| 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 |
3,844.25 |
3,798.25 |
-46.00 |
-1.2% |
3,771.00 |
| High |
3,870.75 |
3,924.25 |
53.50 |
1.4% |
3,924.25 |
| Low |
3,757.50 |
3,776.75 |
19.25 |
0.5% |
3,736.50 |
| Close |
3,819.50 |
3,911.25 |
91.75 |
2.4% |
3,911.25 |
| Range |
113.25 |
147.50 |
34.25 |
30.2% |
187.75 |
| ATR |
99.23 |
102.68 |
3.45 |
3.5% |
0.00 |
| Volume |
2,211,786 |
2,084,386 |
-127,400 |
-5.8% |
10,361,209 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,313.25 |
4,259.75 |
3,992.50 |
|
| R3 |
4,165.75 |
4,112.25 |
3,951.75 |
|
| R2 |
4,018.25 |
4,018.25 |
3,938.25 |
|
| R1 |
3,964.75 |
3,964.75 |
3,924.75 |
3,991.50 |
| PP |
3,870.75 |
3,870.75 |
3,870.75 |
3,884.00 |
| S1 |
3,817.25 |
3,817.25 |
3,897.75 |
3,844.00 |
| S2 |
3,723.25 |
3,723.25 |
3,884.25 |
|
| S3 |
3,575.75 |
3,669.75 |
3,870.75 |
|
| S4 |
3,428.25 |
3,522.25 |
3,830.00 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,420.50 |
4,353.75 |
4,014.50 |
|
| R3 |
4,232.75 |
4,166.00 |
3,963.00 |
|
| R2 |
4,045.00 |
4,045.00 |
3,945.75 |
|
| R1 |
3,978.25 |
3,978.25 |
3,928.50 |
4,011.50 |
| PP |
3,857.25 |
3,857.25 |
3,857.25 |
3,874.00 |
| S1 |
3,790.50 |
3,790.50 |
3,894.00 |
3,824.00 |
| S2 |
3,669.50 |
3,669.50 |
3,876.75 |
|
| S3 |
3,481.75 |
3,602.75 |
3,859.50 |
|
| S4 |
3,294.00 |
3,415.00 |
3,808.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,924.25 |
3,736.50 |
187.75 |
4.8% |
100.75 |
2.6% |
93% |
True |
False |
2,072,241 |
| 10 |
3,924.25 |
3,590.50 |
333.75 |
8.5% |
100.75 |
2.6% |
96% |
True |
False |
2,249,366 |
| 20 |
3,924.25 |
3,502.00 |
422.25 |
10.8% |
104.75 |
2.7% |
97% |
True |
False |
2,303,296 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.2% |
100.50 |
2.6% |
61% |
False |
False |
2,211,429 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
21.6% |
90.00 |
2.3% |
49% |
False |
False |
1,477,270 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
21.6% |
85.75 |
2.2% |
49% |
False |
False |
1,108,521 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
21.6% |
88.75 |
2.3% |
49% |
False |
False |
887,287 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
21.6% |
91.00 |
2.3% |
49% |
False |
False |
739,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,551.00 |
|
2.618 |
4,310.50 |
|
1.618 |
4,163.00 |
|
1.000 |
4,071.75 |
|
0.618 |
4,015.50 |
|
HIGH |
3,924.25 |
|
0.618 |
3,868.00 |
|
0.500 |
3,850.50 |
|
0.382 |
3,833.00 |
|
LOW |
3,776.75 |
|
0.618 |
3,685.50 |
|
1.000 |
3,629.25 |
|
1.618 |
3,538.00 |
|
2.618 |
3,390.50 |
|
4.250 |
3,150.00 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,891.00 |
3,887.75 |
| PP |
3,870.75 |
3,864.25 |
| S1 |
3,850.50 |
3,841.00 |
|