| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,755.4 |
1,701.7 |
-53.7 |
-3.1% |
1,667.2 |
| High |
1,770.8 |
1,715.5 |
-55.3 |
-3.1% |
1,782.5 |
| Low |
1,698.5 |
1,685.6 |
-12.9 |
-0.8% |
1,656.8 |
| Close |
1,706.7 |
1,696.7 |
-10.0 |
-0.6% |
1,706.7 |
| Range |
72.3 |
29.9 |
-42.4 |
-58.6% |
125.7 |
| ATR |
54.2 |
52.4 |
-1.7 |
-3.2% |
0.0 |
| Volume |
236,273 |
201,903 |
-34,370 |
-14.5% |
1,249,133 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.0 |
1,772.7 |
1,713.1 |
|
| R3 |
1,759.1 |
1,742.8 |
1,704.9 |
|
| R2 |
1,729.2 |
1,729.2 |
1,702.2 |
|
| R1 |
1,712.9 |
1,712.9 |
1,699.4 |
1,706.1 |
| PP |
1,699.3 |
1,699.3 |
1,699.3 |
1,695.9 |
| S1 |
1,683.0 |
1,683.0 |
1,694.0 |
1,676.2 |
| S2 |
1,669.4 |
1,669.4 |
1,691.2 |
|
| S3 |
1,639.5 |
1,653.1 |
1,688.5 |
|
| S4 |
1,609.6 |
1,623.2 |
1,680.3 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.4 |
2,025.3 |
1,775.8 |
|
| R3 |
1,966.7 |
1,899.6 |
1,741.3 |
|
| R2 |
1,841.0 |
1,841.0 |
1,729.7 |
|
| R1 |
1,773.9 |
1,773.9 |
1,718.2 |
1,807.5 |
| PP |
1,715.3 |
1,715.3 |
1,715.3 |
1,732.1 |
| S1 |
1,648.2 |
1,648.2 |
1,695.2 |
1,681.8 |
| S2 |
1,589.6 |
1,589.6 |
1,683.7 |
|
| S3 |
1,463.9 |
1,522.5 |
1,672.1 |
|
| S4 |
1,338.2 |
1,396.8 |
1,637.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,782.5 |
1,685.6 |
96.9 |
5.7% |
49.3 |
2.9% |
11% |
False |
True |
234,656 |
| 10 |
1,782.5 |
1,647.5 |
135.0 |
8.0% |
55.7 |
3.3% |
36% |
False |
False |
263,355 |
| 20 |
1,935.4 |
1,647.5 |
287.9 |
17.0% |
56.2 |
3.3% |
17% |
False |
False |
256,800 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
48.6 |
2.9% |
13% |
False |
False |
147,121 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
45.2 |
2.7% |
13% |
False |
False |
98,122 |
| 80 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
44.9 |
2.6% |
13% |
False |
False |
73,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,842.6 |
|
2.618 |
1,793.8 |
|
1.618 |
1,763.9 |
|
1.000 |
1,745.4 |
|
0.618 |
1,734.0 |
|
HIGH |
1,715.5 |
|
0.618 |
1,704.1 |
|
0.500 |
1,700.6 |
|
0.382 |
1,697.0 |
|
LOW |
1,685.6 |
|
0.618 |
1,667.1 |
|
1.000 |
1,655.7 |
|
1.618 |
1,637.2 |
|
2.618 |
1,607.3 |
|
4.250 |
1,558.5 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,700.6 |
1,733.8 |
| PP |
1,699.3 |
1,721.4 |
| S1 |
1,698.0 |
1,709.1 |
|