| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,665.00 |
3,660.00 |
-5.00 |
-0.1% |
3,620.00 |
| High |
3,695.25 |
3,681.00 |
-14.25 |
-0.4% |
3,848.50 |
| Low |
3,628.00 |
3,607.25 |
-20.75 |
-0.6% |
3,598.75 |
| Close |
3,653.50 |
3,627.00 |
-26.50 |
-0.7% |
3,681.75 |
| Range |
67.25 |
73.75 |
6.50 |
9.7% |
249.75 |
| ATR |
95.50 |
93.95 |
-1.55 |
-1.6% |
0.00 |
| Volume |
2,279 |
3,983 |
1,704 |
74.8% |
17,688 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,859.75 |
3,817.00 |
3,667.50 |
|
| R3 |
3,786.00 |
3,743.25 |
3,647.25 |
|
| R2 |
3,712.25 |
3,712.25 |
3,640.50 |
|
| R1 |
3,669.50 |
3,669.50 |
3,633.75 |
3,654.00 |
| PP |
3,638.50 |
3,638.50 |
3,638.50 |
3,630.50 |
| S1 |
3,595.75 |
3,595.75 |
3,620.25 |
3,580.25 |
| S2 |
3,564.75 |
3,564.75 |
3,613.50 |
|
| S3 |
3,491.00 |
3,522.00 |
3,606.75 |
|
| S4 |
3,417.25 |
3,448.25 |
3,586.50 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,459.00 |
4,320.00 |
3,819.00 |
|
| R3 |
4,209.25 |
4,070.25 |
3,750.50 |
|
| R2 |
3,959.50 |
3,959.50 |
3,727.50 |
|
| R1 |
3,820.50 |
3,820.50 |
3,704.75 |
3,890.00 |
| PP |
3,709.75 |
3,709.75 |
3,709.75 |
3,744.50 |
| S1 |
3,570.75 |
3,570.75 |
3,658.75 |
3,640.25 |
| S2 |
3,460.00 |
3,460.00 |
3,636.00 |
|
| S3 |
3,210.25 |
3,321.00 |
3,613.00 |
|
| S4 |
2,960.50 |
3,071.25 |
3,544.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,848.50 |
3,607.25 |
241.25 |
6.7% |
85.75 |
2.4% |
8% |
False |
True |
3,676 |
| 10 |
3,848.50 |
3,598.75 |
249.75 |
6.9% |
104.25 |
2.9% |
11% |
False |
False |
3,540 |
| 20 |
4,010.50 |
3,598.75 |
411.75 |
11.4% |
93.75 |
2.6% |
7% |
False |
False |
3,223 |
| 40 |
4,373.50 |
3,598.75 |
774.75 |
21.4% |
86.75 |
2.4% |
4% |
False |
False |
1,928 |
| 60 |
4,373.50 |
3,598.75 |
774.75 |
21.4% |
79.75 |
2.2% |
4% |
False |
False |
1,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,994.50 |
|
2.618 |
3,874.00 |
|
1.618 |
3,800.25 |
|
1.000 |
3,754.75 |
|
0.618 |
3,726.50 |
|
HIGH |
3,681.00 |
|
0.618 |
3,652.75 |
|
0.500 |
3,644.00 |
|
0.382 |
3,635.50 |
|
LOW |
3,607.25 |
|
0.618 |
3,561.75 |
|
1.000 |
3,533.50 |
|
1.618 |
3,488.00 |
|
2.618 |
3,414.25 |
|
4.250 |
3,293.75 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,644.00 |
3,701.00 |
| PP |
3,638.50 |
3,676.25 |
| S1 |
3,632.75 |
3,651.75 |
|