| 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 |
3,624.75 |
3,607.00 |
-17.75 |
-0.5% |
3,593.25 |
| High |
3,653.25 |
3,635.25 |
-18.00 |
-0.5% |
3,820.00 |
| Low |
3,579.00 |
3,585.50 |
6.50 |
0.2% |
3,571.75 |
| Close |
3,599.25 |
3,588.50 |
-10.75 |
-0.3% |
3,653.25 |
| Range |
74.25 |
49.75 |
-24.50 |
-33.0% |
248.25 |
| ATR |
95.11 |
91.87 |
-3.24 |
-3.4% |
0.00 |
| Volume |
2,398,140 |
1,948,173 |
-449,967 |
-18.8% |
11,182,462 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,752.25 |
3,720.25 |
3,615.75 |
|
| R3 |
3,702.50 |
3,670.50 |
3,602.25 |
|
| R2 |
3,652.75 |
3,652.75 |
3,597.50 |
|
| R1 |
3,620.75 |
3,620.75 |
3,593.00 |
3,612.00 |
| PP |
3,603.00 |
3,603.00 |
3,603.00 |
3,598.75 |
| S1 |
3,571.00 |
3,571.00 |
3,584.00 |
3,562.00 |
| S2 |
3,553.25 |
3,553.25 |
3,579.50 |
|
| S3 |
3,503.50 |
3,521.25 |
3,574.75 |
|
| S4 |
3,453.75 |
3,471.50 |
3,561.25 |
|
|
| 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 |
3,819.50 |
3,579.00 |
240.50 |
6.7% |
80.00 |
2.2% |
4% |
False |
False |
2,153,402 |
| 10 |
3,820.00 |
3,571.75 |
248.25 |
6.9% |
96.25 |
2.7% |
7% |
False |
False |
2,339,003 |
| 20 |
3,977.50 |
3,571.75 |
405.75 |
11.3% |
94.75 |
2.6% |
4% |
False |
False |
2,481,373 |
| 40 |
4,332.75 |
3,571.75 |
761.00 |
21.2% |
88.75 |
2.5% |
2% |
False |
False |
1,501,865 |
| 60 |
4,345.75 |
3,571.75 |
774.00 |
21.6% |
80.75 |
2.3% |
2% |
False |
False |
1,002,442 |
| 80 |
4,345.75 |
3,571.75 |
774.00 |
21.6% |
82.50 |
2.3% |
2% |
False |
False |
752,583 |
| 100 |
4,345.75 |
3,571.75 |
774.00 |
21.6% |
87.00 |
2.4% |
2% |
False |
False |
602,209 |
| 120 |
4,411.50 |
3,571.75 |
839.75 |
23.4% |
92.50 |
2.6% |
2% |
False |
False |
501,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.75 |
|
2.618 |
3,765.50 |
|
1.618 |
3,715.75 |
|
1.000 |
3,685.00 |
|
0.618 |
3,666.00 |
|
HIGH |
3,635.25 |
|
0.618 |
3,616.25 |
|
0.500 |
3,610.50 |
|
0.382 |
3,604.50 |
|
LOW |
3,585.50 |
|
0.618 |
3,554.75 |
|
1.000 |
3,535.75 |
|
1.618 |
3,505.00 |
|
2.618 |
3,455.25 |
|
4.250 |
3,374.00 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,610.50 |
3,623.25 |
| PP |
3,603.00 |
3,611.75 |
| S1 |
3,595.75 |
3,600.00 |
|