Trading Metrics calculated at close of trading on 21-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,459.0 |
3,450.0 |
-9.0 |
-0.3% |
3,369.0 |
High |
3,499.0 |
3,510.0 |
11.0 |
0.3% |
3,510.0 |
Low |
3,440.0 |
3,418.0 |
-22.0 |
-0.6% |
3,359.0 |
Close |
3,485.0 |
3,470.0 |
-15.0 |
-0.4% |
3,470.0 |
Range |
59.0 |
92.0 |
33.0 |
55.9% |
151.0 |
ATR |
82.5 |
83.1 |
0.7 |
0.8% |
0.0 |
Volume |
859,805 |
1,061,095 |
201,290 |
23.4% |
4,560,092 |
|
Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,742.0 |
3,698.0 |
3,520.6 |
|
R3 |
3,650.0 |
3,606.0 |
3,495.3 |
|
R2 |
3,558.0 |
3,558.0 |
3,486.9 |
|
R1 |
3,514.0 |
3,514.0 |
3,478.4 |
3,536.0 |
PP |
3,466.0 |
3,466.0 |
3,466.0 |
3,477.0 |
S1 |
3,422.0 |
3,422.0 |
3,461.6 |
3,444.0 |
S2 |
3,374.0 |
3,374.0 |
3,453.1 |
|
S3 |
3,282.0 |
3,330.0 |
3,444.7 |
|
S4 |
3,190.0 |
3,238.0 |
3,419.4 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,899.3 |
3,835.7 |
3,553.1 |
|
R3 |
3,748.3 |
3,684.7 |
3,511.5 |
|
R2 |
3,597.3 |
3,597.3 |
3,497.7 |
|
R1 |
3,533.7 |
3,533.7 |
3,483.8 |
3,565.5 |
PP |
3,446.3 |
3,446.3 |
3,446.3 |
3,462.3 |
S1 |
3,382.7 |
3,382.7 |
3,456.2 |
3,414.5 |
S2 |
3,295.3 |
3,295.3 |
3,442.3 |
|
S3 |
3,144.3 |
3,231.7 |
3,428.5 |
|
S4 |
2,993.3 |
3,080.7 |
3,387.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,510.0 |
3,359.0 |
151.0 |
4.4% |
75.2 |
2.2% |
74% |
True |
False |
912,018 |
10 |
3,510.0 |
3,251.0 |
259.0 |
7.5% |
79.6 |
2.3% |
85% |
True |
False |
1,021,457 |
20 |
3,510.0 |
3,236.0 |
274.0 |
7.9% |
86.0 |
2.5% |
85% |
True |
False |
1,071,654 |
40 |
3,692.0 |
3,236.0 |
456.0 |
13.1% |
83.9 |
2.4% |
51% |
False |
False |
884,989 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.5% |
70.2 |
2.0% |
41% |
False |
False |
593,051 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.5% |
66.2 |
1.9% |
41% |
False |
False |
446,536 |
100 |
3,814.0 |
3,236.0 |
578.0 |
16.7% |
61.3 |
1.8% |
40% |
False |
False |
357,943 |
120 |
3,815.0 |
3,236.0 |
579.0 |
16.7% |
54.0 |
1.6% |
40% |
False |
False |
298,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,901.0 |
2.618 |
3,750.9 |
1.618 |
3,658.9 |
1.000 |
3,602.0 |
0.618 |
3,566.9 |
HIGH |
3,510.0 |
0.618 |
3,474.9 |
0.500 |
3,464.0 |
0.382 |
3,453.1 |
LOW |
3,418.0 |
0.618 |
3,361.1 |
1.000 |
3,326.0 |
1.618 |
3,269.1 |
2.618 |
3,177.1 |
4.250 |
3,027.0 |
|
|
Fisher Pivots for day following 21-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,468.0 |
3,468.0 |
PP |
3,466.0 |
3,466.0 |
S1 |
3,464.0 |
3,464.0 |
|