| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,622.75 |
3,708.75 |
86.00 |
2.4% |
3,665.00 |
| High |
3,727.25 |
3,763.75 |
36.50 |
1.0% |
3,763.75 |
| Low |
3,530.25 |
3,621.00 |
90.75 |
2.6% |
3,530.25 |
| Close |
3,711.75 |
3,626.50 |
-85.25 |
-2.3% |
3,626.50 |
| Range |
197.00 |
142.75 |
-54.25 |
-27.5% |
233.50 |
| ATR |
98.33 |
101.50 |
3.17 |
3.2% |
0.00 |
| Volume |
11,315 |
2,876 |
-8,439 |
-74.6% |
22,109 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,098.75 |
4,005.25 |
3,705.00 |
|
| R3 |
3,956.00 |
3,862.50 |
3,665.75 |
|
| R2 |
3,813.25 |
3,813.25 |
3,652.75 |
|
| R1 |
3,719.75 |
3,719.75 |
3,639.50 |
3,695.00 |
| PP |
3,670.50 |
3,670.50 |
3,670.50 |
3,658.00 |
| S1 |
3,577.00 |
3,577.00 |
3,613.50 |
3,552.50 |
| S2 |
3,527.75 |
3,527.75 |
3,600.25 |
|
| S3 |
3,385.00 |
3,434.25 |
3,587.25 |
|
| S4 |
3,242.25 |
3,291.50 |
3,548.00 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,340.75 |
4,217.00 |
3,755.00 |
|
| R3 |
4,107.25 |
3,983.50 |
3,690.75 |
|
| R2 |
3,873.75 |
3,873.75 |
3,669.25 |
|
| R1 |
3,750.00 |
3,750.00 |
3,648.00 |
3,695.00 |
| PP |
3,640.25 |
3,640.25 |
3,640.25 |
3,612.75 |
| S1 |
3,516.50 |
3,516.50 |
3,605.00 |
3,461.50 |
| S2 |
3,406.75 |
3,406.75 |
3,583.75 |
|
| S3 |
3,173.25 |
3,283.00 |
3,562.25 |
|
| S4 |
2,939.75 |
3,049.50 |
3,498.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,763.75 |
3,530.25 |
233.50 |
6.4% |
106.00 |
2.9% |
41% |
True |
False |
4,421 |
| 10 |
3,848.50 |
3,530.25 |
318.25 |
8.8% |
108.25 |
3.0% |
30% |
False |
False |
3,979 |
| 20 |
3,965.75 |
3,530.25 |
435.50 |
12.0% |
104.75 |
2.9% |
22% |
False |
False |
3,857 |
| 40 |
4,322.00 |
3,530.25 |
791.75 |
21.8% |
93.00 |
2.6% |
12% |
False |
False |
2,301 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
23.3% |
82.75 |
2.3% |
11% |
False |
False |
1,658 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
23.3% |
81.25 |
2.2% |
11% |
False |
False |
1,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,370.50 |
|
2.618 |
4,137.50 |
|
1.618 |
3,994.75 |
|
1.000 |
3,906.50 |
|
0.618 |
3,852.00 |
|
HIGH |
3,763.75 |
|
0.618 |
3,709.25 |
|
0.500 |
3,692.50 |
|
0.382 |
3,675.50 |
|
LOW |
3,621.00 |
|
0.618 |
3,532.75 |
|
1.000 |
3,478.25 |
|
1.618 |
3,390.00 |
|
2.618 |
3,247.25 |
|
4.250 |
3,014.25 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,692.50 |
3,647.00 |
| PP |
3,670.50 |
3,640.25 |
| S1 |
3,648.50 |
3,633.25 |
|