| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,713.25 |
3,807.00 |
93.75 |
2.5% |
3,622.50 |
| High |
3,803.25 |
3,853.00 |
49.75 |
1.3% |
3,807.75 |
| Low |
3,670.00 |
3,768.00 |
98.00 |
2.7% |
3,620.50 |
| Close |
3,794.75 |
3,841.00 |
46.25 |
1.2% |
3,794.75 |
| Range |
133.25 |
85.00 |
-48.25 |
-36.2% |
187.25 |
| ATR |
101.91 |
100.70 |
-1.21 |
-1.2% |
0.00 |
| Volume |
7,733 |
5,753 |
-1,980 |
-25.6% |
17,780 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,075.75 |
4,043.25 |
3,887.75 |
|
| R3 |
3,990.75 |
3,958.25 |
3,864.50 |
|
| R2 |
3,905.75 |
3,905.75 |
3,856.50 |
|
| R1 |
3,873.25 |
3,873.25 |
3,848.75 |
3,889.50 |
| PP |
3,820.75 |
3,820.75 |
3,820.75 |
3,828.75 |
| S1 |
3,788.25 |
3,788.25 |
3,833.25 |
3,804.50 |
| S2 |
3,735.75 |
3,735.75 |
3,825.50 |
|
| S3 |
3,650.75 |
3,703.25 |
3,817.50 |
|
| S4 |
3,565.75 |
3,618.25 |
3,794.25 |
|
|
| 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 |
3,853.00 |
3,670.00 |
183.00 |
4.8% |
95.25 |
2.5% |
93% |
True |
False |
4,228 |
| 10 |
3,853.00 |
3,530.25 |
322.75 |
8.4% |
105.00 |
2.7% |
96% |
True |
False |
4,336 |
| 20 |
3,853.00 |
3,530.25 |
322.75 |
8.4% |
105.75 |
2.8% |
96% |
True |
False |
3,842 |
| 40 |
4,194.25 |
3,530.25 |
664.00 |
17.3% |
96.50 |
2.5% |
47% |
False |
False |
2,836 |
| 60 |
4,373.50 |
3,530.25 |
843.25 |
22.0% |
85.25 |
2.2% |
37% |
False |
False |
2,031 |
| 80 |
4,373.50 |
3,530.25 |
843.25 |
22.0% |
82.50 |
2.1% |
37% |
False |
False |
1,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,214.25 |
|
2.618 |
4,075.50 |
|
1.618 |
3,990.50 |
|
1.000 |
3,938.00 |
|
0.618 |
3,905.50 |
|
HIGH |
3,853.00 |
|
0.618 |
3,820.50 |
|
0.500 |
3,810.50 |
|
0.382 |
3,800.50 |
|
LOW |
3,768.00 |
|
0.618 |
3,715.50 |
|
1.000 |
3,683.00 |
|
1.618 |
3,630.50 |
|
2.618 |
3,545.50 |
|
4.250 |
3,406.75 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,830.75 |
3,814.50 |
| PP |
3,820.75 |
3,788.00 |
| S1 |
3,810.50 |
3,761.50 |
|