| 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 |
1,665.66 |
1,672.74 |
7.08 |
0.4% |
1,660.45 |
| High |
1,677.28 |
1,680.30 |
3.02 |
0.2% |
1,727.76 |
| Low |
1,661.56 |
1,643.99 |
-17.57 |
-1.1% |
1,659.77 |
| Close |
1,672.83 |
1,665.74 |
-7.09 |
-0.4% |
1,694.63 |
| Range |
15.72 |
36.31 |
20.59 |
131.0% |
67.99 |
| ATR |
24.37 |
25.22 |
0.85 |
3.5% |
0.00 |
| Volume |
8,671 |
8,591 |
-80 |
-0.9% |
43,998 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,772.27 |
1,755.32 |
1,685.71 |
|
| R3 |
1,735.96 |
1,719.01 |
1,675.73 |
|
| R2 |
1,699.65 |
1,699.65 |
1,672.40 |
|
| R1 |
1,682.70 |
1,682.70 |
1,669.07 |
1,673.02 |
| PP |
1,663.34 |
1,663.34 |
1,663.34 |
1,658.51 |
| S1 |
1,646.39 |
1,646.39 |
1,662.41 |
1,636.71 |
| S2 |
1,627.03 |
1,627.03 |
1,659.08 |
|
| S3 |
1,590.72 |
1,610.08 |
1,655.75 |
|
| S4 |
1,554.41 |
1,573.77 |
1,645.77 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,898.02 |
1,864.32 |
1,732.02 |
|
| R3 |
1,830.03 |
1,796.33 |
1,713.33 |
|
| R2 |
1,762.04 |
1,762.04 |
1,707.09 |
|
| R1 |
1,728.34 |
1,728.34 |
1,700.86 |
1,745.19 |
| PP |
1,694.05 |
1,694.05 |
1,694.05 |
1,702.48 |
| S1 |
1,660.35 |
1,660.35 |
1,688.40 |
1,677.20 |
| S2 |
1,626.06 |
1,626.06 |
1,682.17 |
|
| S3 |
1,558.07 |
1,592.36 |
1,675.93 |
|
| S4 |
1,490.08 |
1,524.37 |
1,657.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,714.15 |
1,643.99 |
70.16 |
4.2% |
25.49 |
1.5% |
31% |
False |
True |
8,640 |
| 10 |
1,727.76 |
1,643.99 |
83.77 |
5.0% |
25.77 |
1.5% |
26% |
False |
True |
8,662 |
| 20 |
1,727.76 |
1,616.14 |
111.62 |
6.7% |
26.12 |
1.6% |
44% |
False |
False |
8,436 |
| 40 |
1,771.56 |
1,616.14 |
155.42 |
9.3% |
23.55 |
1.4% |
32% |
False |
False |
7,806 |
| 60 |
1,805.22 |
1,616.14 |
189.08 |
11.4% |
22.55 |
1.4% |
26% |
False |
False |
7,309 |
| 80 |
1,845.05 |
1,616.14 |
228.91 |
13.7% |
22.09 |
1.3% |
22% |
False |
False |
7,268 |
| 100 |
1,877.31 |
1,616.14 |
261.17 |
15.7% |
22.34 |
1.3% |
19% |
False |
False |
7,283 |
| 120 |
1,918.37 |
1,616.14 |
302.23 |
18.1% |
23.11 |
1.4% |
16% |
False |
False |
7,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,834.62 |
|
2.618 |
1,775.36 |
|
1.618 |
1,739.05 |
|
1.000 |
1,716.61 |
|
0.618 |
1,702.74 |
|
HIGH |
1,680.30 |
|
0.618 |
1,666.43 |
|
0.500 |
1,662.15 |
|
0.382 |
1,657.86 |
|
LOW |
1,643.99 |
|
0.618 |
1,621.55 |
|
1.000 |
1,607.68 |
|
1.618 |
1,585.24 |
|
2.618 |
1,548.93 |
|
4.250 |
1,489.67 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,664.54 |
1,664.95 |
| PP |
1,663.34 |
1,664.15 |
| S1 |
1,662.15 |
1,663.36 |
|