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 |
3,486.0 |
3,459.0 |
-27.0 |
-0.8% |
3,343.0 |
High |
3,503.0 |
3,499.0 |
-4.0 |
-0.1% |
3,450.0 |
Low |
3,445.0 |
3,440.0 |
-5.0 |
-0.1% |
3,251.0 |
Close |
3,471.0 |
3,485.0 |
14.0 |
0.4% |
3,388.0 |
Range |
58.0 |
59.0 |
1.0 |
1.7% |
199.0 |
ATR |
84.3 |
82.5 |
-1.8 |
-2.1% |
0.0 |
Volume |
823,806 |
859,805 |
35,999 |
4.4% |
5,654,480 |
|
Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,651.7 |
3,627.3 |
3,517.5 |
|
R3 |
3,592.7 |
3,568.3 |
3,501.2 |
|
R2 |
3,533.7 |
3,533.7 |
3,495.8 |
|
R1 |
3,509.3 |
3,509.3 |
3,490.4 |
3,521.5 |
PP |
3,474.7 |
3,474.7 |
3,474.7 |
3,480.8 |
S1 |
3,450.3 |
3,450.3 |
3,479.6 |
3,462.5 |
S2 |
3,415.7 |
3,415.7 |
3,474.2 |
|
S3 |
3,356.7 |
3,391.3 |
3,468.8 |
|
S4 |
3,297.7 |
3,332.3 |
3,452.6 |
|
|
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 |
3,352.0 |
157.0 |
4.5% |
76.4 |
2.2% |
85% |
False |
False |
960,551 |
10 |
3,509.0 |
3,251.0 |
258.0 |
7.4% |
78.9 |
2.3% |
91% |
False |
False |
999,503 |
20 |
3,509.0 |
3,236.0 |
273.0 |
7.8% |
87.5 |
2.5% |
91% |
False |
False |
1,083,236 |
40 |
3,692.0 |
3,236.0 |
456.0 |
13.1% |
82.7 |
2.4% |
55% |
False |
False |
858,999 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.5% |
69.9 |
2.0% |
43% |
False |
False |
575,385 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.5% |
65.8 |
1.9% |
43% |
False |
False |
433,284 |
100 |
3,814.0 |
3,236.0 |
578.0 |
16.6% |
60.4 |
1.7% |
43% |
False |
False |
347,332 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.6% |
53.3 |
1.5% |
43% |
False |
False |
289,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,749.8 |
2.618 |
3,653.5 |
1.618 |
3,594.5 |
1.000 |
3,558.0 |
0.618 |
3,535.5 |
HIGH |
3,499.0 |
0.618 |
3,476.5 |
0.500 |
3,469.5 |
0.382 |
3,462.5 |
LOW |
3,440.0 |
0.618 |
3,403.5 |
1.000 |
3,381.0 |
1.618 |
3,344.5 |
2.618 |
3,285.5 |
4.250 |
3,189.3 |
|
|
Fisher Pivots for day following 20-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,479.8 |
3,481.2 |
PP |
3,474.7 |
3,477.3 |
S1 |
3,469.5 |
3,473.5 |
|