| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,596.25 |
3,680.25 |
84.00 |
2.3% |
3,638.75 |
| High |
3,697.75 |
3,733.75 |
36.00 |
1.0% |
3,733.75 |
| Low |
3,502.00 |
3,591.25 |
89.25 |
2.5% |
3,502.00 |
| Close |
3,681.75 |
3,597.50 |
-84.25 |
-2.3% |
3,597.50 |
| Range |
195.75 |
142.50 |
-53.25 |
-27.2% |
231.75 |
| ATR |
99.29 |
102.38 |
3.09 |
3.1% |
0.00 |
| Volume |
3,288,646 |
2,730,405 |
-558,241 |
-17.0% |
12,389,811 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,068.25 |
3,975.50 |
3,676.00 |
|
| R3 |
3,925.75 |
3,833.00 |
3,636.75 |
|
| R2 |
3,783.25 |
3,783.25 |
3,623.50 |
|
| R1 |
3,690.50 |
3,690.50 |
3,610.50 |
3,665.50 |
| PP |
3,640.75 |
3,640.75 |
3,640.75 |
3,628.50 |
| S1 |
3,548.00 |
3,548.00 |
3,584.50 |
3,523.00 |
| S2 |
3,498.25 |
3,498.25 |
3,571.50 |
|
| S3 |
3,355.75 |
3,405.50 |
3,558.25 |
|
| S4 |
3,213.25 |
3,263.00 |
3,519.00 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,306.25 |
4,183.75 |
3,725.00 |
|
| R3 |
4,074.50 |
3,952.00 |
3,661.25 |
|
| R2 |
3,842.75 |
3,842.75 |
3,640.00 |
|
| R1 |
3,720.25 |
3,720.25 |
3,618.75 |
3,665.50 |
| PP |
3,611.00 |
3,611.00 |
3,611.00 |
3,583.75 |
| S1 |
3,488.50 |
3,488.50 |
3,576.25 |
3,434.00 |
| S2 |
3,379.25 |
3,379.25 |
3,555.00 |
|
| S3 |
3,147.50 |
3,256.75 |
3,533.75 |
|
| S4 |
2,915.75 |
3,025.00 |
3,470.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,733.75 |
3,502.00 |
231.75 |
6.4% |
106.00 |
2.9% |
41% |
True |
False |
2,477,962 |
| 10 |
3,820.00 |
3,502.00 |
318.00 |
8.8% |
108.75 |
3.0% |
30% |
False |
False |
2,357,227 |
| 20 |
3,936.25 |
3,502.00 |
434.25 |
12.1% |
105.50 |
2.9% |
22% |
False |
False |
2,522,098 |
| 40 |
4,305.50 |
3,502.00 |
803.50 |
22.3% |
94.75 |
2.6% |
12% |
False |
False |
1,652,003 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
23.5% |
84.25 |
2.3% |
11% |
False |
False |
1,102,695 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
23.5% |
83.75 |
2.3% |
11% |
False |
False |
827,751 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
23.5% |
88.00 |
2.4% |
11% |
False |
False |
662,389 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
23.5% |
93.25 |
2.6% |
11% |
False |
False |
552,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,339.50 |
|
2.618 |
4,106.75 |
|
1.618 |
3,964.25 |
|
1.000 |
3,876.25 |
|
0.618 |
3,821.75 |
|
HIGH |
3,733.75 |
|
0.618 |
3,679.25 |
|
0.500 |
3,662.50 |
|
0.382 |
3,645.75 |
|
LOW |
3,591.25 |
|
0.618 |
3,503.25 |
|
1.000 |
3,448.75 |
|
1.618 |
3,360.75 |
|
2.618 |
3,218.25 |
|
4.250 |
2,985.50 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,662.50 |
3,618.00 |
| PP |
3,640.75 |
3,611.00 |
| S1 |
3,619.25 |
3,604.25 |
|