| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,735.00 |
3,791.25 |
56.25 |
1.5% |
3,665.00 |
| High |
3,807.75 |
3,804.25 |
-3.50 |
-0.1% |
3,763.75 |
| Low |
3,727.75 |
3,707.75 |
-20.00 |
-0.5% |
3,530.25 |
| Close |
3,763.50 |
3,738.00 |
-25.50 |
-0.7% |
3,626.50 |
| Range |
80.00 |
96.50 |
16.50 |
20.6% |
233.50 |
| ATR |
101.22 |
100.88 |
-0.34 |
-0.3% |
0.00 |
| Volume |
2,676 |
1,837 |
-839 |
-31.4% |
22,109 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,039.50 |
3,985.25 |
3,791.00 |
|
| R3 |
3,943.00 |
3,888.75 |
3,764.50 |
|
| R2 |
3,846.50 |
3,846.50 |
3,755.75 |
|
| R1 |
3,792.25 |
3,792.25 |
3,746.75 |
3,771.00 |
| PP |
3,750.00 |
3,750.00 |
3,750.00 |
3,739.50 |
| S1 |
3,695.75 |
3,695.75 |
3,729.25 |
3,674.50 |
| S2 |
3,653.50 |
3,653.50 |
3,720.25 |
|
| S3 |
3,557.00 |
3,599.25 |
3,711.50 |
|
| S4 |
3,460.50 |
3,502.75 |
3,685.00 |
|
|
| 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 |
3,807.75 |
3,530.25 |
277.50 |
7.4% |
125.50 |
3.4% |
75% |
False |
False |
4,218 |
| 10 |
3,847.50 |
3,530.25 |
317.25 |
8.5% |
102.00 |
2.7% |
65% |
False |
False |
3,660 |
| 20 |
3,861.75 |
3,530.25 |
331.50 |
8.9% |
104.00 |
2.8% |
63% |
False |
False |
3,846 |
| 40 |
4,262.25 |
3,530.25 |
732.00 |
19.6% |
95.75 |
2.6% |
28% |
False |
False |
2,444 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.6% |
84.75 |
2.3% |
25% |
False |
False |
1,765 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.6% |
81.75 |
2.2% |
25% |
False |
False |
1,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,214.50 |
|
2.618 |
4,057.00 |
|
1.618 |
3,960.50 |
|
1.000 |
3,900.75 |
|
0.618 |
3,864.00 |
|
HIGH |
3,804.25 |
|
0.618 |
3,767.50 |
|
0.500 |
3,756.00 |
|
0.382 |
3,744.50 |
|
LOW |
3,707.75 |
|
0.618 |
3,648.00 |
|
1.000 |
3,611.25 |
|
1.618 |
3,551.50 |
|
2.618 |
3,455.00 |
|
4.250 |
3,297.50 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,756.00 |
3,730.00 |
| PP |
3,750.00 |
3,722.00 |
| S1 |
3,744.00 |
3,714.00 |
|