| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,633.75 |
3,622.75 |
-11.00 |
-0.3% |
3,620.00 |
| High |
3,663.00 |
3,727.25 |
64.25 |
1.8% |
3,848.50 |
| Low |
3,614.00 |
3,530.25 |
-83.75 |
-2.3% |
3,598.75 |
| Close |
3,616.50 |
3,711.75 |
95.25 |
2.6% |
3,681.75 |
| Range |
49.00 |
197.00 |
148.00 |
302.0% |
249.75 |
| ATR |
90.74 |
98.33 |
7.59 |
8.4% |
0.00 |
| Volume |
1,656 |
11,315 |
9,659 |
583.3% |
17,688 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,247.50 |
4,176.50 |
3,820.00 |
|
| R3 |
4,050.50 |
3,979.50 |
3,766.00 |
|
| R2 |
3,853.50 |
3,853.50 |
3,747.75 |
|
| R1 |
3,782.50 |
3,782.50 |
3,729.75 |
3,818.00 |
| PP |
3,656.50 |
3,656.50 |
3,656.50 |
3,674.00 |
| S1 |
3,585.50 |
3,585.50 |
3,693.75 |
3,621.00 |
| S2 |
3,459.50 |
3,459.50 |
3,675.75 |
|
| S3 |
3,262.50 |
3,388.50 |
3,657.50 |
|
| S4 |
3,065.50 |
3,191.50 |
3,603.50 |
|
|
| 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 |
3,794.75 |
3,530.25 |
264.50 |
7.1% |
104.25 |
2.8% |
69% |
False |
True |
4,406 |
| 10 |
3,848.50 |
3,530.25 |
318.25 |
8.6% |
103.75 |
2.8% |
57% |
False |
True |
3,865 |
| 20 |
3,965.75 |
3,530.25 |
435.50 |
11.7% |
100.00 |
2.7% |
42% |
False |
True |
3,786 |
| 40 |
4,341.50 |
3,530.25 |
811.25 |
21.9% |
90.50 |
2.4% |
22% |
False |
True |
2,241 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.7% |
81.50 |
2.2% |
22% |
False |
True |
1,610 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.7% |
81.00 |
2.2% |
22% |
False |
True |
1,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,564.50 |
|
2.618 |
4,243.00 |
|
1.618 |
4,046.00 |
|
1.000 |
3,924.25 |
|
0.618 |
3,849.00 |
|
HIGH |
3,727.25 |
|
0.618 |
3,652.00 |
|
0.500 |
3,628.75 |
|
0.382 |
3,605.50 |
|
LOW |
3,530.25 |
|
0.618 |
3,408.50 |
|
1.000 |
3,333.25 |
|
1.618 |
3,211.50 |
|
2.618 |
3,014.50 |
|
4.250 |
2,693.00 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,684.00 |
3,684.00 |
| PP |
3,656.50 |
3,656.50 |
| S1 |
3,628.75 |
3,628.75 |
|