| 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 |
1,294.2770 |
1,281.8260 |
-12.4510 |
-1.0% |
1,301.4550 |
| High |
1,309.0890 |
1,306.2400 |
-2.8490 |
-0.2% |
1,341.1910 |
| Low |
1,272.5320 |
1,258.4550 |
-14.0770 |
-1.1% |
1,258.4550 |
| Close |
1,282.3280 |
1,302.6090 |
20.2810 |
1.6% |
1,302.6090 |
| Range |
36.5570 |
47.7850 |
11.2280 |
30.7% |
82.7360 |
| ATR |
68.9817 |
67.4676 |
-1.5140 |
-2.2% |
0.0000 |
| Volume |
478,081 |
510,577 |
32,496 |
6.8% |
1,960,016 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.4563 |
1,415.3177 |
1,328.8908 |
|
| R3 |
1,384.6713 |
1,367.5327 |
1,315.7499 |
|
| R2 |
1,336.8863 |
1,336.8863 |
1,311.3696 |
|
| R1 |
1,319.7477 |
1,319.7477 |
1,306.9893 |
1,328.3170 |
| PP |
1,289.1013 |
1,289.1013 |
1,289.1013 |
1,293.3860 |
| S1 |
1,271.9627 |
1,271.9627 |
1,298.2287 |
1,280.5320 |
| S2 |
1,241.3163 |
1,241.3163 |
1,293.8484 |
|
| S3 |
1,193.5313 |
1,224.1777 |
1,289.4681 |
|
| S4 |
1,145.7463 |
1,176.3927 |
1,276.3273 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,548.9597 |
1,508.5203 |
1,348.1138 |
|
| R3 |
1,466.2237 |
1,425.7843 |
1,325.3614 |
|
| R2 |
1,383.4877 |
1,383.4877 |
1,317.7773 |
|
| R1 |
1,343.0483 |
1,343.0483 |
1,310.1931 |
1,363.2680 |
| PP |
1,300.7517 |
1,300.7517 |
1,300.7517 |
1,310.8615 |
| S1 |
1,260.3123 |
1,260.3123 |
1,295.0249 |
1,280.5320 |
| S2 |
1,218.0157 |
1,218.0157 |
1,287.4407 |
|
| S3 |
1,135.2797 |
1,177.5763 |
1,279.8566 |
|
| S4 |
1,052.5437 |
1,094.8403 |
1,257.1042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,341.1910 |
1,258.4550 |
82.7360 |
6.4% |
47.3038 |
3.6% |
53% |
False |
True |
392,003 |
| 10 |
1,341.4220 |
1,195.5710 |
145.8510 |
11.2% |
51.2169 |
3.9% |
73% |
False |
False |
479,754 |
| 20 |
1,400.0110 |
1,195.5710 |
204.4400 |
15.7% |
57.0976 |
4.4% |
52% |
False |
False |
527,842 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
45.4% |
86.2474 |
6.6% |
18% |
False |
False |
619,317 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
64.0% |
96.6892 |
7.4% |
13% |
False |
False |
620,328 |
| 80 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
78.8% |
106.9781 |
8.2% |
29% |
False |
False |
668,171 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
87.9% |
114.1598 |
8.8% |
37% |
False |
False |
656,670 |
| 120 |
2,962.3770 |
883.1590 |
2,079.2180 |
159.6% |
129.9639 |
10.0% |
20% |
False |
False |
638,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,509.3263 |
|
2.618 |
1,431.3411 |
|
1.618 |
1,383.5561 |
|
1.000 |
1,354.0250 |
|
0.618 |
1,335.7711 |
|
HIGH |
1,306.2400 |
|
0.618 |
1,287.9861 |
|
0.500 |
1,282.3475 |
|
0.382 |
1,276.7089 |
|
LOW |
1,258.4550 |
|
0.618 |
1,228.9239 |
|
1.000 |
1,210.6700 |
|
1.618 |
1,181.1389 |
|
2.618 |
1,133.3539 |
|
4.250 |
1,055.3688 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,295.8552 |
1,297.4350 |
| PP |
1,289.1013 |
1,292.2610 |
| S1 |
1,282.3475 |
1,287.0870 |
|