| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,706.25 |
3,759.75 |
53.50 |
1.4% |
3,638.75 |
| High |
3,777.25 |
3,774.25 |
-3.00 |
-0.1% |
3,733.75 |
| Low |
3,697.25 |
3,676.75 |
-20.50 |
-0.6% |
3,502.00 |
| Close |
3,732.75 |
3,707.25 |
-25.50 |
-0.7% |
3,597.50 |
| Range |
80.00 |
97.50 |
17.50 |
21.9% |
231.75 |
| ATR |
101.99 |
101.67 |
-0.32 |
-0.3% |
0.00 |
| Volume |
2,746,886 |
2,348,844 |
-398,042 |
-14.5% |
12,389,811 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,012.00 |
3,957.00 |
3,761.00 |
|
| R3 |
3,914.50 |
3,859.50 |
3,734.00 |
|
| R2 |
3,817.00 |
3,817.00 |
3,725.00 |
|
| R1 |
3,762.00 |
3,762.00 |
3,716.25 |
3,740.75 |
| PP |
3,719.50 |
3,719.50 |
3,719.50 |
3,708.75 |
| S1 |
3,664.50 |
3,664.50 |
3,698.25 |
3,643.25 |
| S2 |
3,622.00 |
3,622.00 |
3,689.50 |
|
| S3 |
3,524.50 |
3,567.00 |
3,680.50 |
|
| S4 |
3,427.00 |
3,469.50 |
3,653.50 |
|
|
| 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% |
125.50 |
3.4% |
75% |
False |
False |
2,613,355 |
| 10 |
3,819.50 |
3,502.00 |
317.50 |
8.6% |
102.75 |
2.8% |
65% |
False |
False |
2,383,379 |
| 20 |
3,833.00 |
3,502.00 |
331.00 |
8.9% |
104.50 |
2.8% |
62% |
False |
False |
2,529,605 |
| 40 |
4,234.25 |
3,502.00 |
732.25 |
19.8% |
97.00 |
2.6% |
28% |
False |
False |
1,827,744 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.8% |
86.50 |
2.3% |
24% |
False |
False |
1,220,095 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.8% |
84.00 |
2.3% |
24% |
False |
False |
915,741 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.8% |
88.00 |
2.4% |
24% |
False |
False |
732,858 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.8% |
92.50 |
2.5% |
24% |
False |
False |
610,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,188.50 |
|
2.618 |
4,029.50 |
|
1.618 |
3,932.00 |
|
1.000 |
3,871.75 |
|
0.618 |
3,834.50 |
|
HIGH |
3,774.25 |
|
0.618 |
3,737.00 |
|
0.500 |
3,725.50 |
|
0.382 |
3,714.00 |
|
LOW |
3,676.75 |
|
0.618 |
3,616.50 |
|
1.000 |
3,579.25 |
|
1.618 |
3,519.00 |
|
2.618 |
3,421.50 |
|
4.250 |
3,262.50 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,725.50 |
3,699.50 |
| PP |
3,719.50 |
3,691.75 |
| S1 |
3,713.25 |
3,684.00 |
|