| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,686.1 |
1,663.2 |
-22.9 |
-1.4% |
1,717.0 |
| High |
1,691.4 |
1,688.0 |
-3.4 |
-0.2% |
1,720.0 |
| Low |
1,659.9 |
1,663.2 |
3.3 |
0.2% |
1,659.9 |
| Close |
1,662.8 |
1,677.8 |
15.0 |
0.9% |
1,662.8 |
| Range |
31.5 |
24.8 |
-6.7 |
-21.3% |
60.1 |
| ATR |
27.6 |
27.4 |
-0.2 |
-0.6% |
0.0 |
| Volume |
8,872 |
2,363 |
-6,509 |
-73.4% |
34,445 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,750.7 |
1,739.1 |
1,691.4 |
|
| R3 |
1,725.9 |
1,714.3 |
1,684.6 |
|
| R2 |
1,701.1 |
1,701.1 |
1,682.3 |
|
| R1 |
1,689.5 |
1,689.5 |
1,680.1 |
1,695.3 |
| PP |
1,676.3 |
1,676.3 |
1,676.3 |
1,679.3 |
| S1 |
1,664.7 |
1,664.7 |
1,675.5 |
1,670.5 |
| S2 |
1,651.5 |
1,651.5 |
1,673.3 |
|
| S3 |
1,626.7 |
1,639.9 |
1,671.0 |
|
| S4 |
1,601.9 |
1,615.1 |
1,664.2 |
|
|
| 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 |
1,704.6 |
1,659.9 |
44.7 |
2.7% |
27.1 |
1.6% |
40% |
False |
False |
6,192 |
| 10 |
1,751.6 |
1,659.9 |
91.7 |
5.5% |
27.1 |
1.6% |
20% |
False |
False |
6,548 |
| 20 |
1,751.6 |
1,636.0 |
115.6 |
6.9% |
28.4 |
1.7% |
36% |
False |
False |
4,771 |
| 40 |
1,790.9 |
1,636.0 |
154.9 |
9.2% |
25.6 |
1.5% |
27% |
False |
False |
3,781 |
| 60 |
1,836.7 |
1,636.0 |
200.7 |
12.0% |
23.7 |
1.4% |
21% |
False |
False |
3,197 |
| 80 |
1,872.8 |
1,636.0 |
236.8 |
14.1% |
23.6 |
1.4% |
18% |
False |
False |
2,641 |
| 100 |
1,910.6 |
1,636.0 |
274.6 |
16.4% |
23.6 |
1.4% |
15% |
False |
False |
2,217 |
| 120 |
1,943.7 |
1,636.0 |
307.7 |
18.3% |
22.6 |
1.3% |
14% |
False |
False |
1,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,793.4 |
|
2.618 |
1,752.9 |
|
1.618 |
1,728.1 |
|
1.000 |
1,712.8 |
|
0.618 |
1,703.3 |
|
HIGH |
1,688.0 |
|
0.618 |
1,678.5 |
|
0.500 |
1,675.6 |
|
0.382 |
1,672.7 |
|
LOW |
1,663.2 |
|
0.618 |
1,647.9 |
|
1.000 |
1,638.4 |
|
1.618 |
1,623.1 |
|
2.618 |
1,598.3 |
|
4.250 |
1,557.8 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,677.1 |
1,681.0 |
| PP |
1,676.3 |
1,679.9 |
| S1 |
1,675.6 |
1,678.9 |
|