| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,299.2750 |
1,294.2950 |
-4.9800 |
-0.4% |
1,331.0200 |
| High |
1,302.8390 |
1,341.4220 |
38.5830 |
3.0% |
1,341.4220 |
| Low |
1,195.5710 |
1,284.3180 |
88.7470 |
7.4% |
1,195.5710 |
| Close |
1,294.2950 |
1,301.4550 |
7.1600 |
0.6% |
1,301.4550 |
| Range |
107.2680 |
57.1040 |
-50.1640 |
-46.8% |
145.8510 |
| ATR |
78.4492 |
76.9245 |
-1.5247 |
-1.9% |
0.0000 |
| Volume |
956,481 |
831,798 |
-124,683 |
-13.0% |
2,837,532 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.3770 |
1,448.0200 |
1,332.8622 |
|
| R3 |
1,423.2730 |
1,390.9160 |
1,317.1586 |
|
| R2 |
1,366.1690 |
1,366.1690 |
1,311.9241 |
|
| R1 |
1,333.8120 |
1,333.8120 |
1,306.6895 |
1,349.9905 |
| PP |
1,309.0650 |
1,309.0650 |
1,309.0650 |
1,317.1543 |
| S1 |
1,276.7080 |
1,276.7080 |
1,296.2205 |
1,292.8865 |
| S2 |
1,251.9610 |
1,251.9610 |
1,290.9859 |
|
| S3 |
1,194.8570 |
1,219.6040 |
1,285.7514 |
|
| S4 |
1,137.7530 |
1,162.5000 |
1,270.0478 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,717.0357 |
1,655.0963 |
1,381.6731 |
|
| R3 |
1,571.1847 |
1,509.2453 |
1,341.5640 |
|
| R2 |
1,425.3337 |
1,425.3337 |
1,328.1944 |
|
| R1 |
1,363.3943 |
1,363.3943 |
1,314.8247 |
1,321.4385 |
| PP |
1,279.4827 |
1,279.4827 |
1,279.4827 |
1,258.5048 |
| S1 |
1,217.5433 |
1,217.5433 |
1,288.0853 |
1,175.5875 |
| S2 |
1,133.6317 |
1,133.6317 |
1,274.7157 |
|
| S3 |
987.7807 |
1,071.6923 |
1,261.3460 |
|
| S4 |
841.9297 |
925.8413 |
1,221.2370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,341.4220 |
1,195.5710 |
145.8510 |
11.2% |
55.1300 |
4.2% |
73% |
True |
False |
567,506 |
| 10 |
1,382.5130 |
1,195.5710 |
186.9420 |
14.4% |
52.5806 |
4.0% |
57% |
False |
False |
512,421 |
| 20 |
1,475.4060 |
1,195.5710 |
279.8350 |
21.5% |
71.9347 |
5.5% |
38% |
False |
False |
624,387 |
| 40 |
1,877.9650 |
1,195.5710 |
682.3940 |
52.4% |
95.7539 |
7.4% |
16% |
False |
False |
652,006 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
64.0% |
108.0970 |
8.3% |
13% |
False |
False |
650,666 |
| 80 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
78.9% |
109.9966 |
8.5% |
29% |
False |
False |
684,033 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
88.0% |
119.0342 |
9.1% |
37% |
False |
False |
668,882 |
| 120 |
2,977.8720 |
883.1590 |
2,094.7130 |
161.0% |
133.9949 |
10.3% |
20% |
False |
False |
632,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,584.1140 |
|
2.618 |
1,490.9203 |
|
1.618 |
1,433.8163 |
|
1.000 |
1,398.5260 |
|
0.618 |
1,376.7123 |
|
HIGH |
1,341.4220 |
|
0.618 |
1,319.6083 |
|
0.500 |
1,312.8700 |
|
0.382 |
1,306.1317 |
|
LOW |
1,284.3180 |
|
0.618 |
1,249.0277 |
|
1.000 |
1,227.2140 |
|
1.618 |
1,191.9237 |
|
2.618 |
1,134.8197 |
|
4.250 |
1,041.6260 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,312.8700 |
1,290.4688 |
| PP |
1,309.0650 |
1,279.4827 |
| S1 |
1,305.2600 |
1,268.4965 |
|