Trading Metrics calculated at close of trading on 17-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,384.0 |
3,369.0 |
-15.0 |
-0.4% |
3,343.0 |
High |
3,450.0 |
3,455.0 |
5.0 |
0.1% |
3,450.0 |
Low |
3,352.0 |
3,359.0 |
7.0 |
0.2% |
3,251.0 |
Close |
3,388.0 |
3,441.0 |
53.0 |
1.6% |
3,388.0 |
Range |
98.0 |
96.0 |
-2.0 |
-2.0% |
199.0 |
ATR |
86.8 |
87.5 |
0.7 |
0.8% |
0.0 |
Volume |
1,303,762 |
782,435 |
-521,327 |
-40.0% |
5,654,480 |
|
Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,706.3 |
3,669.7 |
3,493.8 |
|
R3 |
3,610.3 |
3,573.7 |
3,467.4 |
|
R2 |
3,514.3 |
3,514.3 |
3,458.6 |
|
R1 |
3,477.7 |
3,477.7 |
3,449.8 |
3,496.0 |
PP |
3,418.3 |
3,418.3 |
3,418.3 |
3,427.5 |
S1 |
3,381.7 |
3,381.7 |
3,432.2 |
3,400.0 |
S2 |
3,322.3 |
3,322.3 |
3,423.4 |
|
S3 |
3,226.3 |
3,285.7 |
3,414.6 |
|
S4 |
3,130.3 |
3,189.7 |
3,388.2 |
|
|
Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,960.0 |
3,873.0 |
3,497.5 |
|
R3 |
3,761.0 |
3,674.0 |
3,442.7 |
|
R2 |
3,562.0 |
3,562.0 |
3,424.5 |
|
R1 |
3,475.0 |
3,475.0 |
3,406.2 |
3,518.5 |
PP |
3,363.0 |
3,363.0 |
3,363.0 |
3,384.8 |
S1 |
3,276.0 |
3,276.0 |
3,369.8 |
3,319.5 |
S2 |
3,164.0 |
3,164.0 |
3,351.5 |
|
S3 |
2,965.0 |
3,077.0 |
3,333.3 |
|
S4 |
2,766.0 |
2,878.0 |
3,278.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,455.0 |
3,251.0 |
204.0 |
5.9% |
90.8 |
2.6% |
93% |
True |
False |
1,123,179 |
10 |
3,492.0 |
3,251.0 |
241.0 |
7.0% |
86.5 |
2.5% |
79% |
False |
False |
1,048,855 |
20 |
3,533.0 |
3,236.0 |
297.0 |
8.6% |
92.6 |
2.7% |
69% |
False |
False |
1,087,088 |
40 |
3,709.0 |
3,236.0 |
473.0 |
13.7% |
82.2 |
2.4% |
43% |
False |
False |
793,220 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
68.7 |
2.0% |
36% |
False |
False |
530,290 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
65.6 |
1.9% |
36% |
False |
False |
399,563 |
100 |
3,815.0 |
3,236.0 |
579.0 |
16.8% |
59.3 |
1.7% |
35% |
False |
False |
320,167 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.8% |
51.7 |
1.5% |
35% |
False |
False |
267,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,863.0 |
2.618 |
3,706.3 |
1.618 |
3,610.3 |
1.000 |
3,551.0 |
0.618 |
3,514.3 |
HIGH |
3,455.0 |
0.618 |
3,418.3 |
0.500 |
3,407.0 |
0.382 |
3,395.7 |
LOW |
3,359.0 |
0.618 |
3,299.7 |
1.000 |
3,263.0 |
1.618 |
3,203.7 |
2.618 |
3,107.7 |
4.250 |
2,951.0 |
|
|
Fisher Pivots for day following 17-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,429.7 |
3,411.7 |
PP |
3,418.3 |
3,382.3 |
S1 |
3,407.0 |
3,353.0 |
|