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 |
3,591.00 |
3,706.25 |
115.25 |
3.2% |
3,638.75 |
High |
3,702.50 |
3,777.25 |
74.75 |
2.0% |
3,733.75 |
Low |
3,590.50 |
3,697.25 |
106.75 |
3.0% |
3,502.00 |
Close |
3,689.25 |
3,732.75 |
43.50 |
1.2% |
3,597.50 |
Range |
112.00 |
80.00 |
-32.00 |
-28.6% |
231.75 |
ATR |
103.07 |
101.99 |
-1.08 |
-1.0% |
0.00 |
Volume |
1,951,998 |
2,746,886 |
794,888 |
40.7% |
12,389,811 |
|
Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,975.75 |
3,934.25 |
3,776.75 |
|
R3 |
3,895.75 |
3,854.25 |
3,754.75 |
|
R2 |
3,815.75 |
3,815.75 |
3,747.50 |
|
R1 |
3,774.25 |
3,774.25 |
3,740.00 |
3,795.00 |
PP |
3,735.75 |
3,735.75 |
3,735.75 |
3,746.00 |
S1 |
3,694.25 |
3,694.25 |
3,725.50 |
3,715.00 |
S2 |
3,655.75 |
3,655.75 |
3,718.00 |
|
S3 |
3,575.75 |
3,614.25 |
3,710.75 |
|
S4 |
3,495.75 |
3,534.25 |
3,688.75 |
|
|
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 |
3,777.25 |
3,502.00 |
275.25 |
7.4% |
116.00 |
3.1% |
84% |
True |
False |
2,533,221 |
10 |
3,820.00 |
3,502.00 |
318.00 |
8.5% |
101.75 |
2.7% |
73% |
False |
False |
2,357,414 |
20 |
3,925.25 |
3,502.00 |
423.25 |
11.3% |
106.25 |
2.8% |
55% |
False |
False |
2,534,173 |
40 |
4,234.25 |
3,502.00 |
732.25 |
19.6% |
95.75 |
2.6% |
32% |
False |
False |
1,769,216 |
60 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
85.50 |
2.3% |
27% |
False |
False |
1,180,966 |
80 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
83.50 |
2.2% |
27% |
False |
False |
886,388 |
100 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
88.25 |
2.4% |
27% |
False |
False |
709,373 |
120 |
4,345.75 |
3,502.00 |
843.75 |
22.6% |
92.75 |
2.5% |
27% |
False |
False |
591,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,117.25 |
2.618 |
3,986.75 |
1.618 |
3,906.75 |
1.000 |
3,857.25 |
0.618 |
3,826.75 |
HIGH |
3,777.25 |
0.618 |
3,746.75 |
0.500 |
3,737.25 |
0.382 |
3,727.75 |
LOW |
3,697.25 |
0.618 |
3,647.75 |
1.000 |
3,617.25 |
1.618 |
3,567.75 |
2.618 |
3,487.75 |
4.250 |
3,357.25 |
|
|
Fisher Pivots for day following 18-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,737.25 |
3,716.50 |
PP |
3,735.75 |
3,700.25 |
S1 |
3,734.25 |
3,684.00 |
|