| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
10,720.00 |
11,161.25 |
441.25 |
4.1% |
11,067.75 |
| High |
11,146.25 |
11,431.75 |
285.50 |
2.6% |
11,253.50 |
| Low |
10,713.00 |
11,081.50 |
368.50 |
3.4% |
10,484.75 |
| Close |
11,110.25 |
11,198.75 |
88.50 |
0.8% |
10,744.00 |
| Range |
433.25 |
350.25 |
-83.00 |
-19.2% |
768.75 |
| ATR |
374.44 |
372.71 |
-1.73 |
-0.5% |
0.00 |
| Volume |
638,720 |
832,215 |
193,495 |
30.3% |
4,216,621 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,288.00 |
12,093.75 |
11,391.50 |
|
| R3 |
11,937.75 |
11,743.50 |
11,295.00 |
|
| R2 |
11,587.50 |
11,587.50 |
11,263.00 |
|
| R1 |
11,393.25 |
11,393.25 |
11,230.75 |
11,490.50 |
| PP |
11,237.25 |
11,237.25 |
11,237.25 |
11,286.00 |
| S1 |
11,043.00 |
11,043.00 |
11,166.75 |
11,140.00 |
| S2 |
10,887.00 |
10,887.00 |
11,134.50 |
|
| S3 |
10,536.75 |
10,692.75 |
11,102.50 |
|
| S4 |
10,186.50 |
10,342.50 |
11,006.00 |
|
|
| 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 |
11,431.75 |
10,484.75 |
947.00 |
8.5% |
428.00 |
3.8% |
75% |
True |
False |
819,183 |
| 10 |
11,729.75 |
10,484.75 |
1,245.00 |
11.1% |
376.25 |
3.4% |
57% |
False |
False |
792,150 |
| 20 |
12,140.50 |
10,484.75 |
1,655.75 |
14.8% |
383.50 |
3.4% |
43% |
False |
False |
808,957 |
| 40 |
13,296.25 |
10,484.75 |
2,811.50 |
25.1% |
351.50 |
3.1% |
25% |
False |
False |
532,169 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.8% |
333.50 |
3.0% |
21% |
False |
False |
355,037 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.8% |
328.75 |
2.9% |
21% |
False |
False |
266,444 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.8% |
342.75 |
3.1% |
21% |
False |
False |
213,220 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.8% |
357.75 |
3.2% |
21% |
False |
False |
177,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,920.25 |
|
2.618 |
12,348.75 |
|
1.618 |
11,998.50 |
|
1.000 |
11,782.00 |
|
0.618 |
11,648.25 |
|
HIGH |
11,431.75 |
|
0.618 |
11,298.00 |
|
0.500 |
11,256.50 |
|
0.382 |
11,215.25 |
|
LOW |
11,081.50 |
|
0.618 |
10,865.00 |
|
1.000 |
10,731.25 |
|
1.618 |
10,514.75 |
|
2.618 |
10,164.50 |
|
4.250 |
9,593.00 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,256.50 |
11,156.50 |
| PP |
11,237.25 |
11,114.50 |
| S1 |
11,218.00 |
11,072.50 |
|