| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,701.7 |
1,696.2 |
-5.5 |
-0.3% |
1,667.2 |
| High |
1,715.5 |
1,720.8 |
5.3 |
0.3% |
1,782.5 |
| Low |
1,685.6 |
1,667.1 |
-18.5 |
-1.1% |
1,656.8 |
| Close |
1,696.7 |
1,696.9 |
0.2 |
0.0% |
1,706.7 |
| Range |
29.9 |
53.7 |
23.8 |
79.6% |
125.7 |
| ATR |
52.4 |
52.5 |
0.1 |
0.2% |
0.0 |
| Volume |
201,903 |
248,941 |
47,038 |
23.3% |
1,249,133 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,856.0 |
1,830.2 |
1,726.4 |
|
| R3 |
1,802.3 |
1,776.5 |
1,711.7 |
|
| R2 |
1,748.6 |
1,748.6 |
1,706.7 |
|
| R1 |
1,722.8 |
1,722.8 |
1,701.8 |
1,735.7 |
| PP |
1,694.9 |
1,694.9 |
1,694.9 |
1,701.4 |
| S1 |
1,669.1 |
1,669.1 |
1,692.0 |
1,682.0 |
| S2 |
1,641.2 |
1,641.2 |
1,687.1 |
|
| S3 |
1,587.5 |
1,615.4 |
1,682.1 |
|
| S4 |
1,533.8 |
1,561.7 |
1,667.4 |
|
|
| 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 |
1,781.9 |
1,667.1 |
114.8 |
6.8% |
46.3 |
2.7% |
26% |
False |
True |
227,257 |
| 10 |
1,782.5 |
1,647.5 |
135.0 |
8.0% |
56.6 |
3.3% |
37% |
False |
False |
260,268 |
| 20 |
1,861.7 |
1,647.5 |
214.2 |
12.6% |
53.6 |
3.2% |
23% |
False |
False |
249,847 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
49.2 |
2.9% |
13% |
False |
False |
153,334 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
45.4 |
2.7% |
13% |
False |
False |
102,271 |
| 80 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
44.3 |
2.6% |
13% |
False |
False |
76,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.0 |
|
2.618 |
1,861.4 |
|
1.618 |
1,807.7 |
|
1.000 |
1,774.5 |
|
0.618 |
1,754.0 |
|
HIGH |
1,720.8 |
|
0.618 |
1,700.3 |
|
0.500 |
1,694.0 |
|
0.382 |
1,687.6 |
|
LOW |
1,667.1 |
|
0.618 |
1,633.9 |
|
1.000 |
1,613.4 |
|
1.618 |
1,580.2 |
|
2.618 |
1,526.5 |
|
4.250 |
1,438.9 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,695.9 |
1,719.0 |
| PP |
1,694.9 |
1,711.6 |
| S1 |
1,694.0 |
1,704.3 |
|