| 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 |
3,607.00 |
3,596.25 |
-10.75 |
-0.3% |
3,593.25 |
| High |
3,635.25 |
3,697.75 |
62.50 |
1.7% |
3,820.00 |
| Low |
3,585.50 |
3,502.00 |
-83.50 |
-2.3% |
3,571.75 |
| Close |
3,588.50 |
3,681.75 |
93.25 |
2.6% |
3,653.25 |
| Range |
49.75 |
195.75 |
146.00 |
293.5% |
248.25 |
| ATR |
91.87 |
99.29 |
7.42 |
8.1% |
0.00 |
| Volume |
1,948,173 |
3,288,646 |
1,340,473 |
68.8% |
11,182,462 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,214.50 |
4,143.75 |
3,789.50 |
|
| R3 |
4,018.75 |
3,948.00 |
3,735.50 |
|
| R2 |
3,823.00 |
3,823.00 |
3,717.75 |
|
| R1 |
3,752.25 |
3,752.25 |
3,699.75 |
3,787.50 |
| PP |
3,627.25 |
3,627.25 |
3,627.25 |
3,644.75 |
| S1 |
3,556.50 |
3,556.50 |
3,663.75 |
3,592.00 |
| S2 |
3,431.50 |
3,431.50 |
3,645.75 |
|
| S3 |
3,235.75 |
3,360.75 |
3,628.00 |
|
| S4 |
3,040.00 |
3,165.00 |
3,574.00 |
|
|
| 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 |
3,772.00 |
3,502.00 |
270.00 |
7.3% |
105.25 |
2.9% |
67% |
False |
True |
2,379,617 |
| 10 |
3,820.00 |
3,502.00 |
318.00 |
8.6% |
104.25 |
2.8% |
57% |
False |
True |
2,381,804 |
| 20 |
3,936.25 |
3,502.00 |
434.25 |
11.8% |
101.00 |
2.7% |
41% |
False |
True |
2,520,009 |
| 40 |
4,313.50 |
3,502.00 |
811.50 |
22.0% |
92.25 |
2.5% |
22% |
False |
True |
1,583,889 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
83.25 |
2.3% |
21% |
False |
True |
1,057,218 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
83.25 |
2.3% |
21% |
False |
True |
793,648 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
87.50 |
2.4% |
21% |
False |
True |
635,090 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.9% |
93.00 |
2.5% |
21% |
False |
True |
529,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,529.75 |
|
2.618 |
4,210.25 |
|
1.618 |
4,014.50 |
|
1.000 |
3,893.50 |
|
0.618 |
3,818.75 |
|
HIGH |
3,697.75 |
|
0.618 |
3,623.00 |
|
0.500 |
3,600.00 |
|
0.382 |
3,576.75 |
|
LOW |
3,502.00 |
|
0.618 |
3,381.00 |
|
1.000 |
3,306.25 |
|
1.618 |
3,185.25 |
|
2.618 |
2,989.50 |
|
4.250 |
2,670.00 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,654.50 |
3,654.50 |
| PP |
3,627.25 |
3,627.25 |
| S1 |
3,600.00 |
3,600.00 |
|