| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
10,987.00 |
10,875.00 |
-112.00 |
-1.0% |
11,030.00 |
| High |
11,039.50 |
10,976.75 |
-62.75 |
-0.6% |
11,729.75 |
| Low |
10,767.25 |
10,805.50 |
38.25 |
0.4% |
10,890.75 |
| Close |
10,845.00 |
10,840.50 |
-4.50 |
0.0% |
11,101.50 |
| Range |
272.25 |
171.25 |
-101.00 |
-37.1% |
839.00 |
| ATR |
347.34 |
334.77 |
-12.58 |
-3.6% |
0.00 |
| Volume |
833,906 |
731,214 |
-102,692 |
-12.3% |
3,764,410 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,388.00 |
11,285.50 |
10,934.75 |
|
| R3 |
11,216.75 |
11,114.25 |
10,887.50 |
|
| R2 |
11,045.50 |
11,045.50 |
10,872.00 |
|
| R1 |
10,943.00 |
10,943.00 |
10,856.25 |
10,908.50 |
| PP |
10,874.25 |
10,874.25 |
10,874.25 |
10,857.00 |
| S1 |
10,771.75 |
10,771.75 |
10,824.75 |
10,737.50 |
| S2 |
10,703.00 |
10,703.00 |
10,809.00 |
|
| S3 |
10,531.75 |
10,600.50 |
10,793.50 |
|
| S4 |
10,360.50 |
10,429.25 |
10,746.25 |
|
|
| 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% |
289.75 |
2.7% |
8% |
False |
False |
771,181 |
| 10 |
11,729.75 |
10,767.25 |
962.50 |
8.9% |
346.25 |
3.2% |
8% |
False |
False |
785,725 |
| 20 |
12,268.75 |
10,767.25 |
1,501.50 |
13.9% |
337.75 |
3.1% |
5% |
False |
False |
782,849 |
| 40 |
13,750.25 |
10,767.25 |
2,983.00 |
27.5% |
329.00 |
3.0% |
2% |
False |
False |
448,141 |
| 60 |
13,822.00 |
10,767.25 |
3,054.75 |
28.2% |
319.50 |
2.9% |
2% |
False |
False |
298,999 |
| 80 |
13,822.00 |
10,767.25 |
3,054.75 |
28.2% |
323.75 |
3.0% |
2% |
False |
False |
224,418 |
| 100 |
13,822.00 |
10,767.25 |
3,054.75 |
28.2% |
337.25 |
3.1% |
2% |
False |
False |
179,573 |
| 120 |
13,854.50 |
10,767.25 |
3,087.25 |
28.5% |
356.00 |
3.3% |
2% |
False |
False |
149,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,704.50 |
|
2.618 |
11,425.00 |
|
1.618 |
11,253.75 |
|
1.000 |
11,148.00 |
|
0.618 |
11,082.50 |
|
HIGH |
10,976.75 |
|
0.618 |
10,911.25 |
|
0.500 |
10,891.00 |
|
0.382 |
10,871.00 |
|
LOW |
10,805.50 |
|
0.618 |
10,699.75 |
|
1.000 |
10,634.25 |
|
1.618 |
10,528.50 |
|
2.618 |
10,357.25 |
|
4.250 |
10,077.75 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,891.00 |
10,952.00 |
| PP |
10,874.25 |
10,914.75 |
| S1 |
10,857.50 |
10,877.50 |
|