| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,677.75 |
3,771.00 |
93.25 |
2.5% |
3,591.00 |
| High |
3,773.25 |
3,822.00 |
48.75 |
1.3% |
3,777.25 |
| Low |
3,641.50 |
3,736.50 |
95.00 |
2.6% |
3,590.50 |
| Close |
3,764.00 |
3,809.25 |
45.25 |
1.2% |
3,764.00 |
| Range |
131.75 |
85.50 |
-46.25 |
-35.1% |
186.75 |
| ATR |
102.50 |
101.28 |
-1.21 |
-1.2% |
0.00 |
| Volume |
2,681,019 |
2,109,780 |
-571,239 |
-21.3% |
12,132,452 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,045.75 |
4,013.00 |
3,856.25 |
|
| R3 |
3,960.25 |
3,927.50 |
3,832.75 |
|
| R2 |
3,874.75 |
3,874.75 |
3,825.00 |
|
| R1 |
3,842.00 |
3,842.00 |
3,817.00 |
3,858.50 |
| PP |
3,789.25 |
3,789.25 |
3,789.25 |
3,797.50 |
| S1 |
3,756.50 |
3,756.50 |
3,801.50 |
3,773.00 |
| S2 |
3,703.75 |
3,703.75 |
3,793.50 |
|
| S3 |
3,618.25 |
3,671.00 |
3,785.75 |
|
| S4 |
3,532.75 |
3,585.50 |
3,762.25 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,270.75 |
4,204.25 |
3,866.75 |
|
| R3 |
4,084.00 |
4,017.50 |
3,815.25 |
|
| R2 |
3,897.25 |
3,897.25 |
3,798.25 |
|
| R1 |
3,830.75 |
3,830.75 |
3,781.00 |
3,864.00 |
| PP |
3,710.50 |
3,710.50 |
3,710.50 |
3,727.25 |
| S1 |
3,644.00 |
3,644.00 |
3,747.00 |
3,677.25 |
| S2 |
3,523.75 |
3,523.75 |
3,729.75 |
|
| S3 |
3,337.00 |
3,457.25 |
3,712.75 |
|
| S4 |
3,150.25 |
3,270.50 |
3,661.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,822.00 |
3,641.50 |
180.50 |
4.7% |
95.25 |
2.5% |
93% |
True |
False |
2,458,046 |
| 10 |
3,822.00 |
3,502.00 |
320.00 |
8.4% |
105.00 |
2.8% |
96% |
True |
False |
2,460,759 |
| 20 |
3,822.00 |
3,502.00 |
320.00 |
8.4% |
106.25 |
2.8% |
96% |
True |
False |
2,469,765 |
| 40 |
4,175.00 |
3,502.00 |
673.00 |
17.7% |
97.50 |
2.6% |
46% |
False |
False |
2,006,913 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.2% |
86.75 |
2.3% |
36% |
False |
False |
1,339,902 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.2% |
84.75 |
2.2% |
36% |
False |
False |
1,005,577 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.2% |
87.75 |
2.3% |
36% |
False |
False |
804,782 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.2% |
92.25 |
2.4% |
36% |
False |
False |
670,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,185.50 |
|
2.618 |
4,045.75 |
|
1.618 |
3,960.25 |
|
1.000 |
3,907.50 |
|
0.618 |
3,874.75 |
|
HIGH |
3,822.00 |
|
0.618 |
3,789.25 |
|
0.500 |
3,779.25 |
|
0.382 |
3,769.25 |
|
LOW |
3,736.50 |
|
0.618 |
3,683.75 |
|
1.000 |
3,651.00 |
|
1.618 |
3,598.25 |
|
2.618 |
3,512.75 |
|
4.250 |
3,373.00 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,799.25 |
3,783.50 |
| PP |
3,789.25 |
3,757.50 |
| S1 |
3,779.25 |
3,731.75 |
|