| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,708.75 |
3,622.50 |
-86.25 |
-2.3% |
3,665.00 |
| High |
3,763.75 |
3,732.00 |
-31.75 |
-0.8% |
3,763.75 |
| Low |
3,621.00 |
3,620.50 |
-0.50 |
0.0% |
3,530.25 |
| Close |
3,626.50 |
3,719.50 |
93.00 |
2.6% |
3,626.50 |
| Range |
142.75 |
111.50 |
-31.25 |
-21.9% |
233.50 |
| ATR |
101.50 |
102.21 |
0.71 |
0.7% |
0.00 |
| Volume |
2,876 |
2,389 |
-487 |
-16.9% |
22,109 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,025.25 |
3,983.75 |
3,780.75 |
|
| R3 |
3,913.75 |
3,872.25 |
3,750.25 |
|
| R2 |
3,802.25 |
3,802.25 |
3,740.00 |
|
| R1 |
3,760.75 |
3,760.75 |
3,729.75 |
3,781.50 |
| PP |
3,690.75 |
3,690.75 |
3,690.75 |
3,701.00 |
| S1 |
3,649.25 |
3,649.25 |
3,709.25 |
3,670.00 |
| S2 |
3,579.25 |
3,579.25 |
3,699.00 |
|
| S3 |
3,467.75 |
3,537.75 |
3,688.75 |
|
| S4 |
3,356.25 |
3,426.25 |
3,658.25 |
|
|
| 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 |
6.3% |
114.75 |
3.1% |
81% |
False |
False |
4,443 |
| 10 |
3,848.50 |
3,530.25 |
318.25 |
8.6% |
105.25 |
2.8% |
59% |
False |
False |
3,936 |
| 20 |
3,965.75 |
3,530.25 |
435.50 |
11.7% |
106.25 |
2.9% |
43% |
False |
False |
3,906 |
| 40 |
4,265.75 |
3,530.25 |
735.50 |
19.8% |
94.50 |
2.5% |
26% |
False |
False |
2,354 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.7% |
83.25 |
2.2% |
22% |
False |
False |
1,694 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.7% |
82.00 |
2.2% |
22% |
False |
False |
1,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,206.00 |
|
2.618 |
4,024.00 |
|
1.618 |
3,912.50 |
|
1.000 |
3,843.50 |
|
0.618 |
3,801.00 |
|
HIGH |
3,732.00 |
|
0.618 |
3,689.50 |
|
0.500 |
3,676.25 |
|
0.382 |
3,663.00 |
|
LOW |
3,620.50 |
|
0.618 |
3,551.50 |
|
1.000 |
3,509.00 |
|
1.618 |
3,440.00 |
|
2.618 |
3,328.50 |
|
4.250 |
3,146.50 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,705.00 |
3,695.25 |
| PP |
3,690.75 |
3,671.25 |
| S1 |
3,676.25 |
3,647.00 |
|