| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,638.75 |
3,624.75 |
-14.00 |
-0.4% |
3,593.25 |
| High |
3,667.50 |
3,653.25 |
-14.25 |
-0.4% |
3,820.00 |
| Low |
3,600.00 |
3,579.00 |
-21.00 |
-0.6% |
3,571.75 |
| Close |
3,625.25 |
3,599.25 |
-26.00 |
-0.7% |
3,653.25 |
| Range |
67.50 |
74.25 |
6.75 |
10.0% |
248.25 |
| ATR |
96.72 |
95.11 |
-1.60 |
-1.7% |
0.00 |
| Volume |
2,024,447 |
2,398,140 |
373,693 |
18.5% |
11,182,462 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,833.25 |
3,790.50 |
3,640.00 |
|
| R3 |
3,759.00 |
3,716.25 |
3,619.75 |
|
| R2 |
3,684.75 |
3,684.75 |
3,612.75 |
|
| R1 |
3,642.00 |
3,642.00 |
3,606.00 |
3,626.25 |
| PP |
3,610.50 |
3,610.50 |
3,610.50 |
3,602.50 |
| S1 |
3,567.75 |
3,567.75 |
3,592.50 |
3,552.00 |
| S2 |
3,536.25 |
3,536.25 |
3,585.75 |
|
| S3 |
3,462.00 |
3,493.50 |
3,578.75 |
|
| S4 |
3,387.75 |
3,419.25 |
3,558.50 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,426.50 |
4,288.00 |
3,789.75 |
|
| R3 |
4,178.25 |
4,039.75 |
3,721.50 |
|
| R2 |
3,930.00 |
3,930.00 |
3,698.75 |
|
| R1 |
3,791.50 |
3,791.50 |
3,676.00 |
3,860.75 |
| PP |
3,681.75 |
3,681.75 |
3,681.75 |
3,716.25 |
| S1 |
3,543.25 |
3,543.25 |
3,630.50 |
3,612.50 |
| S2 |
3,433.50 |
3,433.50 |
3,607.75 |
|
| S3 |
3,185.25 |
3,295.00 |
3,585.00 |
|
| S4 |
2,937.00 |
3,046.75 |
3,516.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,820.00 |
3,579.00 |
241.00 |
6.7% |
87.25 |
2.4% |
8% |
False |
True |
2,181,607 |
| 10 |
3,820.00 |
3,571.75 |
248.25 |
6.9% |
105.00 |
2.9% |
11% |
False |
False |
2,422,279 |
| 20 |
3,981.25 |
3,571.75 |
409.50 |
11.4% |
94.75 |
2.6% |
7% |
False |
False |
2,508,713 |
| 40 |
4,345.75 |
3,571.75 |
774.00 |
21.5% |
88.75 |
2.5% |
4% |
False |
False |
1,453,262 |
| 60 |
4,345.75 |
3,571.75 |
774.00 |
21.5% |
82.00 |
2.3% |
4% |
False |
False |
970,005 |
| 80 |
4,345.75 |
3,571.75 |
774.00 |
21.5% |
82.75 |
2.3% |
4% |
False |
False |
728,259 |
| 100 |
4,345.75 |
3,571.75 |
774.00 |
21.5% |
87.25 |
2.4% |
4% |
False |
False |
582,731 |
| 120 |
4,525.75 |
3,571.75 |
954.00 |
26.5% |
93.00 |
2.6% |
3% |
False |
False |
485,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,968.75 |
|
2.618 |
3,847.75 |
|
1.618 |
3,773.50 |
|
1.000 |
3,727.50 |
|
0.618 |
3,699.25 |
|
HIGH |
3,653.25 |
|
0.618 |
3,625.00 |
|
0.500 |
3,616.00 |
|
0.382 |
3,607.25 |
|
LOW |
3,579.00 |
|
0.618 |
3,533.00 |
|
1.000 |
3,504.75 |
|
1.618 |
3,458.75 |
|
2.618 |
3,384.50 |
|
4.250 |
3,263.50 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,616.00 |
3,675.50 |
| PP |
3,610.50 |
3,650.00 |
| S1 |
3,605.00 |
3,624.75 |
|