| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,680.25 |
3,591.00 |
-89.25 |
-2.4% |
3,638.75 |
| High |
3,733.75 |
3,702.50 |
-31.25 |
-0.8% |
3,733.75 |
| Low |
3,591.25 |
3,590.50 |
-0.75 |
0.0% |
3,502.00 |
| Close |
3,597.50 |
3,689.25 |
91.75 |
2.6% |
3,597.50 |
| Range |
142.50 |
112.00 |
-30.50 |
-21.4% |
231.75 |
| ATR |
102.38 |
103.07 |
0.69 |
0.7% |
0.00 |
| Volume |
2,730,405 |
1,951,998 |
-778,407 |
-28.5% |
12,389,811 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,996.75 |
3,955.00 |
3,750.75 |
|
| R3 |
3,884.75 |
3,843.00 |
3,720.00 |
|
| R2 |
3,772.75 |
3,772.75 |
3,709.75 |
|
| R1 |
3,731.00 |
3,731.00 |
3,699.50 |
3,752.00 |
| PP |
3,660.75 |
3,660.75 |
3,660.75 |
3,671.25 |
| S1 |
3,619.00 |
3,619.00 |
3,679.00 |
3,640.00 |
| S2 |
3,548.75 |
3,548.75 |
3,668.75 |
|
| S3 |
3,436.75 |
3,507.00 |
3,658.50 |
|
| S4 |
3,324.75 |
3,395.00 |
3,627.75 |
|
|
| 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 |
6.3% |
114.75 |
3.1% |
81% |
False |
False |
2,463,472 |
| 10 |
3,820.00 |
3,502.00 |
318.00 |
8.6% |
106.00 |
2.9% |
59% |
False |
False |
2,320,875 |
| 20 |
3,936.25 |
3,502.00 |
434.25 |
11.8% |
107.00 |
2.9% |
43% |
False |
False |
2,514,693 |
| 40 |
4,239.00 |
3,502.00 |
737.00 |
20.0% |
96.00 |
2.6% |
25% |
False |
False |
1,700,653 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
85.00 |
2.3% |
22% |
False |
False |
1,135,205 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
84.25 |
2.3% |
22% |
False |
False |
852,095 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
88.25 |
2.4% |
22% |
False |
False |
681,906 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
92.75 |
2.5% |
22% |
False |
False |
568,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,178.50 |
|
2.618 |
3,995.75 |
|
1.618 |
3,883.75 |
|
1.000 |
3,814.50 |
|
0.618 |
3,771.75 |
|
HIGH |
3,702.50 |
|
0.618 |
3,659.75 |
|
0.500 |
3,646.50 |
|
0.382 |
3,633.25 |
|
LOW |
3,590.50 |
|
0.618 |
3,521.25 |
|
1.000 |
3,478.50 |
|
1.618 |
3,409.25 |
|
2.618 |
3,297.25 |
|
4.250 |
3,114.50 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,675.00 |
3,665.50 |
| PP |
3,660.75 |
3,641.75 |
| S1 |
3,646.50 |
3,618.00 |
|