| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,494.50 |
11,067.75 |
-426.75 |
-3.7% |
11,030.00 |
| High |
11,564.50 |
11,136.50 |
-428.00 |
-3.7% |
11,729.75 |
| Low |
11,043.25 |
10,876.75 |
-166.50 |
-1.5% |
10,890.75 |
| Close |
11,101.50 |
10,984.50 |
-117.00 |
-1.1% |
11,101.50 |
| Range |
521.25 |
259.75 |
-261.50 |
-50.2% |
839.00 |
| ATR |
360.30 |
353.12 |
-7.18 |
-2.0% |
0.00 |
| Volume |
759,141 |
757,732 |
-1,409 |
-0.2% |
3,764,410 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,778.50 |
11,641.25 |
11,127.25 |
|
| R3 |
11,518.75 |
11,381.50 |
11,056.00 |
|
| R2 |
11,259.00 |
11,259.00 |
11,032.00 |
|
| R1 |
11,121.75 |
11,121.75 |
11,008.25 |
11,060.50 |
| PP |
10,999.25 |
10,999.25 |
10,999.25 |
10,968.50 |
| S1 |
10,862.00 |
10,862.00 |
10,960.75 |
10,800.75 |
| S2 |
10,739.50 |
10,739.50 |
10,937.00 |
|
| S3 |
10,479.75 |
10,602.25 |
10,913.00 |
|
| S4 |
10,220.00 |
10,342.50 |
10,841.75 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,757.75 |
13,268.50 |
11,563.00 |
|
| R3 |
12,918.75 |
12,429.50 |
11,332.25 |
|
| R2 |
12,079.75 |
12,079.75 |
11,255.25 |
|
| R1 |
11,590.50 |
11,590.50 |
11,178.50 |
11,835.00 |
| PP |
11,240.75 |
11,240.75 |
11,240.75 |
11,363.00 |
| S1 |
10,751.50 |
10,751.50 |
11,024.50 |
10,996.00 |
| S2 |
10,401.75 |
10,401.75 |
10,947.75 |
|
| S3 |
9,562.75 |
9,912.50 |
10,870.75 |
|
| S4 |
8,723.75 |
9,073.50 |
10,640.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,729.75 |
10,876.75 |
853.00 |
7.8% |
348.75 |
3.2% |
13% |
False |
True |
752,912 |
| 10 |
11,729.75 |
10,876.75 |
853.00 |
7.8% |
382.75 |
3.5% |
13% |
False |
True |
803,094 |
| 20 |
12,992.00 |
10,876.75 |
2,115.25 |
19.3% |
369.75 |
3.4% |
5% |
False |
True |
774,433 |
| 40 |
13,822.00 |
10,876.75 |
2,945.25 |
26.8% |
328.75 |
3.0% |
4% |
False |
True |
409,046 |
| 60 |
13,822.00 |
10,876.75 |
2,945.25 |
26.8% |
324.75 |
3.0% |
4% |
False |
True |
272,936 |
| 80 |
13,822.00 |
10,876.75 |
2,945.25 |
26.8% |
330.25 |
3.0% |
4% |
False |
True |
204,877 |
| 100 |
13,822.00 |
10,876.75 |
2,945.25 |
26.8% |
343.25 |
3.1% |
4% |
False |
True |
163,922 |
| 120 |
14,377.00 |
10,876.75 |
3,500.25 |
31.9% |
359.25 |
3.3% |
3% |
False |
True |
136,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,240.50 |
|
2.618 |
11,816.50 |
|
1.618 |
11,556.75 |
|
1.000 |
11,396.25 |
|
0.618 |
11,297.00 |
|
HIGH |
11,136.50 |
|
0.618 |
11,037.25 |
|
0.500 |
11,006.50 |
|
0.382 |
10,976.00 |
|
LOW |
10,876.75 |
|
0.618 |
10,716.25 |
|
1.000 |
10,617.00 |
|
1.618 |
10,456.50 |
|
2.618 |
10,196.75 |
|
4.250 |
9,772.75 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,006.50 |
11,303.25 |
| PP |
10,999.25 |
11,197.00 |
| S1 |
10,992.00 |
11,090.75 |
|