| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,685.0 |
1,750.0 |
65.0 |
3.9% |
1,701.7 |
| High |
1,747.9 |
1,794.4 |
46.5 |
2.7% |
1,765.0 |
| Low |
1,685.0 |
1,746.4 |
61.4 |
3.6% |
1,643.8 |
| Close |
1,742.0 |
1,761.9 |
19.9 |
1.1% |
1,688.3 |
| Range |
62.9 |
48.0 |
-14.9 |
-23.7% |
121.2 |
| ATR |
57.3 |
57.0 |
-0.4 |
-0.6% |
0.0 |
| Volume |
199,073 |
263,895 |
64,822 |
32.6% |
1,266,381 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.6 |
1,884.7 |
1,788.3 |
|
| R3 |
1,863.6 |
1,836.7 |
1,775.1 |
|
| R2 |
1,815.6 |
1,815.6 |
1,770.7 |
|
| R1 |
1,788.7 |
1,788.7 |
1,766.3 |
1,802.2 |
| PP |
1,767.6 |
1,767.6 |
1,767.6 |
1,774.3 |
| S1 |
1,740.7 |
1,740.7 |
1,757.5 |
1,754.2 |
| S2 |
1,719.6 |
1,719.6 |
1,753.1 |
|
| S3 |
1,671.6 |
1,692.7 |
1,748.7 |
|
| S4 |
1,623.6 |
1,644.7 |
1,735.5 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.6 |
1,996.7 |
1,755.0 |
|
| R3 |
1,941.4 |
1,875.5 |
1,721.6 |
|
| R2 |
1,820.2 |
1,820.2 |
1,710.5 |
|
| R1 |
1,754.3 |
1,754.3 |
1,699.4 |
1,726.7 |
| PP |
1,699.0 |
1,699.0 |
1,699.0 |
1,685.2 |
| S1 |
1,633.1 |
1,633.1 |
1,677.2 |
1,605.5 |
| S2 |
1,577.8 |
1,577.8 |
1,666.1 |
|
| S3 |
1,456.6 |
1,511.9 |
1,655.0 |
|
| S4 |
1,335.4 |
1,390.7 |
1,621.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,794.4 |
1,643.8 |
150.6 |
8.5% |
66.3 |
3.8% |
78% |
True |
False |
255,701 |
| 10 |
1,794.4 |
1,643.8 |
150.6 |
8.5% |
56.3 |
3.2% |
78% |
True |
False |
241,479 |
| 20 |
1,825.6 |
1,643.8 |
181.8 |
10.3% |
59.8 |
3.4% |
65% |
False |
False |
260,794 |
| 40 |
1,979.6 |
1,643.8 |
335.8 |
19.1% |
52.7 |
3.0% |
35% |
False |
False |
185,250 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
22.4% |
47.7 |
2.7% |
30% |
False |
False |
123,576 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
22.4% |
45.7 |
2.6% |
30% |
False |
False |
92,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,998.4 |
|
2.618 |
1,920.1 |
|
1.618 |
1,872.1 |
|
1.000 |
1,842.4 |
|
0.618 |
1,824.1 |
|
HIGH |
1,794.4 |
|
0.618 |
1,776.1 |
|
0.500 |
1,770.4 |
|
0.382 |
1,764.7 |
|
LOW |
1,746.4 |
|
0.618 |
1,716.7 |
|
1.000 |
1,698.4 |
|
1.618 |
1,668.7 |
|
2.618 |
1,620.7 |
|
4.250 |
1,542.4 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,770.4 |
1,754.5 |
| PP |
1,767.6 |
1,747.1 |
| S1 |
1,764.7 |
1,739.7 |
|