| 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 |
1,281.8260 |
1,302.6070 |
20.7810 |
1.6% |
1,301.4550 |
| High |
1,306.2400 |
1,370.2130 |
63.9730 |
4.9% |
1,341.1910 |
| Low |
1,258.4550 |
1,294.7970 |
36.3420 |
2.9% |
1,258.4550 |
| Close |
1,302.6090 |
1,351.0580 |
48.4490 |
3.7% |
1,302.6090 |
| Range |
47.7850 |
75.4160 |
27.6310 |
57.8% |
82.7360 |
| ATR |
67.4676 |
68.0354 |
0.5677 |
0.8% |
0.0000 |
| Volume |
510,577 |
6,540 |
-504,037 |
-98.7% |
1,960,016 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,564.9373 |
1,533.4137 |
1,392.5368 |
|
| R3 |
1,489.5213 |
1,457.9977 |
1,371.7974 |
|
| R2 |
1,414.1053 |
1,414.1053 |
1,364.8843 |
|
| R1 |
1,382.5817 |
1,382.5817 |
1,357.9711 |
1,398.3435 |
| PP |
1,338.6893 |
1,338.6893 |
1,338.6893 |
1,346.5703 |
| S1 |
1,307.1657 |
1,307.1657 |
1,344.1449 |
1,322.9275 |
| S2 |
1,263.2733 |
1,263.2733 |
1,337.2317 |
|
| S3 |
1,187.8573 |
1,231.7497 |
1,330.3186 |
|
| S4 |
1,112.4413 |
1,156.3337 |
1,309.5792 |
|
|
| 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 |
1,370.2130 |
1,258.4550 |
111.7580 |
8.3% |
47.7682 |
3.5% |
83% |
True |
False |
392,402 |
| 10 |
1,370.2130 |
1,195.5710 |
174.6420 |
12.9% |
54.7260 |
4.1% |
89% |
True |
False |
479,992 |
| 20 |
1,400.0110 |
1,195.5710 |
204.4400 |
15.1% |
57.0256 |
4.2% |
76% |
False |
False |
527,685 |
| 40 |
1,787.3340 |
1,195.5710 |
591.7630 |
43.8% |
83.9127 |
6.2% |
26% |
False |
False |
595,549 |
| 60 |
2,028.6500 |
1,195.5710 |
833.0790 |
61.7% |
96.1059 |
7.1% |
19% |
False |
False |
605,185 |
| 80 |
2,028.6500 |
1,011.6300 |
1,017.0200 |
75.3% |
106.4617 |
7.9% |
33% |
False |
False |
655,452 |
| 100 |
2,028.6500 |
883.1590 |
1,145.4910 |
84.8% |
114.3374 |
8.5% |
41% |
False |
False |
651,347 |
| 120 |
2,952.0600 |
883.1590 |
2,068.9010 |
153.1% |
129.0016 |
9.5% |
23% |
False |
False |
638,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,690.7310 |
|
2.618 |
1,567.6521 |
|
1.618 |
1,492.2361 |
|
1.000 |
1,445.6290 |
|
0.618 |
1,416.8201 |
|
HIGH |
1,370.2130 |
|
0.618 |
1,341.4041 |
|
0.500 |
1,332.5050 |
|
0.382 |
1,323.6059 |
|
LOW |
1,294.7970 |
|
0.618 |
1,248.1899 |
|
1.000 |
1,219.3810 |
|
1.618 |
1,172.7739 |
|
2.618 |
1,097.3579 |
|
4.250 |
974.2790 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.8737 |
1,338.8167 |
| PP |
1,338.6893 |
1,326.5753 |
| S1 |
1,332.5050 |
1,314.3340 |
|