| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,708.00 |
3,677.75 |
-30.25 |
-0.8% |
3,591.00 |
| High |
3,748.00 |
3,773.25 |
25.25 |
0.7% |
3,777.25 |
| Low |
3,666.25 |
3,641.50 |
-24.75 |
-0.7% |
3,590.50 |
| Close |
3,675.25 |
3,764.00 |
88.75 |
2.4% |
3,764.00 |
| Range |
81.75 |
131.75 |
50.00 |
61.2% |
186.75 |
| ATR |
100.25 |
102.50 |
2.25 |
2.2% |
0.00 |
| Volume |
2,403,705 |
2,681,019 |
277,314 |
11.5% |
12,132,452 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,121.50 |
4,074.50 |
3,836.50 |
|
| R3 |
3,989.75 |
3,942.75 |
3,800.25 |
|
| R2 |
3,858.00 |
3,858.00 |
3,788.25 |
|
| R1 |
3,811.00 |
3,811.00 |
3,776.00 |
3,834.50 |
| PP |
3,726.25 |
3,726.25 |
3,726.25 |
3,738.00 |
| S1 |
3,679.25 |
3,679.25 |
3,752.00 |
3,702.75 |
| S2 |
3,594.50 |
3,594.50 |
3,739.75 |
|
| S3 |
3,462.75 |
3,547.50 |
3,727.75 |
|
| S4 |
3,331.00 |
3,415.75 |
3,691.50 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,270.75 |
4,204.25 |
3,866.75 |
|
| R3 |
4,084.00 |
4,017.50 |
3,815.25 |
|
| R2 |
3,897.25 |
3,897.25 |
3,798.25 |
|
| R1 |
3,830.75 |
3,830.75 |
3,781.00 |
3,864.00 |
| PP |
3,710.50 |
3,710.50 |
3,710.50 |
3,727.25 |
| S1 |
3,644.00 |
3,644.00 |
3,747.00 |
3,677.25 |
| S2 |
3,523.75 |
3,523.75 |
3,729.75 |
|
| S3 |
3,337.00 |
3,457.25 |
3,712.75 |
|
| S4 |
3,150.25 |
3,270.50 |
3,661.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,777.25 |
3,590.50 |
186.75 |
5.0% |
100.50 |
2.7% |
93% |
False |
False |
2,426,490 |
| 10 |
3,777.25 |
3,502.00 |
275.25 |
7.3% |
103.25 |
2.7% |
95% |
False |
False |
2,452,226 |
| 20 |
3,820.00 |
3,502.00 |
318.00 |
8.4% |
105.50 |
2.8% |
82% |
False |
False |
2,509,247 |
| 40 |
4,234.25 |
3,502.00 |
732.25 |
19.5% |
99.75 |
2.6% |
36% |
False |
False |
1,954,558 |
| 60 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
86.25 |
2.3% |
31% |
False |
False |
1,304,771 |
| 80 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
84.75 |
2.3% |
31% |
False |
False |
979,246 |
| 100 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
88.00 |
2.3% |
31% |
False |
False |
783,693 |
| 120 |
4,345.75 |
3,502.00 |
843.75 |
22.4% |
92.25 |
2.4% |
31% |
False |
False |
653,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,333.25 |
|
2.618 |
4,118.25 |
|
1.618 |
3,986.50 |
|
1.000 |
3,905.00 |
|
0.618 |
3,854.75 |
|
HIGH |
3,773.25 |
|
0.618 |
3,723.00 |
|
0.500 |
3,707.50 |
|
0.382 |
3,691.75 |
|
LOW |
3,641.50 |
|
0.618 |
3,560.00 |
|
1.000 |
3,509.75 |
|
1.618 |
3,428.25 |
|
2.618 |
3,296.50 |
|
4.250 |
3,081.50 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,745.00 |
3,745.25 |
| PP |
3,726.25 |
3,726.50 |
| S1 |
3,707.50 |
3,708.00 |
|