| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,064.75 |
10,720.00 |
-344.75 |
-3.1% |
11,067.75 |
| High |
11,253.50 |
11,146.25 |
-107.25 |
-1.0% |
11,253.50 |
| Low |
10,726.75 |
10,713.00 |
-13.75 |
-0.1% |
10,484.75 |
| Close |
10,744.00 |
11,110.25 |
366.25 |
3.4% |
10,744.00 |
| Range |
526.75 |
433.25 |
-93.50 |
-17.8% |
768.75 |
| ATR |
369.92 |
374.44 |
4.52 |
1.2% |
0.00 |
| Volume |
843,525 |
638,720 |
-204,805 |
-24.3% |
4,216,621 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,289.50 |
12,133.25 |
11,348.50 |
|
| R3 |
11,856.25 |
11,700.00 |
11,229.50 |
|
| R2 |
11,423.00 |
11,423.00 |
11,189.75 |
|
| R1 |
11,266.75 |
11,266.75 |
11,150.00 |
11,345.00 |
| PP |
10,989.75 |
10,989.75 |
10,989.75 |
11,029.00 |
| S1 |
10,833.50 |
10,833.50 |
11,070.50 |
10,911.50 |
| S2 |
10,556.50 |
10,556.50 |
11,030.75 |
|
| S3 |
10,123.25 |
10,400.25 |
10,991.00 |
|
| S4 |
9,690.00 |
9,967.00 |
10,872.00 |
|
|
| 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 |
6.9% |
412.25 |
3.7% |
81% |
False |
False |
819,521 |
| 10 |
11,729.75 |
10,484.75 |
1,245.00 |
11.2% |
380.50 |
3.4% |
50% |
False |
False |
786,217 |
| 20 |
12,140.50 |
10,484.75 |
1,655.75 |
14.9% |
379.25 |
3.4% |
38% |
False |
False |
802,590 |
| 40 |
13,304.00 |
10,484.75 |
2,819.25 |
25.4% |
351.50 |
3.2% |
22% |
False |
False |
511,393 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
30.0% |
331.50 |
3.0% |
19% |
False |
False |
341,171 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
30.0% |
330.00 |
3.0% |
19% |
False |
False |
256,050 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
30.0% |
342.50 |
3.1% |
19% |
False |
False |
204,898 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
30.0% |
357.25 |
3.2% |
19% |
False |
False |
170,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,987.50 |
|
2.618 |
12,280.50 |
|
1.618 |
11,847.25 |
|
1.000 |
11,579.50 |
|
0.618 |
11,414.00 |
|
HIGH |
11,146.25 |
|
0.618 |
10,980.75 |
|
0.500 |
10,929.50 |
|
0.382 |
10,878.50 |
|
LOW |
10,713.00 |
|
0.618 |
10,445.25 |
|
1.000 |
10,279.75 |
|
1.618 |
10,012.00 |
|
2.618 |
9,578.75 |
|
4.250 |
8,871.75 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,050.00 |
11,030.00 |
| PP |
10,989.75 |
10,949.50 |
| S1 |
10,929.50 |
10,869.00 |
|