| 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 |
11,388.80 |
11,187.74 |
-201.06 |
-1.8% |
11,321.33 |
| High |
11,415.37 |
11,563.16 |
147.79 |
1.3% |
11,681.85 |
| Low |
11,179.90 |
11,187.25 |
7.35 |
0.1% |
11,167.27 |
| Close |
11,191.63 |
11,546.21 |
354.58 |
3.2% |
11,546.21 |
| Range |
235.47 |
375.91 |
140.44 |
59.6% |
514.58 |
| ATR |
310.44 |
315.12 |
4.68 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,559.94 |
12,428.98 |
11,752.96 |
|
| R3 |
12,184.03 |
12,053.07 |
11,649.59 |
|
| R2 |
11,808.12 |
11,808.12 |
11,615.13 |
|
| R1 |
11,677.16 |
11,677.16 |
11,580.67 |
11,742.64 |
| PP |
11,432.21 |
11,432.21 |
11,432.21 |
11,464.95 |
| S1 |
11,301.25 |
11,301.25 |
11,511.75 |
11,366.73 |
| S2 |
11,056.30 |
11,056.30 |
11,477.29 |
|
| S3 |
10,680.39 |
10,925.34 |
11,442.83 |
|
| S4 |
10,304.48 |
10,549.43 |
11,339.46 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,008.85 |
12,792.11 |
11,829.23 |
|
| R3 |
12,494.27 |
12,277.53 |
11,687.72 |
|
| R2 |
11,979.69 |
11,979.69 |
11,640.55 |
|
| R1 |
11,762.95 |
11,762.95 |
11,593.38 |
11,871.32 |
| PP |
11,465.11 |
11,465.11 |
11,465.11 |
11,519.30 |
| S1 |
11,248.37 |
11,248.37 |
11,499.04 |
11,356.74 |
| S2 |
10,950.53 |
10,950.53 |
11,451.87 |
|
| S3 |
10,435.95 |
10,733.79 |
11,404.70 |
|
| S4 |
9,921.37 |
10,219.21 |
11,263.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,681.85 |
11,167.27 |
514.58 |
4.5% |
276.49 |
2.4% |
74% |
False |
False |
|
| 10 |
11,681.85 |
10,959.74 |
722.11 |
6.3% |
271.33 |
2.3% |
81% |
False |
False |
|
| 20 |
11,681.85 |
10,444.78 |
1,237.07 |
10.7% |
287.10 |
2.5% |
89% |
False |
False |
|
| 40 |
12,752.83 |
10,444.78 |
2,308.05 |
20.0% |
273.84 |
2.4% |
48% |
False |
False |
|
| 60 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
257.59 |
2.2% |
34% |
False |
False |
|
| 80 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
259.58 |
2.2% |
34% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
263.49 |
2.3% |
34% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
276.82 |
2.4% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,160.78 |
|
2.618 |
12,547.29 |
|
1.618 |
12,171.38 |
|
1.000 |
11,939.07 |
|
0.618 |
11,795.47 |
|
HIGH |
11,563.16 |
|
0.618 |
11,419.56 |
|
0.500 |
11,375.21 |
|
0.382 |
11,330.85 |
|
LOW |
11,187.25 |
|
0.618 |
10,954.94 |
|
1.000 |
10,811.34 |
|
1.618 |
10,579.03 |
|
2.618 |
10,203.12 |
|
4.250 |
9,589.63 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,489.21 |
11,503.63 |
| PP |
11,432.21 |
11,461.06 |
| S1 |
11,375.21 |
11,418.48 |
|