| 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 |
1,671.1 |
1,648.5 |
-22.6 |
-1.4% |
1,717.0 |
| High |
1,672.9 |
1,664.0 |
-8.9 |
-0.5% |
1,720.0 |
| Low |
1,646.2 |
1,640.6 |
-5.6 |
-0.3% |
1,659.9 |
| Close |
1,648.0 |
1,650.7 |
2.7 |
0.2% |
1,662.8 |
| Range |
26.7 |
23.4 |
-3.3 |
-12.4% |
60.1 |
| ATR |
26.5 |
26.3 |
-0.2 |
-0.8% |
0.0 |
| Volume |
4,342 |
3,045 |
-1,297 |
-29.9% |
34,445 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,722.0 |
1,709.7 |
1,663.6 |
|
| R3 |
1,698.6 |
1,686.3 |
1,657.1 |
|
| R2 |
1,675.2 |
1,675.2 |
1,655.0 |
|
| R1 |
1,662.9 |
1,662.9 |
1,652.8 |
1,669.1 |
| PP |
1,651.8 |
1,651.8 |
1,651.8 |
1,654.8 |
| S1 |
1,639.5 |
1,639.5 |
1,648.6 |
1,645.7 |
| S2 |
1,628.4 |
1,628.4 |
1,646.4 |
|
| S3 |
1,605.0 |
1,616.1 |
1,644.3 |
|
| S4 |
1,581.6 |
1,592.7 |
1,637.8 |
|
|
| 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 |
1,691.4 |
1,640.6 |
50.8 |
3.1% |
24.3 |
1.5% |
20% |
False |
True |
4,333 |
| 10 |
1,735.1 |
1,640.6 |
94.5 |
5.7% |
25.7 |
1.6% |
11% |
False |
True |
5,332 |
| 20 |
1,751.6 |
1,636.0 |
115.6 |
7.0% |
27.5 |
1.7% |
13% |
False |
False |
5,073 |
| 40 |
1,790.9 |
1,636.0 |
154.9 |
9.4% |
25.8 |
1.6% |
9% |
False |
False |
3,928 |
| 60 |
1,836.7 |
1,636.0 |
200.7 |
12.2% |
23.8 |
1.4% |
7% |
False |
False |
3,332 |
| 80 |
1,866.8 |
1,636.0 |
230.8 |
14.0% |
23.9 |
1.4% |
6% |
False |
False |
2,754 |
| 100 |
1,910.6 |
1,636.0 |
274.6 |
16.6% |
23.9 |
1.5% |
5% |
False |
False |
2,304 |
| 120 |
1,924.2 |
1,636.0 |
288.2 |
17.5% |
22.8 |
1.4% |
5% |
False |
False |
2,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,763.5 |
|
2.618 |
1,725.3 |
|
1.618 |
1,701.9 |
|
1.000 |
1,687.4 |
|
0.618 |
1,678.5 |
|
HIGH |
1,664.0 |
|
0.618 |
1,655.1 |
|
0.500 |
1,652.3 |
|
0.382 |
1,649.5 |
|
LOW |
1,640.6 |
|
0.618 |
1,626.1 |
|
1.000 |
1,617.2 |
|
1.618 |
1,602.7 |
|
2.618 |
1,579.3 |
|
4.250 |
1,541.2 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,652.3 |
1,660.1 |
| PP |
1,651.8 |
1,657.0 |
| S1 |
1,651.2 |
1,653.8 |
|