| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,161.25 |
11,320.25 |
159.00 |
1.4% |
11,067.75 |
| High |
11,431.75 |
11,382.75 |
-49.00 |
-0.4% |
11,253.50 |
| Low |
11,081.50 |
11,049.00 |
-32.50 |
-0.3% |
10,484.75 |
| Close |
11,198.75 |
11,153.25 |
-45.50 |
-0.4% |
10,744.00 |
| Range |
350.25 |
333.75 |
-16.50 |
-4.7% |
768.75 |
| ATR |
372.71 |
369.93 |
-2.78 |
-0.7% |
0.00 |
| Volume |
832,215 |
733,776 |
-98,439 |
-11.8% |
4,216,621 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,196.25 |
12,008.50 |
11,336.75 |
|
| R3 |
11,862.50 |
11,674.75 |
11,245.00 |
|
| R2 |
11,528.75 |
11,528.75 |
11,214.50 |
|
| R1 |
11,341.00 |
11,341.00 |
11,183.75 |
11,268.00 |
| PP |
11,195.00 |
11,195.00 |
11,195.00 |
11,158.50 |
| S1 |
11,007.25 |
11,007.25 |
11,122.75 |
10,934.25 |
| S2 |
10,861.25 |
10,861.25 |
11,092.00 |
|
| S3 |
10,527.50 |
10,673.50 |
11,061.50 |
|
| S4 |
10,193.75 |
10,339.75 |
10,969.75 |
|
|
| 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% |
460.50 |
4.1% |
71% |
False |
False |
819,696 |
| 10 |
11,729.75 |
10,484.75 |
1,245.00 |
11.2% |
375.00 |
3.4% |
54% |
False |
False |
795,438 |
| 20 |
11,796.00 |
10,484.75 |
1,311.25 |
11.8% |
375.50 |
3.4% |
51% |
False |
False |
804,497 |
| 40 |
13,296.25 |
10,484.75 |
2,811.50 |
25.2% |
355.00 |
3.2% |
24% |
False |
False |
550,492 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.9% |
334.75 |
3.0% |
20% |
False |
False |
367,259 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.9% |
329.50 |
3.0% |
20% |
False |
False |
275,608 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.9% |
341.50 |
3.1% |
20% |
False |
False |
220,557 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.9% |
356.50 |
3.2% |
20% |
False |
False |
183,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,801.25 |
|
2.618 |
12,256.50 |
|
1.618 |
11,922.75 |
|
1.000 |
11,716.50 |
|
0.618 |
11,589.00 |
|
HIGH |
11,382.75 |
|
0.618 |
11,255.25 |
|
0.500 |
11,216.00 |
|
0.382 |
11,176.50 |
|
LOW |
11,049.00 |
|
0.618 |
10,842.75 |
|
1.000 |
10,715.25 |
|
1.618 |
10,509.00 |
|
2.618 |
10,175.25 |
|
4.250 |
9,630.50 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,216.00 |
11,126.25 |
| PP |
11,195.00 |
11,099.25 |
| S1 |
11,174.00 |
11,072.50 |
|