| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,663.2 |
1,669.7 |
6.5 |
0.4% |
1,717.0 |
| High |
1,688.0 |
1,679.6 |
-8.4 |
-0.5% |
1,720.0 |
| Low |
1,663.2 |
1,664.6 |
1.4 |
0.1% |
1,659.9 |
| Close |
1,677.8 |
1,669.6 |
-8.2 |
-0.5% |
1,662.8 |
| Range |
24.8 |
15.0 |
-9.8 |
-39.5% |
60.1 |
| ATR |
27.4 |
26.5 |
-0.9 |
-3.2% |
0.0 |
| Volume |
2,363 |
3,044 |
681 |
28.8% |
34,445 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,716.3 |
1,707.9 |
1,677.9 |
|
| R3 |
1,701.3 |
1,692.9 |
1,673.7 |
|
| R2 |
1,686.3 |
1,686.3 |
1,672.4 |
|
| R1 |
1,677.9 |
1,677.9 |
1,671.0 |
1,674.6 |
| PP |
1,671.3 |
1,671.3 |
1,671.3 |
1,669.6 |
| S1 |
1,662.9 |
1,662.9 |
1,668.2 |
1,659.6 |
| S2 |
1,656.3 |
1,656.3 |
1,666.9 |
|
| S3 |
1,641.3 |
1,647.9 |
1,665.5 |
|
| S4 |
1,626.3 |
1,632.9 |
1,661.4 |
|
|
| 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 |
1,702.0 |
1,659.9 |
42.1 |
2.5% |
25.4 |
1.5% |
23% |
False |
False |
5,593 |
| 10 |
1,749.6 |
1,659.9 |
89.7 |
5.4% |
25.2 |
1.5% |
11% |
False |
False |
6,143 |
| 20 |
1,751.6 |
1,636.0 |
115.6 |
6.9% |
28.2 |
1.7% |
29% |
False |
False |
4,824 |
| 40 |
1,790.9 |
1,636.0 |
154.9 |
9.3% |
25.5 |
1.5% |
22% |
False |
False |
3,800 |
| 60 |
1,836.7 |
1,636.0 |
200.7 |
12.0% |
23.7 |
1.4% |
17% |
False |
False |
3,233 |
| 80 |
1,872.8 |
1,636.0 |
236.8 |
14.2% |
23.6 |
1.4% |
14% |
False |
False |
2,673 |
| 100 |
1,910.6 |
1,636.0 |
274.6 |
16.4% |
23.6 |
1.4% |
12% |
False |
False |
2,247 |
| 120 |
1,943.7 |
1,636.0 |
307.7 |
18.4% |
22.6 |
1.4% |
11% |
False |
False |
1,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,743.4 |
|
2.618 |
1,718.9 |
|
1.618 |
1,703.9 |
|
1.000 |
1,694.6 |
|
0.618 |
1,688.9 |
|
HIGH |
1,679.6 |
|
0.618 |
1,673.9 |
|
0.500 |
1,672.1 |
|
0.382 |
1,670.3 |
|
LOW |
1,664.6 |
|
0.618 |
1,655.3 |
|
1.000 |
1,649.6 |
|
1.618 |
1,640.3 |
|
2.618 |
1,625.3 |
|
4.250 |
1,600.9 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.1 |
1,675.7 |
| PP |
1,671.3 |
1,673.6 |
| S1 |
1,670.4 |
1,671.6 |
|