| 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 |
3,316.0 |
3,329.0 |
13.0 |
0.4% |
3,251.0 |
| High |
3,363.0 |
3,402.0 |
39.0 |
1.2% |
3,492.0 |
| Low |
3,310.0 |
3,251.0 |
-59.0 |
-1.8% |
3,236.0 |
| Close |
3,333.0 |
3,362.0 |
29.0 |
0.9% |
3,374.0 |
| Range |
53.0 |
151.0 |
98.0 |
184.9% |
256.0 |
| ATR |
81.0 |
86.0 |
5.0 |
6.2% |
0.0 |
| Volume |
961,988 |
1,591,828 |
629,840 |
65.5% |
4,958,689 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,791.3 |
3,727.7 |
3,445.1 |
|
| R3 |
3,640.3 |
3,576.7 |
3,403.5 |
|
| R2 |
3,489.3 |
3,489.3 |
3,389.7 |
|
| R1 |
3,425.7 |
3,425.7 |
3,375.8 |
3,457.5 |
| PP |
3,338.3 |
3,338.3 |
3,338.3 |
3,354.3 |
| S1 |
3,274.7 |
3,274.7 |
3,348.2 |
3,306.5 |
| S2 |
3,187.3 |
3,187.3 |
3,334.3 |
|
| S3 |
3,036.3 |
3,123.7 |
3,320.5 |
|
| S4 |
2,885.3 |
2,972.7 |
3,279.0 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,135.3 |
4,010.7 |
3,514.8 |
|
| R3 |
3,879.3 |
3,754.7 |
3,444.4 |
|
| R2 |
3,623.3 |
3,623.3 |
3,420.9 |
|
| R1 |
3,498.7 |
3,498.7 |
3,397.5 |
3,561.0 |
| PP |
3,367.3 |
3,367.3 |
3,367.3 |
3,398.5 |
| S1 |
3,242.7 |
3,242.7 |
3,350.5 |
3,305.0 |
| S2 |
3,111.3 |
3,111.3 |
3,327.1 |
|
| S3 |
2,855.3 |
2,986.7 |
3,303.6 |
|
| S4 |
2,599.3 |
2,730.7 |
3,233.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,431.0 |
3,251.0 |
180.0 |
5.4% |
81.4 |
2.4% |
62% |
False |
True |
1,038,455 |
| 10 |
3,492.0 |
3,236.0 |
256.0 |
7.6% |
85.3 |
2.5% |
49% |
False |
False |
1,049,411 |
| 20 |
3,533.0 |
3,236.0 |
297.0 |
8.8% |
88.9 |
2.6% |
42% |
False |
False |
1,074,218 |
| 40 |
3,770.0 |
3,236.0 |
534.0 |
15.9% |
79.0 |
2.3% |
24% |
False |
False |
741,715 |
| 60 |
3,810.0 |
3,236.0 |
574.0 |
17.1% |
67.3 |
2.0% |
22% |
False |
False |
495,603 |
| 80 |
3,810.0 |
3,236.0 |
574.0 |
17.1% |
64.9 |
1.9% |
22% |
False |
False |
373,677 |
| 100 |
3,815.0 |
3,236.0 |
579.0 |
17.2% |
58.2 |
1.7% |
22% |
False |
False |
299,305 |
| 120 |
3,815.0 |
3,236.0 |
579.0 |
17.2% |
50.3 |
1.5% |
22% |
False |
False |
250,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,043.8 |
|
2.618 |
3,797.3 |
|
1.618 |
3,646.3 |
|
1.000 |
3,553.0 |
|
0.618 |
3,495.3 |
|
HIGH |
3,402.0 |
|
0.618 |
3,344.3 |
|
0.500 |
3,326.5 |
|
0.382 |
3,308.7 |
|
LOW |
3,251.0 |
|
0.618 |
3,157.7 |
|
1.000 |
3,100.0 |
|
1.618 |
3,006.7 |
|
2.618 |
2,855.7 |
|
4.250 |
2,609.3 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,350.2 |
3,350.2 |
| PP |
3,338.3 |
3,338.3 |
| S1 |
3,326.5 |
3,326.5 |
|