| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,320.25 |
11,134.00 |
-186.25 |
-1.6% |
11,067.75 |
| High |
11,382.75 |
11,328.75 |
-54.00 |
-0.5% |
11,253.50 |
| Low |
11,049.00 |
11,008.00 |
-41.00 |
-0.4% |
10,484.75 |
| Close |
11,153.25 |
11,090.75 |
-62.50 |
-0.6% |
10,744.00 |
| Range |
333.75 |
320.75 |
-13.00 |
-3.9% |
768.75 |
| ATR |
369.93 |
366.42 |
-3.51 |
-0.9% |
0.00 |
| Volume |
733,776 |
739,672 |
5,896 |
0.8% |
4,216,621 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,104.75 |
11,918.50 |
11,267.25 |
|
| R3 |
11,784.00 |
11,597.75 |
11,179.00 |
|
| R2 |
11,463.25 |
11,463.25 |
11,149.50 |
|
| R1 |
11,277.00 |
11,277.00 |
11,120.25 |
11,209.75 |
| PP |
11,142.50 |
11,142.50 |
11,142.50 |
11,109.00 |
| S1 |
10,956.25 |
10,956.25 |
11,061.25 |
10,889.00 |
| S2 |
10,821.75 |
10,821.75 |
11,032.00 |
|
| S3 |
10,501.00 |
10,635.50 |
11,002.50 |
|
| S4 |
10,180.25 |
10,314.75 |
10,914.25 |
|
|
| 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 |
11,431.75 |
10,713.00 |
718.75 |
6.5% |
393.00 |
3.5% |
53% |
False |
False |
757,581 |
| 10 |
11,564.50 |
10,484.75 |
1,079.75 |
9.7% |
384.75 |
3.5% |
56% |
False |
False |
792,014 |
| 20 |
11,729.75 |
10,484.75 |
1,245.00 |
11.2% |
377.25 |
3.4% |
49% |
False |
False |
802,172 |
| 40 |
13,296.25 |
10,484.75 |
2,811.50 |
25.3% |
358.50 |
3.2% |
22% |
False |
False |
568,973 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
332.00 |
3.0% |
18% |
False |
False |
379,568 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
327.25 |
3.0% |
18% |
False |
False |
284,846 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
340.00 |
3.1% |
18% |
False |
False |
227,954 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
30.1% |
354.50 |
3.2% |
18% |
False |
False |
189,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,692.00 |
|
2.618 |
12,168.50 |
|
1.618 |
11,847.75 |
|
1.000 |
11,649.50 |
|
0.618 |
11,527.00 |
|
HIGH |
11,328.75 |
|
0.618 |
11,206.25 |
|
0.500 |
11,168.50 |
|
0.382 |
11,130.50 |
|
LOW |
11,008.00 |
|
0.618 |
10,809.75 |
|
1.000 |
10,687.25 |
|
1.618 |
10,489.00 |
|
2.618 |
10,168.25 |
|
4.250 |
9,644.75 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,168.50 |
11,220.00 |
| PP |
11,142.50 |
11,176.75 |
| S1 |
11,116.50 |
11,133.75 |
|