| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,737.75 |
3,713.25 |
-24.50 |
-0.7% |
3,622.50 |
| High |
3,778.25 |
3,803.25 |
25.00 |
0.7% |
3,807.75 |
| Low |
3,696.75 |
3,670.00 |
-26.75 |
-0.7% |
3,620.50 |
| Close |
3,705.75 |
3,794.75 |
89.00 |
2.4% |
3,794.75 |
| Range |
81.50 |
133.25 |
51.75 |
63.5% |
187.25 |
| ATR |
99.50 |
101.91 |
2.41 |
2.4% |
0.00 |
| Volume |
3,145 |
7,733 |
4,588 |
145.9% |
17,780 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,155.75 |
4,108.50 |
3,868.00 |
|
| R3 |
4,022.50 |
3,975.25 |
3,831.50 |
|
| R2 |
3,889.25 |
3,889.25 |
3,819.25 |
|
| R1 |
3,842.00 |
3,842.00 |
3,807.00 |
3,865.50 |
| PP |
3,756.00 |
3,756.00 |
3,756.00 |
3,767.75 |
| S1 |
3,708.75 |
3,708.75 |
3,782.50 |
3,732.50 |
| S2 |
3,622.75 |
3,622.75 |
3,770.25 |
|
| S3 |
3,489.50 |
3,575.50 |
3,758.00 |
|
| S4 |
3,356.25 |
3,442.25 |
3,721.50 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,302.75 |
4,236.00 |
3,897.75 |
|
| R3 |
4,115.50 |
4,048.75 |
3,846.25 |
|
| R2 |
3,928.25 |
3,928.25 |
3,829.00 |
|
| R1 |
3,861.50 |
3,861.50 |
3,812.00 |
3,895.00 |
| PP |
3,741.00 |
3,741.00 |
3,741.00 |
3,757.75 |
| S1 |
3,674.25 |
3,674.25 |
3,777.50 |
3,707.50 |
| S2 |
3,553.75 |
3,553.75 |
3,760.50 |
|
| S3 |
3,366.50 |
3,487.00 |
3,743.25 |
|
| S4 |
3,179.25 |
3,299.75 |
3,691.75 |
|
|
| 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 |
4.9% |
100.50 |
2.6% |
93% |
False |
False |
3,556 |
| 10 |
3,807.75 |
3,530.25 |
277.50 |
7.3% |
103.25 |
2.7% |
95% |
False |
False |
3,988 |
| 20 |
3,848.50 |
3,530.25 |
318.25 |
8.4% |
105.00 |
2.8% |
83% |
False |
False |
3,714 |
| 40 |
4,262.25 |
3,530.25 |
732.00 |
19.3% |
98.75 |
2.6% |
36% |
False |
False |
2,711 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.2% |
85.00 |
2.2% |
31% |
False |
False |
1,941 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.2% |
82.25 |
2.2% |
31% |
False |
False |
1,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,369.50 |
|
2.618 |
4,152.00 |
|
1.618 |
4,018.75 |
|
1.000 |
3,936.50 |
|
0.618 |
3,885.50 |
|
HIGH |
3,803.25 |
|
0.618 |
3,752.25 |
|
0.500 |
3,736.50 |
|
0.382 |
3,721.00 |
|
LOW |
3,670.00 |
|
0.618 |
3,587.75 |
|
1.000 |
3,536.75 |
|
1.618 |
3,454.50 |
|
2.618 |
3,321.25 |
|
4.250 |
3,103.75 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,775.50 |
3,775.50 |
| PP |
3,756.00 |
3,756.25 |
| S1 |
3,736.50 |
3,737.00 |
|