| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,700.9 |
1,697.0 |
-3.9 |
-0.2% |
1,667.2 |
| High |
1,717.6 |
1,742.8 |
25.2 |
1.5% |
1,782.5 |
| Low |
1,673.9 |
1,643.8 |
-30.1 |
-1.8% |
1,656.8 |
| Close |
1,692.7 |
1,734.8 |
42.1 |
2.5% |
1,706.7 |
| Range |
43.7 |
99.0 |
55.3 |
126.5% |
125.7 |
| ATR |
51.9 |
55.3 |
3.4 |
6.5% |
0.0 |
| Volume |
219,683 |
324,626 |
104,943 |
47.8% |
1,249,133 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.1 |
1,968.5 |
1,789.3 |
|
| R3 |
1,905.1 |
1,869.5 |
1,762.0 |
|
| R2 |
1,806.1 |
1,806.1 |
1,753.0 |
|
| R1 |
1,770.5 |
1,770.5 |
1,743.9 |
1,788.3 |
| PP |
1,707.1 |
1,707.1 |
1,707.1 |
1,716.1 |
| S1 |
1,671.5 |
1,671.5 |
1,725.7 |
1,689.3 |
| S2 |
1,608.1 |
1,608.1 |
1,716.7 |
|
| S3 |
1,509.1 |
1,572.5 |
1,707.6 |
|
| S4 |
1,410.1 |
1,473.5 |
1,680.4 |
|
|
| 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 |
1,770.8 |
1,643.8 |
127.0 |
7.3% |
59.7 |
3.4% |
72% |
False |
True |
246,285 |
| 10 |
1,782.5 |
1,643.8 |
138.7 |
8.0% |
55.8 |
3.2% |
66% |
False |
True |
256,788 |
| 20 |
1,830.0 |
1,643.8 |
186.2 |
10.7% |
57.3 |
3.3% |
49% |
False |
True |
252,739 |
| 40 |
2,011.0 |
1,643.8 |
367.2 |
21.2% |
50.8 |
2.9% |
25% |
False |
True |
166,924 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
22.8% |
46.3 |
2.7% |
23% |
False |
True |
111,341 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
22.8% |
45.1 |
2.6% |
23% |
False |
True |
83,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.6 |
|
2.618 |
2,002.0 |
|
1.618 |
1,903.0 |
|
1.000 |
1,841.8 |
|
0.618 |
1,804.0 |
|
HIGH |
1,742.8 |
|
0.618 |
1,705.0 |
|
0.500 |
1,693.3 |
|
0.382 |
1,681.6 |
|
LOW |
1,643.8 |
|
0.618 |
1,582.6 |
|
1.000 |
1,544.8 |
|
1.618 |
1,483.6 |
|
2.618 |
1,384.6 |
|
4.250 |
1,223.1 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,721.0 |
1,721.0 |
| PP |
1,707.1 |
1,707.1 |
| S1 |
1,693.3 |
1,693.3 |
|