| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,771.9 |
1,733.0 |
-38.9 |
-2.2% |
1,701.7 |
| High |
1,779.7 |
1,755.5 |
-24.2 |
-1.4% |
1,765.0 |
| Low |
1,712.7 |
1,703.7 |
-9.0 |
-0.5% |
1,643.8 |
| Close |
1,732.3 |
1,709.4 |
-22.9 |
-1.3% |
1,688.3 |
| Range |
67.0 |
51.8 |
-15.2 |
-22.7% |
121.2 |
| ATR |
57.7 |
57.3 |
-0.4 |
-0.7% |
0.0 |
| Volume |
250,165 |
231,623 |
-18,542 |
-7.4% |
1,266,381 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.3 |
1,845.6 |
1,737.9 |
|
| R3 |
1,826.5 |
1,793.8 |
1,723.6 |
|
| R2 |
1,774.7 |
1,774.7 |
1,718.9 |
|
| R1 |
1,742.0 |
1,742.0 |
1,714.1 |
1,732.5 |
| PP |
1,722.9 |
1,722.9 |
1,722.9 |
1,718.1 |
| S1 |
1,690.2 |
1,690.2 |
1,704.7 |
1,680.7 |
| S2 |
1,671.1 |
1,671.1 |
1,699.9 |
|
| S3 |
1,619.3 |
1,638.4 |
1,695.2 |
|
| S4 |
1,567.5 |
1,586.6 |
1,680.9 |
|
|
| 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 |
1,685.0 |
109.4 |
6.4% |
61.6 |
3.6% |
22% |
False |
False |
243,196 |
| 10 |
1,794.4 |
1,643.8 |
150.6 |
8.8% |
60.6 |
3.5% |
44% |
False |
False |
244,741 |
| 20 |
1,794.4 |
1,643.8 |
150.6 |
8.8% |
59.4 |
3.5% |
44% |
False |
False |
260,446 |
| 40 |
1,979.6 |
1,643.8 |
335.8 |
19.6% |
54.0 |
3.2% |
20% |
False |
False |
197,288 |
| 60 |
2,038.8 |
1,643.8 |
395.0 |
23.1% |
48.5 |
2.8% |
17% |
False |
False |
131,590 |
| 80 |
2,038.8 |
1,643.8 |
395.0 |
23.1% |
46.1 |
2.7% |
17% |
False |
False |
98,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,975.7 |
|
2.618 |
1,891.1 |
|
1.618 |
1,839.3 |
|
1.000 |
1,807.3 |
|
0.618 |
1,787.5 |
|
HIGH |
1,755.5 |
|
0.618 |
1,735.7 |
|
0.500 |
1,729.6 |
|
0.382 |
1,723.5 |
|
LOW |
1,703.7 |
|
0.618 |
1,671.7 |
|
1.000 |
1,651.9 |
|
1.618 |
1,619.9 |
|
2.618 |
1,568.1 |
|
4.250 |
1,483.6 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,729.6 |
1,749.1 |
| PP |
1,722.9 |
1,735.8 |
| S1 |
1,716.1 |
1,722.6 |
|