| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,660.00 |
3,633.75 |
-26.25 |
-0.7% |
3,620.00 |
| High |
3,681.00 |
3,663.00 |
-18.00 |
-0.5% |
3,848.50 |
| Low |
3,607.25 |
3,614.00 |
6.75 |
0.2% |
3,598.75 |
| Close |
3,627.00 |
3,616.50 |
-10.50 |
-0.3% |
3,681.75 |
| Range |
73.75 |
49.00 |
-24.75 |
-33.6% |
249.75 |
| ATR |
93.95 |
90.74 |
-3.21 |
-3.4% |
0.00 |
| Volume |
3,983 |
1,656 |
-2,327 |
-58.4% |
17,688 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,778.25 |
3,746.25 |
3,643.50 |
|
| R3 |
3,729.25 |
3,697.25 |
3,630.00 |
|
| R2 |
3,680.25 |
3,680.25 |
3,625.50 |
|
| R1 |
3,648.25 |
3,648.25 |
3,621.00 |
3,639.75 |
| PP |
3,631.25 |
3,631.25 |
3,631.25 |
3,627.00 |
| S1 |
3,599.25 |
3,599.25 |
3,612.00 |
3,590.75 |
| S2 |
3,582.25 |
3,582.25 |
3,607.50 |
|
| S3 |
3,533.25 |
3,550.25 |
3,603.00 |
|
| S4 |
3,484.25 |
3,501.25 |
3,589.50 |
|
|
| 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 |
3,847.50 |
3,607.25 |
240.25 |
6.6% |
78.50 |
2.2% |
4% |
False |
False |
3,102 |
| 10 |
3,848.50 |
3,598.75 |
249.75 |
6.9% |
95.50 |
2.6% |
7% |
False |
False |
3,274 |
| 20 |
4,007.00 |
3,598.75 |
408.25 |
11.3% |
93.75 |
2.6% |
4% |
False |
False |
3,274 |
| 40 |
4,360.50 |
3,598.75 |
761.75 |
21.1% |
87.00 |
2.4% |
2% |
False |
False |
1,966 |
| 60 |
4,373.50 |
3,598.75 |
774.75 |
21.4% |
79.00 |
2.2% |
2% |
False |
False |
1,422 |
| 80 |
4,373.50 |
3,598.75 |
774.75 |
21.4% |
79.75 |
2.2% |
2% |
False |
False |
1,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,871.25 |
|
2.618 |
3,791.25 |
|
1.618 |
3,742.25 |
|
1.000 |
3,712.00 |
|
0.618 |
3,693.25 |
|
HIGH |
3,663.00 |
|
0.618 |
3,644.25 |
|
0.500 |
3,638.50 |
|
0.382 |
3,632.75 |
|
LOW |
3,614.00 |
|
0.618 |
3,583.75 |
|
1.000 |
3,565.00 |
|
1.618 |
3,534.75 |
|
2.618 |
3,485.75 |
|
4.250 |
3,405.75 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,638.50 |
3,651.25 |
| PP |
3,631.25 |
3,639.75 |
| S1 |
3,623.75 |
3,628.00 |
|