Trading Metrics calculated at close of trading on 12-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
1,696.2 |
1,700.9 |
4.7 |
0.3% |
1,667.2 |
High |
1,720.8 |
1,717.6 |
-3.2 |
-0.2% |
1,782.5 |
Low |
1,667.1 |
1,673.9 |
6.8 |
0.4% |
1,656.8 |
Close |
1,696.9 |
1,692.7 |
-4.2 |
-0.2% |
1,706.7 |
Range |
53.7 |
43.7 |
-10.0 |
-18.6% |
125.7 |
ATR |
52.5 |
51.9 |
-0.6 |
-1.2% |
0.0 |
Volume |
248,941 |
219,683 |
-29,258 |
-11.8% |
1,249,133 |
|
Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,825.8 |
1,803.0 |
1,716.7 |
|
R3 |
1,782.1 |
1,759.3 |
1,704.7 |
|
R2 |
1,738.4 |
1,738.4 |
1,700.7 |
|
R1 |
1,715.6 |
1,715.6 |
1,696.7 |
1,705.2 |
PP |
1,694.7 |
1,694.7 |
1,694.7 |
1,689.5 |
S1 |
1,671.9 |
1,671.9 |
1,688.7 |
1,661.5 |
S2 |
1,651.0 |
1,651.0 |
1,684.7 |
|
S3 |
1,607.3 |
1,628.2 |
1,680.7 |
|
S4 |
1,563.6 |
1,584.5 |
1,668.7 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.4 |
2,025.3 |
1,775.8 |
|
R3 |
1,966.7 |
1,899.6 |
1,741.3 |
|
R2 |
1,841.0 |
1,841.0 |
1,729.7 |
|
R1 |
1,773.9 |
1,773.9 |
1,718.2 |
1,807.5 |
PP |
1,715.3 |
1,715.3 |
1,715.3 |
1,732.1 |
S1 |
1,648.2 |
1,648.2 |
1,695.2 |
1,681.8 |
S2 |
1,589.6 |
1,589.6 |
1,683.7 |
|
S3 |
1,463.9 |
1,522.5 |
1,672.1 |
|
S4 |
1,338.2 |
1,396.8 |
1,637.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,781.9 |
1,667.1 |
114.8 |
6.8% |
46.5 |
2.7% |
22% |
False |
False |
225,240 |
10 |
1,782.5 |
1,656.8 |
125.7 |
7.4% |
52.5 |
3.1% |
29% |
False |
False |
251,017 |
20 |
1,861.7 |
1,647.5 |
214.2 |
12.7% |
54.3 |
3.2% |
21% |
False |
False |
248,220 |
40 |
2,035.0 |
1,647.5 |
387.5 |
22.9% |
49.6 |
2.9% |
12% |
False |
False |
158,818 |
60 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
45.3 |
2.7% |
12% |
False |
False |
105,931 |
80 |
2,038.8 |
1,647.5 |
391.3 |
23.1% |
44.5 |
2.6% |
12% |
False |
False |
79,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.3 |
2.618 |
1,832.0 |
1.618 |
1,788.3 |
1.000 |
1,761.3 |
0.618 |
1,744.6 |
HIGH |
1,717.6 |
0.618 |
1,700.9 |
0.500 |
1,695.8 |
0.382 |
1,690.6 |
LOW |
1,673.9 |
0.618 |
1,646.9 |
1.000 |
1,630.2 |
1.618 |
1,603.2 |
2.618 |
1,559.5 |
4.250 |
1,488.2 |
|
|
Fisher Pivots for day following 12-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,695.8 |
1,694.0 |
PP |
1,694.7 |
1,693.5 |
S1 |
1,693.7 |
1,693.1 |
|