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 |
6,970.0 |
6,971.0 |
1.0 |
0.0% |
6,814.5 |
High |
7,008.5 |
6,974.5 |
-34.0 |
-0.5% |
7,117.5 |
Low |
6,929.5 |
6,856.5 |
-73.0 |
-1.1% |
6,793.5 |
Close |
6,980.5 |
6,897.5 |
-83.0 |
-1.2% |
7,000.0 |
Range |
79.0 |
118.0 |
39.0 |
49.4% |
324.0 |
ATR |
121.3 |
121.5 |
0.2 |
0.2% |
0.0 |
Volume |
95,997 |
122,485 |
26,488 |
27.6% |
637,048 |
|
Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,263.5 |
7,198.5 |
6,962.5 |
|
R3 |
7,145.5 |
7,080.5 |
6,930.0 |
|
R2 |
7,027.5 |
7,027.5 |
6,919.0 |
|
R1 |
6,962.5 |
6,962.5 |
6,908.5 |
6,936.0 |
PP |
6,909.5 |
6,909.5 |
6,909.5 |
6,896.0 |
S1 |
6,844.5 |
6,844.5 |
6,886.5 |
6,818.0 |
S2 |
6,791.5 |
6,791.5 |
6,876.0 |
|
S3 |
6,673.5 |
6,726.5 |
6,865.0 |
|
S4 |
6,555.5 |
6,608.5 |
6,832.5 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,942.5 |
7,795.0 |
7,178.0 |
|
R3 |
7,618.5 |
7,471.0 |
7,089.0 |
|
R2 |
7,294.5 |
7,294.5 |
7,059.5 |
|
R1 |
7,147.0 |
7,147.0 |
7,029.5 |
7,221.0 |
PP |
6,970.5 |
6,970.5 |
6,970.5 |
7,007.0 |
S1 |
6,823.0 |
6,823.0 |
6,970.5 |
6,897.0 |
S2 |
6,646.5 |
6,646.5 |
6,940.5 |
|
S3 |
6,322.5 |
6,499.0 |
6,911.0 |
|
S4 |
5,998.5 |
6,175.0 |
6,822.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,117.5 |
6,856.5 |
261.0 |
3.8% |
103.5 |
1.5% |
16% |
False |
True |
112,689 |
10 |
7,117.5 |
6,793.5 |
324.0 |
4.7% |
141.0 |
2.0% |
32% |
False |
False |
137,787 |
20 |
7,363.0 |
6,793.5 |
569.5 |
8.3% |
127.0 |
1.8% |
18% |
False |
False |
130,900 |
40 |
7,580.0 |
6,793.5 |
786.5 |
11.4% |
103.5 |
1.5% |
13% |
False |
False |
85,730 |
60 |
7,580.0 |
6,793.5 |
786.5 |
11.4% |
75.0 |
1.1% |
13% |
False |
False |
57,156 |
80 |
7,580.0 |
6,793.5 |
786.5 |
11.4% |
58.0 |
0.8% |
13% |
False |
False |
42,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,476.0 |
2.618 |
7,283.5 |
1.618 |
7,165.5 |
1.000 |
7,092.5 |
0.618 |
7,047.5 |
HIGH |
6,974.5 |
0.618 |
6,929.5 |
0.500 |
6,915.5 |
0.382 |
6,901.5 |
LOW |
6,856.5 |
0.618 |
6,783.5 |
1.000 |
6,738.5 |
1.618 |
6,665.5 |
2.618 |
6,547.5 |
4.250 |
6,355.0 |
|
|
Fisher Pivots for day following 11-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
6,915.5 |
6,944.0 |
PP |
6,909.5 |
6,928.5 |
S1 |
6,903.5 |
6,913.0 |
|