Trading Metrics calculated at close of trading on 18-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,369.0 |
3,459.0 |
90.0 |
2.7% |
3,343.0 |
High |
3,455.0 |
3,509.0 |
54.0 |
1.6% |
3,450.0 |
Low |
3,359.0 |
3,438.0 |
79.0 |
2.4% |
3,251.0 |
Close |
3,441.0 |
3,468.0 |
27.0 |
0.8% |
3,388.0 |
Range |
96.0 |
71.0 |
-25.0 |
-26.0% |
199.0 |
ATR |
87.5 |
86.3 |
-1.2 |
-1.3% |
0.0 |
Volume |
782,435 |
1,032,951 |
250,516 |
32.0% |
5,654,480 |
|
Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,684.7 |
3,647.3 |
3,507.1 |
|
R3 |
3,613.7 |
3,576.3 |
3,487.5 |
|
R2 |
3,542.7 |
3,542.7 |
3,481.0 |
|
R1 |
3,505.3 |
3,505.3 |
3,474.5 |
3,524.0 |
PP |
3,471.7 |
3,471.7 |
3,471.7 |
3,481.0 |
S1 |
3,434.3 |
3,434.3 |
3,461.5 |
3,453.0 |
S2 |
3,400.7 |
3,400.7 |
3,455.0 |
|
S3 |
3,329.7 |
3,363.3 |
3,448.5 |
|
S4 |
3,258.7 |
3,292.3 |
3,429.0 |
|
|
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 |
3,509.0 |
3,251.0 |
258.0 |
7.4% |
93.8 |
2.7% |
84% |
True |
False |
1,134,592 |
10 |
3,509.0 |
3,251.0 |
258.0 |
7.4% |
80.9 |
2.3% |
84% |
True |
False |
1,010,602 |
20 |
3,516.0 |
3,236.0 |
280.0 |
8.1% |
90.8 |
2.6% |
83% |
False |
False |
1,089,634 |
40 |
3,692.0 |
3,236.0 |
456.0 |
13.1% |
82.0 |
2.4% |
51% |
False |
False |
818,606 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.6% |
69.2 |
2.0% |
40% |
False |
False |
547,497 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.6% |
65.6 |
1.9% |
40% |
False |
False |
412,474 |
100 |
3,814.0 |
3,236.0 |
578.0 |
16.7% |
59.9 |
1.7% |
40% |
False |
False |
330,497 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.7% |
52.3 |
1.5% |
40% |
False |
False |
275,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,810.8 |
2.618 |
3,694.9 |
1.618 |
3,623.9 |
1.000 |
3,580.0 |
0.618 |
3,552.9 |
HIGH |
3,509.0 |
0.618 |
3,481.9 |
0.500 |
3,473.5 |
0.382 |
3,465.1 |
LOW |
3,438.0 |
0.618 |
3,394.1 |
1.000 |
3,367.0 |
1.618 |
3,323.1 |
2.618 |
3,252.1 |
4.250 |
3,136.3 |
|
|
Fisher Pivots for day following 18-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,473.5 |
3,455.5 |
PP |
3,471.7 |
3,443.0 |
S1 |
3,469.8 |
3,430.5 |
|