| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
10,859.00 |
11,064.75 |
205.75 |
1.9% |
11,067.75 |
| High |
11,142.75 |
11,253.50 |
110.75 |
1.0% |
11,253.50 |
| Low |
10,484.75 |
10,726.75 |
242.00 |
2.3% |
10,484.75 |
| Close |
11,083.75 |
10,744.00 |
-339.75 |
-3.1% |
10,744.00 |
| Range |
658.00 |
526.75 |
-131.25 |
-19.9% |
768.75 |
| ATR |
357.85 |
369.92 |
12.06 |
3.4% |
0.00 |
| Volume |
1,050,244 |
843,525 |
-206,719 |
-19.7% |
4,216,621 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,488.25 |
12,143.00 |
11,033.75 |
|
| R3 |
11,961.50 |
11,616.25 |
10,888.75 |
|
| R2 |
11,434.75 |
11,434.75 |
10,840.50 |
|
| R1 |
11,089.50 |
11,089.50 |
10,792.25 |
10,998.75 |
| PP |
10,908.00 |
10,908.00 |
10,908.00 |
10,862.75 |
| S1 |
10,562.75 |
10,562.75 |
10,695.75 |
10,472.00 |
| S2 |
10,381.25 |
10,381.25 |
10,647.50 |
|
| S3 |
9,854.50 |
10,036.00 |
10,599.25 |
|
| S4 |
9,327.75 |
9,509.25 |
10,454.25 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,133.75 |
12,707.50 |
11,166.75 |
|
| R3 |
12,365.00 |
11,938.75 |
10,955.50 |
|
| R2 |
11,596.25 |
11,596.25 |
10,885.00 |
|
| R1 |
11,170.00 |
11,170.00 |
10,814.50 |
10,998.75 |
| PP |
10,827.50 |
10,827.50 |
10,827.50 |
10,741.75 |
| S1 |
10,401.25 |
10,401.25 |
10,673.50 |
10,230.00 |
| S2 |
10,058.75 |
10,058.75 |
10,603.00 |
|
| S3 |
9,290.00 |
9,632.50 |
10,532.50 |
|
| S4 |
8,521.25 |
8,863.75 |
10,321.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,253.50 |
10,484.75 |
768.75 |
7.2% |
377.50 |
3.5% |
34% |
True |
False |
843,324 |
| 10 |
11,729.75 |
10,484.75 |
1,245.00 |
11.6% |
384.00 |
3.6% |
21% |
False |
False |
798,103 |
| 20 |
12,140.50 |
10,484.75 |
1,655.75 |
15.4% |
371.25 |
3.5% |
16% |
False |
False |
802,287 |
| 40 |
13,611.50 |
10,484.75 |
3,126.75 |
29.1% |
348.25 |
3.2% |
8% |
False |
False |
495,444 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
330.00 |
3.1% |
8% |
False |
False |
330,537 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
328.25 |
3.1% |
8% |
False |
False |
248,075 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
340.75 |
3.2% |
8% |
False |
False |
198,510 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
31.1% |
359.75 |
3.3% |
8% |
False |
False |
165,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,492.25 |
|
2.618 |
12,632.50 |
|
1.618 |
12,105.75 |
|
1.000 |
11,780.25 |
|
0.618 |
11,579.00 |
|
HIGH |
11,253.50 |
|
0.618 |
11,052.25 |
|
0.500 |
10,990.00 |
|
0.382 |
10,928.00 |
|
LOW |
10,726.75 |
|
0.618 |
10,401.25 |
|
1.000 |
10,200.00 |
|
1.618 |
9,874.50 |
|
2.618 |
9,347.75 |
|
4.250 |
8,488.00 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
10,990.00 |
10,869.00 |
| PP |
10,908.00 |
10,827.50 |
| S1 |
10,826.00 |
10,785.75 |
|