| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,622.50 |
3,735.00 |
112.50 |
3.1% |
3,665.00 |
| High |
3,732.00 |
3,807.75 |
75.75 |
2.0% |
3,763.75 |
| Low |
3,620.50 |
3,727.75 |
107.25 |
3.0% |
3,530.25 |
| Close |
3,719.50 |
3,763.50 |
44.00 |
1.2% |
3,626.50 |
| Range |
111.50 |
80.00 |
-31.50 |
-28.3% |
233.50 |
| ATR |
102.21 |
101.22 |
-1.00 |
-1.0% |
0.00 |
| Volume |
2,389 |
2,676 |
287 |
12.0% |
22,109 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,006.25 |
3,965.00 |
3,807.50 |
|
| R3 |
3,926.25 |
3,885.00 |
3,785.50 |
|
| R2 |
3,846.25 |
3,846.25 |
3,778.25 |
|
| R1 |
3,805.00 |
3,805.00 |
3,770.75 |
3,825.50 |
| PP |
3,766.25 |
3,766.25 |
3,766.25 |
3,776.75 |
| S1 |
3,725.00 |
3,725.00 |
3,756.25 |
3,745.50 |
| S2 |
3,686.25 |
3,686.25 |
3,748.75 |
|
| S3 |
3,606.25 |
3,645.00 |
3,741.50 |
|
| S4 |
3,526.25 |
3,565.00 |
3,719.50 |
|
|
| 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 |
3,807.75 |
3,530.25 |
277.50 |
7.4% |
116.00 |
3.1% |
84% |
True |
False |
4,182 |
| 10 |
3,848.50 |
3,530.25 |
318.25 |
8.5% |
101.00 |
2.7% |
73% |
False |
False |
3,929 |
| 20 |
3,955.00 |
3,530.25 |
424.75 |
11.3% |
105.75 |
2.8% |
55% |
False |
False |
3,940 |
| 40 |
4,262.25 |
3,530.25 |
732.00 |
19.4% |
94.25 |
2.5% |
32% |
False |
False |
2,411 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.4% |
84.00 |
2.2% |
28% |
False |
False |
1,736 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.4% |
81.25 |
2.2% |
28% |
False |
False |
1,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,147.75 |
|
2.618 |
4,017.25 |
|
1.618 |
3,937.25 |
|
1.000 |
3,887.75 |
|
0.618 |
3,857.25 |
|
HIGH |
3,807.75 |
|
0.618 |
3,777.25 |
|
0.500 |
3,767.75 |
|
0.382 |
3,758.25 |
|
LOW |
3,727.75 |
|
0.618 |
3,678.25 |
|
1.000 |
3,647.75 |
|
1.618 |
3,598.25 |
|
2.618 |
3,518.25 |
|
4.250 |
3,387.75 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,767.75 |
3,747.00 |
| PP |
3,766.25 |
3,730.50 |
| S1 |
3,765.00 |
3,714.00 |
|