| 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 |
3,759.75 |
3,708.00 |
-51.75 |
-1.4% |
3,638.75 |
| High |
3,774.25 |
3,748.00 |
-26.25 |
-0.7% |
3,733.75 |
| Low |
3,676.75 |
3,666.25 |
-10.50 |
-0.3% |
3,502.00 |
| Close |
3,707.25 |
3,675.25 |
-32.00 |
-0.9% |
3,597.50 |
| Range |
97.50 |
81.75 |
-15.75 |
-16.2% |
231.75 |
| ATR |
101.67 |
100.25 |
-1.42 |
-1.4% |
0.00 |
| Volume |
2,348,844 |
2,403,705 |
54,861 |
2.3% |
12,389,811 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,941.75 |
3,890.25 |
3,720.25 |
|
| R3 |
3,860.00 |
3,808.50 |
3,697.75 |
|
| R2 |
3,778.25 |
3,778.25 |
3,690.25 |
|
| R1 |
3,726.75 |
3,726.75 |
3,682.75 |
3,711.50 |
| PP |
3,696.50 |
3,696.50 |
3,696.50 |
3,689.00 |
| S1 |
3,645.00 |
3,645.00 |
3,667.75 |
3,630.00 |
| S2 |
3,614.75 |
3,614.75 |
3,660.25 |
|
| S3 |
3,533.00 |
3,563.25 |
3,652.75 |
|
| S4 |
3,451.25 |
3,481.50 |
3,630.25 |
|
|
| 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 |
3,590.50 |
186.75 |
5.1% |
102.75 |
2.8% |
45% |
False |
False |
2,436,367 |
| 10 |
3,777.25 |
3,502.00 |
275.25 |
7.5% |
104.00 |
2.8% |
63% |
False |
False |
2,407,992 |
| 20 |
3,820.00 |
3,502.00 |
318.00 |
8.7% |
105.25 |
2.9% |
54% |
False |
False |
2,520,874 |
| 40 |
4,234.25 |
3,502.00 |
732.25 |
19.9% |
98.00 |
2.7% |
24% |
False |
False |
1,887,640 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
23.0% |
86.00 |
2.3% |
21% |
False |
False |
1,260,118 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
23.0% |
83.50 |
2.3% |
21% |
False |
False |
945,765 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
23.0% |
87.50 |
2.4% |
21% |
False |
False |
756,885 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
23.0% |
92.00 |
2.5% |
21% |
False |
False |
630,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,095.50 |
|
2.618 |
3,962.00 |
|
1.618 |
3,880.25 |
|
1.000 |
3,829.75 |
|
0.618 |
3,798.50 |
|
HIGH |
3,748.00 |
|
0.618 |
3,716.75 |
|
0.500 |
3,707.00 |
|
0.382 |
3,697.50 |
|
LOW |
3,666.25 |
|
0.618 |
3,615.75 |
|
1.000 |
3,584.50 |
|
1.618 |
3,534.00 |
|
2.618 |
3,452.25 |
|
4.250 |
3,318.75 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,707.00 |
3,721.75 |
| PP |
3,696.50 |
3,706.25 |
| S1 |
3,686.00 |
3,690.75 |
|