| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,694.3 |
1,686.1 |
-8.2 |
-0.5% |
1,717.0 |
| High |
1,702.0 |
1,691.4 |
-10.6 |
-0.6% |
1,720.0 |
| Low |
1,662.0 |
1,659.9 |
-2.1 |
-0.1% |
1,659.9 |
| Close |
1,690.8 |
1,662.8 |
-28.0 |
-1.7% |
1,662.8 |
| Range |
40.0 |
31.5 |
-8.5 |
-21.3% |
60.1 |
| ATR |
27.3 |
27.6 |
0.3 |
1.1% |
0.0 |
| Volume |
7,669 |
8,872 |
1,203 |
15.7% |
34,445 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.9 |
1,745.8 |
1,680.1 |
|
| R3 |
1,734.4 |
1,714.3 |
1,671.5 |
|
| R2 |
1,702.9 |
1,702.9 |
1,668.6 |
|
| R1 |
1,682.8 |
1,682.8 |
1,665.7 |
1,677.1 |
| PP |
1,671.4 |
1,671.4 |
1,671.4 |
1,668.5 |
| S1 |
1,651.3 |
1,651.3 |
1,659.9 |
1,645.6 |
| S2 |
1,639.9 |
1,639.9 |
1,657.0 |
|
| S3 |
1,608.4 |
1,619.8 |
1,654.1 |
|
| S4 |
1,576.9 |
1,588.3 |
1,645.5 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.2 |
1,822.1 |
1,695.9 |
|
| R3 |
1,801.1 |
1,762.0 |
1,679.3 |
|
| R2 |
1,741.0 |
1,741.0 |
1,673.8 |
|
| R1 |
1,701.9 |
1,701.9 |
1,668.3 |
1,691.4 |
| PP |
1,680.9 |
1,680.9 |
1,680.9 |
1,675.7 |
| S1 |
1,641.8 |
1,641.8 |
1,657.3 |
1,631.3 |
| S2 |
1,620.8 |
1,620.8 |
1,651.8 |
|
| S3 |
1,560.7 |
1,581.7 |
1,646.3 |
|
| S4 |
1,500.6 |
1,521.6 |
1,629.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,720.0 |
1,659.9 |
60.1 |
3.6% |
28.9 |
1.7% |
5% |
False |
True |
6,889 |
| 10 |
1,751.6 |
1,659.9 |
91.7 |
5.5% |
28.9 |
1.7% |
3% |
False |
True |
7,027 |
| 20 |
1,751.6 |
1,636.0 |
115.6 |
7.0% |
28.1 |
1.7% |
23% |
False |
False |
4,714 |
| 40 |
1,790.9 |
1,636.0 |
154.9 |
9.3% |
25.3 |
1.5% |
17% |
False |
False |
3,758 |
| 60 |
1,836.7 |
1,636.0 |
200.7 |
12.1% |
23.7 |
1.4% |
13% |
False |
False |
3,178 |
| 80 |
1,880.0 |
1,636.0 |
244.0 |
14.7% |
23.6 |
1.4% |
11% |
False |
False |
2,618 |
| 100 |
1,910.6 |
1,636.0 |
274.6 |
16.5% |
23.5 |
1.4% |
10% |
False |
False |
2,197 |
| 120 |
1,943.7 |
1,636.0 |
307.7 |
18.5% |
22.4 |
1.3% |
9% |
False |
False |
1,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,825.3 |
|
2.618 |
1,773.9 |
|
1.618 |
1,742.4 |
|
1.000 |
1,722.9 |
|
0.618 |
1,710.9 |
|
HIGH |
1,691.4 |
|
0.618 |
1,679.4 |
|
0.500 |
1,675.7 |
|
0.382 |
1,671.9 |
|
LOW |
1,659.9 |
|
0.618 |
1,640.4 |
|
1.000 |
1,628.4 |
|
1.618 |
1,608.9 |
|
2.618 |
1,577.4 |
|
4.250 |
1,526.0 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,675.7 |
1,681.0 |
| PP |
1,671.4 |
1,674.9 |
| S1 |
1,667.1 |
1,668.9 |
|