Trading Metrics calculated at close of trading on 13-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
1,673.4 |
1,680.2 |
6.8 |
0.4% |
1,670.5 |
High |
1,685.1 |
1,688.9 |
3.8 |
0.2% |
1,738.7 |
Low |
1,668.0 |
1,648.3 |
-19.7 |
-1.2% |
1,666.5 |
Close |
1,677.5 |
1,677.0 |
-0.5 |
0.0% |
1,709.3 |
Range |
17.1 |
40.6 |
23.5 |
137.4% |
72.2 |
ATR |
27.3 |
28.3 |
0.9 |
3.5% |
0.0 |
Volume |
131,769 |
237,007 |
105,238 |
79.9% |
890,687 |
|
Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.2 |
1,775.7 |
1,699.3 |
|
R3 |
1,752.6 |
1,735.1 |
1,688.2 |
|
R2 |
1,712.0 |
1,712.0 |
1,684.4 |
|
R1 |
1,694.5 |
1,694.5 |
1,680.7 |
1,683.0 |
PP |
1,671.4 |
1,671.4 |
1,671.4 |
1,665.6 |
S1 |
1,653.9 |
1,653.9 |
1,673.3 |
1,642.4 |
S2 |
1,630.8 |
1,630.8 |
1,669.6 |
|
S3 |
1,590.2 |
1,613.3 |
1,665.8 |
|
S4 |
1,549.6 |
1,572.7 |
1,654.7 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.4 |
1,887.6 |
1,749.0 |
|
R3 |
1,849.2 |
1,815.4 |
1,729.2 |
|
R2 |
1,777.0 |
1,777.0 |
1,722.5 |
|
R1 |
1,743.2 |
1,743.2 |
1,715.9 |
1,760.1 |
PP |
1,704.8 |
1,704.8 |
1,704.8 |
1,713.3 |
S1 |
1,671.0 |
1,671.0 |
1,702.7 |
1,687.9 |
S2 |
1,632.6 |
1,632.6 |
1,696.1 |
|
S3 |
1,560.4 |
1,598.8 |
1,689.4 |
|
S4 |
1,488.2 |
1,526.6 |
1,669.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,722.8 |
1,648.3 |
74.5 |
4.4% |
28.2 |
1.7% |
39% |
False |
True |
171,036 |
10 |
1,738.7 |
1,648.3 |
90.4 |
5.4% |
28.4 |
1.7% |
32% |
False |
True |
176,841 |
20 |
1,738.7 |
1,622.2 |
116.5 |
6.9% |
29.1 |
1.7% |
47% |
False |
False |
194,085 |
40 |
1,786.3 |
1,622.2 |
164.1 |
9.8% |
26.1 |
1.6% |
33% |
False |
False |
180,352 |
60 |
1,824.6 |
1,622.2 |
202.4 |
12.1% |
25.2 |
1.5% |
27% |
False |
False |
162,186 |
80 |
1,870.0 |
1,622.2 |
247.8 |
14.8% |
25.0 |
1.5% |
22% |
False |
False |
131,389 |
100 |
1,900.8 |
1,622.2 |
278.6 |
16.6% |
25.3 |
1.5% |
20% |
False |
False |
106,266 |
120 |
1,957.2 |
1,622.2 |
335.0 |
20.0% |
26.0 |
1.5% |
16% |
False |
False |
88,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,861.5 |
2.618 |
1,795.2 |
1.618 |
1,754.6 |
1.000 |
1,729.5 |
0.618 |
1,714.0 |
HIGH |
1,688.9 |
0.618 |
1,673.4 |
0.500 |
1,668.6 |
0.382 |
1,663.8 |
LOW |
1,648.3 |
0.618 |
1,623.2 |
1.000 |
1,607.7 |
1.618 |
1,582.6 |
2.618 |
1,542.0 |
4.250 |
1,475.8 |
|
|
Fisher Pivots for day following 13-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,674.2 |
1,674.6 |
PP |
1,671.4 |
1,672.2 |
S1 |
1,668.6 |
1,669.8 |
|