| 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 |
7,041.5 |
7,039.5 |
-2.0 |
0.0% |
7,023.0 |
| High |
7,097.0 |
7,083.0 |
-14.0 |
-0.2% |
7,097.0 |
| Low |
7,027.5 |
6,993.5 |
-34.0 |
-0.5% |
6,917.5 |
| Close |
7,075.5 |
7,044.0 |
-31.5 |
-0.4% |
7,044.0 |
| Range |
69.5 |
89.5 |
20.0 |
28.8% |
179.5 |
| ATR |
116.5 |
114.6 |
-1.9 |
-1.7% |
0.0 |
| Volume |
87,147 |
89,214 |
2,067 |
2.4% |
479,814 |
|
| Daily Pivots for day following 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,308.5 |
7,266.0 |
7,093.0 |
|
| R3 |
7,219.0 |
7,176.5 |
7,068.5 |
|
| R2 |
7,129.5 |
7,129.5 |
7,060.5 |
|
| R1 |
7,087.0 |
7,087.0 |
7,052.0 |
7,108.0 |
| PP |
7,040.0 |
7,040.0 |
7,040.0 |
7,051.0 |
| S1 |
6,997.5 |
6,997.5 |
7,036.0 |
7,019.0 |
| S2 |
6,950.5 |
6,950.5 |
7,027.5 |
|
| S3 |
6,861.0 |
6,908.0 |
7,019.5 |
|
| S4 |
6,771.5 |
6,818.5 |
6,995.0 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,558.0 |
7,480.5 |
7,142.5 |
|
| R3 |
7,378.5 |
7,301.0 |
7,093.5 |
|
| R2 |
7,199.0 |
7,199.0 |
7,077.0 |
|
| R1 |
7,121.5 |
7,121.5 |
7,060.5 |
7,160.0 |
| PP |
7,019.5 |
7,019.5 |
7,019.5 |
7,039.0 |
| S1 |
6,942.0 |
6,942.0 |
7,027.5 |
6,981.0 |
| S2 |
6,840.0 |
6,840.0 |
7,011.0 |
|
| S3 |
6,660.5 |
6,762.5 |
6,994.5 |
|
| S4 |
6,481.0 |
6,583.0 |
6,945.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,097.0 |
6,917.5 |
179.5 |
2.5% |
96.5 |
1.4% |
70% |
False |
False |
95,962 |
| 10 |
7,097.0 |
6,839.0 |
258.0 |
3.7% |
102.5 |
1.5% |
79% |
False |
False |
95,719 |
| 20 |
7,117.5 |
6,712.5 |
405.0 |
5.7% |
118.0 |
1.7% |
82% |
False |
False |
109,436 |
| 40 |
7,529.5 |
6,712.5 |
817.0 |
11.6% |
120.0 |
1.7% |
41% |
False |
False |
119,029 |
| 60 |
7,580.0 |
6,712.5 |
867.5 |
12.3% |
97.5 |
1.4% |
38% |
False |
False |
79,376 |
| 80 |
7,580.0 |
6,712.5 |
867.5 |
12.3% |
75.5 |
1.1% |
38% |
False |
False |
59,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,463.5 |
|
2.618 |
7,317.5 |
|
1.618 |
7,228.0 |
|
1.000 |
7,172.5 |
|
0.618 |
7,138.5 |
|
HIGH |
7,083.0 |
|
0.618 |
7,049.0 |
|
0.500 |
7,038.0 |
|
0.382 |
7,027.5 |
|
LOW |
6,993.5 |
|
0.618 |
6,938.0 |
|
1.000 |
6,904.0 |
|
1.618 |
6,848.5 |
|
2.618 |
6,759.0 |
|
4.250 |
6,613.0 |
|
|
| Fisher Pivots for day following 28-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,042.0 |
7,039.0 |
| PP |
7,040.0 |
7,034.5 |
| S1 |
7,038.0 |
7,030.0 |
|