| 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 |
1,314.8170 |
1,294.2770 |
-20.5400 |
-1.6% |
1,331.0200 |
| High |
1,315.7190 |
1,309.0890 |
-6.6300 |
-0.5% |
1,341.4220 |
| Low |
1,288.5290 |
1,272.5320 |
-15.9970 |
-1.2% |
1,195.5710 |
| Close |
1,294.2900 |
1,282.3280 |
-11.9620 |
-0.9% |
1,301.4550 |
| Range |
27.1900 |
36.5570 |
9.3670 |
34.5% |
145.8510 |
| ATR |
71.4759 |
68.9817 |
-2.4942 |
-3.5% |
0.0000 |
| Volume |
390,045 |
478,081 |
88,036 |
22.6% |
2,837,532 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,397.6540 |
1,376.5480 |
1,302.4344 |
|
| R3 |
1,361.0970 |
1,339.9910 |
1,292.3812 |
|
| R2 |
1,324.5400 |
1,324.5400 |
1,289.0301 |
|
| R1 |
1,303.4340 |
1,303.4340 |
1,285.6791 |
1,295.7085 |
| PP |
1,287.9830 |
1,287.9830 |
1,287.9830 |
1,284.1203 |
| S1 |
1,266.8770 |
1,266.8770 |
1,278.9769 |
1,259.1515 |
| S2 |
1,251.4260 |
1,251.4260 |
1,275.6259 |
|
| S3 |
1,214.8690 |
1,230.3200 |
1,272.2748 |
|
| S4 |
1,178.3120 |
1,193.7630 |
1,262.2217 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,717.0357 |
1,655.0963 |
1,381.6731 |
|
| R3 |
1,571.1847 |
1,509.2453 |
1,341.5640 |
|
| R2 |
1,425.3337 |
1,425.3337 |
1,328.1944 |
|
| R1 |
1,363.3943 |
1,363.3943 |
1,314.8247 |
1,321.4385 |
| PP |
1,279.4827 |
1,279.4827 |
1,279.4827 |
1,258.5048 |
| S1 |
1,217.5433 |
1,217.5433 |
1,288.0853 |
1,175.5875 |
| S2 |
1,133.6317 |
1,133.6317 |
1,274.7157 |
|
| S3 |
987.7807 |
1,071.6923 |
1,261.3460 |
|
| S4 |
841.9297 |
925.8413 |
1,221.2370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,341.4220 |
1,264.4400 |
76.9820 |
6.0% |
49.1676 |
3.8% |
23% |
False |
False |
456,247 |
| 10 |
1,363.7170 |
1,195.5710 |
168.1460 |
13.1% |
50.8445 |
4.0% |
52% |
False |
False |
481,184 |
| 20 |
1,400.0110 |
1,195.5710 |
204.4400 |
15.9% |
59.3480 |
4.6% |
42% |
False |
False |
550,682 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
46.1% |
86.7293 |
6.8% |
15% |
False |
False |
621,100 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
65.0% |
98.9902 |
7.7% |
10% |
False |
False |
631,038 |
| 80 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
80.1% |
107.3782 |
8.4% |
27% |
False |
False |
672,824 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
89.3% |
115.7114 |
9.0% |
35% |
False |
False |
657,778 |
| 120 |
2,962.3770 |
883.1590 |
2,079.2180 |
162.1% |
130.6008 |
10.2% |
19% |
False |
False |
633,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,464.4563 |
|
2.618 |
1,404.7952 |
|
1.618 |
1,368.2382 |
|
1.000 |
1,345.6460 |
|
0.618 |
1,331.6812 |
|
HIGH |
1,309.0890 |
|
0.618 |
1,295.1242 |
|
0.500 |
1,290.8105 |
|
0.382 |
1,286.4968 |
|
LOW |
1,272.5320 |
|
0.618 |
1,249.9398 |
|
1.000 |
1,235.9750 |
|
1.618 |
1,213.3828 |
|
2.618 |
1,176.8258 |
|
4.250 |
1,117.1648 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.8105 |
1,306.8615 |
| PP |
1,287.9830 |
1,298.6837 |
| S1 |
1,285.1555 |
1,290.5058 |
|