| 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 |
1,658.6 |
1,695.1 |
36.5 |
2.2% |
1,680.7 |
| High |
1,689.5 |
1,701.6 |
12.1 |
0.7% |
1,701.7 |
| Low |
1,650.0 |
1,676.8 |
26.8 |
1.6% |
1,650.0 |
| Close |
1,684.4 |
1,682.4 |
-2.0 |
-0.1% |
1,684.4 |
| Range |
39.5 |
24.8 |
-14.7 |
-37.2% |
51.7 |
| ATR |
26.2 |
26.1 |
-0.1 |
-0.4% |
0.0 |
| Volume |
2,645 |
1,017 |
-1,628 |
-61.6% |
6,761 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.3 |
1,746.7 |
1,696.0 |
|
| R3 |
1,736.5 |
1,721.9 |
1,689.2 |
|
| R2 |
1,711.7 |
1,711.7 |
1,686.9 |
|
| R1 |
1,697.1 |
1,697.1 |
1,684.7 |
1,692.0 |
| PP |
1,686.9 |
1,686.9 |
1,686.9 |
1,684.4 |
| S1 |
1,672.3 |
1,672.3 |
1,680.1 |
1,667.2 |
| S2 |
1,662.1 |
1,662.1 |
1,677.9 |
|
| S3 |
1,637.3 |
1,647.5 |
1,675.6 |
|
| S4 |
1,612.5 |
1,622.7 |
1,668.8 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,833.8 |
1,810.8 |
1,712.8 |
|
| R3 |
1,782.1 |
1,759.1 |
1,698.6 |
|
| R2 |
1,730.4 |
1,730.4 |
1,693.9 |
|
| R1 |
1,707.4 |
1,707.4 |
1,689.1 |
1,718.9 |
| PP |
1,678.7 |
1,678.7 |
1,678.7 |
1,684.5 |
| S1 |
1,655.7 |
1,655.7 |
1,679.7 |
1,667.2 |
| S2 |
1,627.0 |
1,627.0 |
1,674.9 |
|
| S3 |
1,575.3 |
1,604.0 |
1,670.2 |
|
| S4 |
1,523.6 |
1,552.3 |
1,656.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,701.6 |
1,650.0 |
51.6 |
3.1% |
25.0 |
1.5% |
63% |
True |
False |
1,417 |
| 10 |
1,718.4 |
1,650.0 |
68.4 |
4.1% |
24.9 |
1.5% |
47% |
False |
False |
2,353 |
| 20 |
1,764.3 |
1,650.0 |
114.3 |
6.8% |
26.4 |
1.6% |
28% |
False |
False |
2,109 |
| 40 |
1,781.2 |
1,650.0 |
131.2 |
7.8% |
24.9 |
1.5% |
25% |
False |
False |
1,424 |
| 60 |
1,848.4 |
1,650.0 |
198.4 |
11.8% |
22.3 |
1.3% |
16% |
False |
False |
1,082 |
| 80 |
1,852.1 |
1,650.0 |
202.1 |
12.0% |
21.1 |
1.3% |
16% |
False |
False |
916 |
| 100 |
1,920.2 |
1,650.0 |
270.2 |
16.1% |
20.4 |
1.2% |
12% |
False |
False |
780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,807.0 |
|
2.618 |
1,766.5 |
|
1.618 |
1,741.7 |
|
1.000 |
1,726.4 |
|
0.618 |
1,716.9 |
|
HIGH |
1,701.6 |
|
0.618 |
1,692.1 |
|
0.500 |
1,689.2 |
|
0.382 |
1,686.3 |
|
LOW |
1,676.8 |
|
0.618 |
1,661.5 |
|
1.000 |
1,652.0 |
|
1.618 |
1,636.7 |
|
2.618 |
1,611.9 |
|
4.250 |
1,571.4 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,689.2 |
1,680.2 |
| PP |
1,686.9 |
1,678.0 |
| S1 |
1,684.7 |
1,675.8 |
|