| 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 |
3,841.00 |
3,844.25 |
3.25 |
0.1% |
3,591.00 |
| High |
3,897.50 |
3,870.75 |
-26.75 |
-0.7% |
3,777.25 |
| Low |
3,824.25 |
3,757.50 |
-66.75 |
-1.7% |
3,590.50 |
| Close |
3,841.00 |
3,819.50 |
-21.50 |
-0.6% |
3,764.00 |
| Range |
73.25 |
113.25 |
40.00 |
54.6% |
186.75 |
| ATR |
98.15 |
99.23 |
1.08 |
1.1% |
0.00 |
| Volume |
2,118,534 |
2,211,786 |
93,252 |
4.4% |
12,132,452 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,155.75 |
4,100.75 |
3,881.75 |
|
| R3 |
4,042.50 |
3,987.50 |
3,850.75 |
|
| R2 |
3,929.25 |
3,929.25 |
3,840.25 |
|
| R1 |
3,874.25 |
3,874.25 |
3,830.00 |
3,845.00 |
| PP |
3,816.00 |
3,816.00 |
3,816.00 |
3,801.25 |
| S1 |
3,761.00 |
3,761.00 |
3,809.00 |
3,732.00 |
| S2 |
3,702.75 |
3,702.75 |
3,798.75 |
|
| S3 |
3,589.50 |
3,647.75 |
3,788.25 |
|
| S4 |
3,476.25 |
3,534.50 |
3,757.25 |
|
|
| 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% |
97.50 |
2.6% |
70% |
False |
False |
2,191,568 |
| 10 |
3,897.50 |
3,590.50 |
307.00 |
8.0% |
100.25 |
2.6% |
75% |
False |
False |
2,313,968 |
| 20 |
3,897.50 |
3,502.00 |
395.50 |
10.4% |
102.25 |
2.7% |
80% |
False |
False |
2,347,886 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.6% |
98.50 |
2.6% |
47% |
False |
False |
2,159,830 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
88.00 |
2.3% |
38% |
False |
False |
1,442,566 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
84.75 |
2.2% |
38% |
False |
False |
1,082,497 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
88.00 |
2.3% |
38% |
False |
False |
866,444 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.1% |
90.75 |
2.4% |
38% |
False |
False |
722,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,352.00 |
|
2.618 |
4,167.25 |
|
1.618 |
4,054.00 |
|
1.000 |
3,984.00 |
|
0.618 |
3,940.75 |
|
HIGH |
3,870.75 |
|
0.618 |
3,827.50 |
|
0.500 |
3,814.00 |
|
0.382 |
3,800.75 |
|
LOW |
3,757.50 |
|
0.618 |
3,687.50 |
|
1.000 |
3,644.25 |
|
1.618 |
3,574.25 |
|
2.618 |
3,461.00 |
|
4.250 |
3,276.25 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,817.75 |
3,827.50 |
| PP |
3,816.00 |
3,824.75 |
| S1 |
3,814.00 |
3,822.25 |
|