| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,699.2 |
1,704.0 |
4.8 |
0.3% |
1,696.6 |
| High |
1,711.4 |
1,714.8 |
3.4 |
0.2% |
1,764.3 |
| Low |
1,697.1 |
1,678.0 |
-19.1 |
-1.1% |
1,693.2 |
| Close |
1,705.3 |
1,705.4 |
0.1 |
0.0% |
1,736.9 |
| Range |
14.3 |
36.8 |
22.5 |
157.3% |
71.1 |
| ATR |
25.4 |
26.2 |
0.8 |
3.2% |
0.0 |
| Volume |
4,593 |
5,448 |
855 |
18.6% |
11,294 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,809.8 |
1,794.4 |
1,725.6 |
|
| R3 |
1,773.0 |
1,757.6 |
1,715.5 |
|
| R2 |
1,736.2 |
1,736.2 |
1,712.1 |
|
| R1 |
1,720.8 |
1,720.8 |
1,708.8 |
1,728.5 |
| PP |
1,699.4 |
1,699.4 |
1,699.4 |
1,703.3 |
| S1 |
1,684.0 |
1,684.0 |
1,702.0 |
1,691.7 |
| S2 |
1,662.6 |
1,662.6 |
1,698.7 |
|
| S3 |
1,625.8 |
1,647.2 |
1,695.3 |
|
| S4 |
1,589.0 |
1,610.4 |
1,685.2 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.8 |
1,911.9 |
1,776.0 |
|
| R3 |
1,873.7 |
1,840.8 |
1,756.5 |
|
| R2 |
1,802.6 |
1,802.6 |
1,749.9 |
|
| R1 |
1,769.7 |
1,769.7 |
1,743.4 |
1,786.2 |
| PP |
1,731.5 |
1,731.5 |
1,731.5 |
1,739.7 |
| S1 |
1,698.6 |
1,698.6 |
1,730.4 |
1,715.1 |
| S2 |
1,660.4 |
1,660.4 |
1,723.9 |
|
| S3 |
1,589.3 |
1,627.5 |
1,717.3 |
|
| S4 |
1,518.2 |
1,556.4 |
1,697.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,749.5 |
1,678.0 |
71.5 |
4.2% |
26.0 |
1.5% |
38% |
False |
True |
3,458 |
| 10 |
1,764.3 |
1,678.0 |
86.3 |
5.1% |
26.6 |
1.6% |
32% |
False |
True |
2,656 |
| 20 |
1,764.3 |
1,650.5 |
113.8 |
6.7% |
26.9 |
1.6% |
48% |
False |
False |
1,872 |
| 40 |
1,809.6 |
1,650.5 |
159.1 |
9.3% |
23.1 |
1.4% |
35% |
False |
False |
1,186 |
| 60 |
1,848.4 |
1,650.5 |
197.9 |
11.6% |
21.4 |
1.3% |
28% |
False |
False |
919 |
| 80 |
1,888.7 |
1,650.5 |
238.2 |
14.0% |
19.9 |
1.2% |
23% |
False |
False |
795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,871.2 |
|
2.618 |
1,811.1 |
|
1.618 |
1,774.3 |
|
1.000 |
1,751.6 |
|
0.618 |
1,737.5 |
|
HIGH |
1,714.8 |
|
0.618 |
1,700.7 |
|
0.500 |
1,696.4 |
|
0.382 |
1,692.1 |
|
LOW |
1,678.0 |
|
0.618 |
1,655.3 |
|
1.000 |
1,641.2 |
|
1.618 |
1,618.5 |
|
2.618 |
1,581.7 |
|
4.250 |
1,521.6 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,702.4 |
1,703.0 |
| PP |
1,699.4 |
1,700.6 |
| S1 |
1,696.4 |
1,698.2 |
|