| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,657.2 |
1,634.6 |
-22.6 |
-1.4% |
1,703.4 |
| High |
1,659.8 |
1,650.3 |
-9.5 |
-0.6% |
1,707.4 |
| Low |
1,632.2 |
1,626.3 |
-5.9 |
-0.4% |
1,645.6 |
| Close |
1,634.2 |
1,636.8 |
2.6 |
0.2% |
1,648.9 |
| Range |
27.6 |
24.0 |
-3.6 |
-13.0% |
61.8 |
| ATR |
27.4 |
27.2 |
-0.2 |
-0.9% |
0.0 |
| Volume |
179,246 |
163,734 |
-15,512 |
-8.7% |
880,909 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,709.8 |
1,697.3 |
1,650.0 |
|
| R3 |
1,685.8 |
1,673.3 |
1,643.4 |
|
| R2 |
1,661.8 |
1,661.8 |
1,641.2 |
|
| R1 |
1,649.3 |
1,649.3 |
1,639.0 |
1,655.6 |
| PP |
1,637.8 |
1,637.8 |
1,637.8 |
1,640.9 |
| S1 |
1,625.3 |
1,625.3 |
1,634.6 |
1,631.6 |
| S2 |
1,613.8 |
1,613.8 |
1,632.4 |
|
| S3 |
1,589.8 |
1,601.3 |
1,630.2 |
|
| S4 |
1,565.8 |
1,577.3 |
1,623.6 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,852.7 |
1,812.6 |
1,682.9 |
|
| R3 |
1,790.9 |
1,750.8 |
1,665.9 |
|
| R2 |
1,729.1 |
1,729.1 |
1,660.2 |
|
| R1 |
1,689.0 |
1,689.0 |
1,654.6 |
1,678.2 |
| PP |
1,667.3 |
1,667.3 |
1,667.3 |
1,661.9 |
| S1 |
1,627.2 |
1,627.2 |
1,643.2 |
1,616.4 |
| S2 |
1,605.5 |
1,605.5 |
1,637.6 |
|
| S3 |
1,543.7 |
1,565.4 |
1,631.9 |
|
| S4 |
1,481.9 |
1,503.6 |
1,614.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,677.8 |
1,626.3 |
51.5 |
3.1% |
24.9 |
1.5% |
20% |
False |
True |
167,641 |
| 10 |
1,722.8 |
1,626.3 |
96.5 |
5.9% |
26.5 |
1.6% |
11% |
False |
True |
169,339 |
| 20 |
1,738.7 |
1,622.2 |
116.5 |
7.1% |
28.5 |
1.7% |
13% |
False |
False |
187,418 |
| 40 |
1,778.8 |
1,622.2 |
156.6 |
9.6% |
26.9 |
1.6% |
9% |
False |
False |
184,713 |
| 60 |
1,824.6 |
1,622.2 |
202.4 |
12.4% |
25.0 |
1.5% |
7% |
False |
False |
169,272 |
| 80 |
1,855.1 |
1,622.2 |
232.9 |
14.2% |
25.4 |
1.5% |
6% |
False |
False |
141,430 |
| 100 |
1,900.8 |
1,622.2 |
278.6 |
17.0% |
25.6 |
1.6% |
5% |
False |
False |
114,502 |
| 120 |
1,933.5 |
1,622.2 |
311.3 |
19.0% |
25.9 |
1.6% |
5% |
False |
False |
95,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,752.3 |
|
2.618 |
1,713.1 |
|
1.618 |
1,689.1 |
|
1.000 |
1,674.3 |
|
0.618 |
1,665.1 |
|
HIGH |
1,650.3 |
|
0.618 |
1,641.1 |
|
0.500 |
1,638.3 |
|
0.382 |
1,635.5 |
|
LOW |
1,626.3 |
|
0.618 |
1,611.5 |
|
1.000 |
1,602.3 |
|
1.618 |
1,587.5 |
|
2.618 |
1,563.5 |
|
4.250 |
1,524.3 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,638.3 |
1,646.2 |
| PP |
1,637.8 |
1,643.0 |
| S1 |
1,637.3 |
1,639.9 |
|