| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,791.25 |
3,737.75 |
-53.50 |
-1.4% |
3,665.00 |
| High |
3,804.25 |
3,778.25 |
-26.00 |
-0.7% |
3,763.75 |
| Low |
3,707.75 |
3,696.75 |
-11.00 |
-0.3% |
3,530.25 |
| Close |
3,738.00 |
3,705.75 |
-32.25 |
-0.9% |
3,626.50 |
| Range |
96.50 |
81.50 |
-15.00 |
-15.5% |
233.50 |
| ATR |
100.88 |
99.50 |
-1.38 |
-1.4% |
0.00 |
| Volume |
1,837 |
3,145 |
1,308 |
71.2% |
22,109 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,971.50 |
3,920.00 |
3,750.50 |
|
| R3 |
3,890.00 |
3,838.50 |
3,728.25 |
|
| R2 |
3,808.50 |
3,808.50 |
3,720.75 |
|
| R1 |
3,757.00 |
3,757.00 |
3,713.25 |
3,742.00 |
| PP |
3,727.00 |
3,727.00 |
3,727.00 |
3,719.50 |
| S1 |
3,675.50 |
3,675.50 |
3,698.25 |
3,660.50 |
| S2 |
3,645.50 |
3,645.50 |
3,690.75 |
|
| S3 |
3,564.00 |
3,594.00 |
3,683.25 |
|
| S4 |
3,482.50 |
3,512.50 |
3,661.00 |
|
|
| 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 |
3,620.50 |
187.25 |
5.1% |
102.50 |
2.8% |
46% |
False |
False |
2,584 |
| 10 |
3,807.75 |
3,530.25 |
277.50 |
7.5% |
103.25 |
2.8% |
63% |
False |
False |
3,495 |
| 20 |
3,848.50 |
3,530.25 |
318.25 |
8.6% |
104.50 |
2.8% |
55% |
False |
False |
3,895 |
| 40 |
4,262.25 |
3,530.25 |
732.00 |
19.8% |
96.50 |
2.6% |
24% |
False |
False |
2,519 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.8% |
84.50 |
2.3% |
21% |
False |
False |
1,815 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.8% |
81.25 |
2.2% |
21% |
False |
False |
1,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,124.50 |
|
2.618 |
3,991.50 |
|
1.618 |
3,910.00 |
|
1.000 |
3,859.75 |
|
0.618 |
3,828.50 |
|
HIGH |
3,778.25 |
|
0.618 |
3,747.00 |
|
0.500 |
3,737.50 |
|
0.382 |
3,728.00 |
|
LOW |
3,696.75 |
|
0.618 |
3,646.50 |
|
1.000 |
3,615.25 |
|
1.618 |
3,565.00 |
|
2.618 |
3,483.50 |
|
4.250 |
3,350.50 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,737.50 |
3,752.25 |
| PP |
3,727.00 |
3,736.75 |
| S1 |
3,716.25 |
3,721.25 |
|