
3,824.25 |
34.25 |
0.9% |
3,590.50 |
| Close |
3,870.25 |
3,841.00 |
-29.25 |
-0.8% |
3,764.00 |
| Range |
84.25 |
73.25 |
-11.00 |
-13.1% |
186.75 |
| ATR |
100.07 |
98.15 |
-1.92 |
-1.9% |
0.00 |
| Volume |
1,836,723 |
2,118,534 |
281,811 |
15.3% |
12,132,452 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,074.00 |
4,030.75 |
3,881.25 |
|
| R3 |
4,000.75 |
3,957.50 |
3,861.25 |
|
| R2 |
3,927.50 |
3,927.50 |
3,854.50 |
|
| R1 |
3,884.25 |
3,884.25 |
3,847.75 |
3,877.50 |
| PP |
3,854.25 |
3,854.25 |
3,854.25 |
3,851.00 |
| S1 |
3,811.00 |
3,811.00 |
3,834.25 |
3,804.50 |
| S2 |
3,781.00 |
3,781.00 |
3,827.50 |
|
| S3 |
3,707.75 |
3,737.75 |
3,820.75 |
|
| S4 |
3,634.50 |
3,664.50 |
3,800.75 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,270.75 |
4,204.25 |
3,866.75 |
|
| R3 |
4,084.00 |
4,017.50 |
3,815.25 |
|
| R2 |
3,897.25 |
3,897.25 |
3,798.25 |
|
| R1 |
3,830.75 |
3,830.75 |
3,781.00 |
3,864.00 |
| PP |
3,710.50 |
3,710.50 |
3,710.50 |
3,727.25 |
| S1 |
3,644.00 |
3,644.00 |
3,747.00 |
3,677.25 |
| S2 |
3,523.75 |
3,523.75 |
3,729.75 |
|
| S3 |
3,337.00 |
3,457.25 |
3,712.75 |
|
| S4 |
3,150.25 |
3,270.50 |
3,661.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,897.50 |
3,641.50 |
256.00 |
6.7% |
91.25 |
2.4% |
78% |
True |
False |
2,229,952 |
| 10 |
3,897.50 |
3,502.00 |
395.50 |
10.3% |
108.50 |
2.8% |
86% |
True |
False |
2,421,654 |
| 20 |
3,897.50 |
3,502.00 |
395.50 |
10.3% |
102.25 |
2.7% |
86% |
True |
False |
2,380,328 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.5% |
97.25 |
2.5% |
50% |
False |
False |
2,105,040 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
87.50 |
2.3% |
40% |
False |
False |
1,405,755 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
84.25 |
2.2% |
40% |
False |
False |
1,054,904 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
87.50 |
2.3% |
40% |
False |
False |
844,327 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.0% |
90.75 |
2.4% |
40% |
False |
False |
703,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,208.75 |
|
2.618 |
4,089.25 |
|
1.618 |
4,016.00 |
|
1.000 |
3,970.75 |
|
0.618 |
3,942.75 |
|
HIGH |
3,897.50 |
|
0.618 |
3,869.50 |
|
0.500 |
3,861.00 |
|
0.382 |
3,852.25 |
|
LOW |
3,824.25 |
|
0.618 |
3,779.00 |
|
1.000 |
3,751.00 |
|
1.618 |
3,705.75 |
|
2.618 |
3,632.50 |
|
4.250 |
3,513.00 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,861.00 |
3,833.00 |
| PP |
3,854.25 |
3,825.00 |
| S1 |
3,847.50 |
3,817.00 |
|