| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,672.8 |
1,649.9 |
-22.9 |
-1.4% |
1,703.4 |
| High |
1,677.8 |
1,674.3 |
-3.5 |
-0.2% |
1,707.4 |
| Low |
1,645.6 |
1,649.1 |
3.5 |
0.2% |
1,645.6 |
| Close |
1,648.9 |
1,664.0 |
15.1 |
0.9% |
1,648.9 |
| Range |
32.2 |
25.2 |
-7.0 |
-21.7% |
61.8 |
| ATR |
28.5 |
28.3 |
-0.2 |
-0.8% |
0.0 |
| Volume |
183,170 |
148,889 |
-34,281 |
-18.7% |
880,909 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,738.1 |
1,726.2 |
1,677.9 |
|
| R3 |
1,712.9 |
1,701.0 |
1,670.9 |
|
| R2 |
1,687.7 |
1,687.7 |
1,668.6 |
|
| R1 |
1,675.8 |
1,675.8 |
1,666.3 |
1,681.8 |
| PP |
1,662.5 |
1,662.5 |
1,662.5 |
1,665.4 |
| S1 |
1,650.6 |
1,650.6 |
1,661.7 |
1,656.6 |
| S2 |
1,637.3 |
1,637.3 |
1,659.4 |
|
| S3 |
1,612.1 |
1,625.4 |
1,657.1 |
|
| S4 |
1,586.9 |
1,600.2 |
1,650.1 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,852.7 |
1,812.6 |
1,682.9 |
|
| R3 |
1,790.9 |
1,750.8 |
1,665.9 |
|
| R2 |
1,729.1 |
1,729.1 |
1,660.2 |
|
| R1 |
1,689.0 |
1,689.0 |
1,654.6 |
1,678.2 |
| PP |
1,667.3 |
1,667.3 |
1,667.3 |
1,661.9 |
| S1 |
1,627.2 |
1,627.2 |
1,643.2 |
1,616.4 |
| S2 |
1,605.5 |
1,605.5 |
1,637.6 |
|
| S3 |
1,543.7 |
1,565.4 |
1,631.9 |
|
| S4 |
1,481.9 |
1,503.6 |
1,614.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,691.3 |
1,645.6 |
45.7 |
2.7% |
27.8 |
1.7% |
40% |
False |
False |
174,529 |
| 10 |
1,738.7 |
1,645.6 |
93.1 |
5.6% |
28.0 |
1.7% |
20% |
False |
False |
170,499 |
| 20 |
1,738.7 |
1,622.2 |
116.5 |
7.0% |
29.5 |
1.8% |
36% |
False |
False |
192,768 |
| 40 |
1,778.8 |
1,622.2 |
156.6 |
9.4% |
26.7 |
1.6% |
27% |
False |
False |
182,078 |
| 60 |
1,824.6 |
1,622.2 |
202.4 |
12.2% |
25.0 |
1.5% |
21% |
False |
False |
165,508 |
| 80 |
1,862.7 |
1,622.2 |
240.5 |
14.5% |
25.1 |
1.5% |
17% |
False |
False |
135,383 |
| 100 |
1,900.8 |
1,622.2 |
278.6 |
16.7% |
25.5 |
1.5% |
15% |
False |
False |
109,524 |
| 120 |
1,941.6 |
1,622.2 |
319.4 |
19.2% |
26.0 |
1.6% |
13% |
False |
False |
91,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,781.4 |
|
2.618 |
1,740.3 |
|
1.618 |
1,715.1 |
|
1.000 |
1,699.5 |
|
0.618 |
1,689.9 |
|
HIGH |
1,674.3 |
|
0.618 |
1,664.7 |
|
0.500 |
1,661.7 |
|
0.382 |
1,658.7 |
|
LOW |
1,649.1 |
|
0.618 |
1,633.5 |
|
1.000 |
1,623.9 |
|
1.618 |
1,608.3 |
|
2.618 |
1,583.1 |
|
4.250 |
1,542.0 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.2 |
1,667.3 |
| PP |
1,662.5 |
1,666.2 |
| S1 |
1,661.7 |
1,665.1 |
|