| 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 |
11,067.75 |
10,987.00 |
-80.75 |
-0.7% |
11,030.00 |
| High |
11,136.50 |
11,039.50 |
-97.00 |
-0.9% |
11,729.75 |
| Low |
10,876.75 |
10,767.25 |
-109.50 |
-1.0% |
10,890.75 |
| Close |
10,984.50 |
10,845.00 |
-139.50 |
-1.3% |
11,101.50 |
| Range |
259.75 |
272.25 |
12.50 |
4.8% |
839.00 |
| ATR |
353.12 |
347.34 |
-5.78 |
-1.6% |
0.00 |
| Volume |
757,732 |
833,906 |
76,174 |
10.1% |
3,764,410 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700.75 |
11,545.00 |
10,994.75 |
|
| R3 |
11,428.50 |
11,272.75 |
10,919.75 |
|
| R2 |
11,156.25 |
11,156.25 |
10,895.00 |
|
| R1 |
11,000.50 |
11,000.50 |
10,870.00 |
10,942.25 |
| PP |
10,884.00 |
10,884.00 |
10,884.00 |
10,854.75 |
| S1 |
10,728.25 |
10,728.25 |
10,820.00 |
10,670.00 |
| S2 |
10,611.75 |
10,611.75 |
10,795.00 |
|
| S3 |
10,339.50 |
10,456.00 |
10,770.25 |
|
| S4 |
10,067.25 |
10,183.75 |
10,695.25 |
|
|
| 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 |
10,767.25 |
962.50 |
8.9% |
324.50 |
3.0% |
8% |
False |
True |
765,116 |
| 10 |
11,729.75 |
10,767.25 |
962.50 |
8.9% |
376.50 |
3.5% |
8% |
False |
True |
802,378 |
| 20 |
12,268.75 |
10,767.25 |
1,501.50 |
13.8% |
337.75 |
3.1% |
5% |
False |
True |
780,183 |
| 40 |
13,822.00 |
10,767.25 |
3,054.75 |
28.2% |
330.25 |
3.0% |
3% |
False |
True |
429,877 |
| 60 |
13,822.00 |
10,767.25 |
3,054.75 |
28.2% |
324.00 |
3.0% |
3% |
False |
True |
286,822 |
| 80 |
13,822.00 |
10,767.25 |
3,054.75 |
28.2% |
324.75 |
3.0% |
3% |
False |
True |
215,291 |
| 100 |
13,822.00 |
10,767.25 |
3,054.75 |
28.2% |
339.00 |
3.1% |
3% |
False |
True |
172,261 |
| 120 |
14,357.75 |
10,767.25 |
3,590.50 |
33.1% |
359.25 |
3.3% |
2% |
False |
True |
143,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,196.50 |
|
2.618 |
11,752.25 |
|
1.618 |
11,480.00 |
|
1.000 |
11,311.75 |
|
0.618 |
11,207.75 |
|
HIGH |
11,039.50 |
|
0.618 |
10,935.50 |
|
0.500 |
10,903.50 |
|
0.382 |
10,871.25 |
|
LOW |
10,767.25 |
|
0.618 |
10,599.00 |
|
1.000 |
10,495.00 |
|
1.618 |
10,326.75 |
|
2.618 |
10,054.50 |
|
4.250 |
9,610.25 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,903.50 |
11,166.00 |
| PP |
10,884.00 |
11,059.00 |
| S1 |
10,864.50 |
10,952.00 |
|