| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,134.00 |
11,061.25 |
-72.75 |
-0.7% |
10,720.00 |
| High |
11,328.75 |
11,386.25 |
57.50 |
0.5% |
11,431.75 |
| Low |
11,008.00 |
10,935.50 |
-72.50 |
-0.7% |
10,713.00 |
| Close |
11,090.75 |
11,358.50 |
267.75 |
2.4% |
11,358.50 |
| Range |
320.75 |
450.75 |
130.00 |
40.5% |
718.75 |
| ATR |
366.42 |
372.44 |
6.02 |
1.6% |
0.00 |
| Volume |
739,672 |
840,952 |
101,280 |
13.7% |
3,785,335 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,579.00 |
12,419.50 |
11,606.50 |
|
| R3 |
12,128.25 |
11,968.75 |
11,482.50 |
|
| R2 |
11,677.50 |
11,677.50 |
11,441.25 |
|
| R1 |
11,518.00 |
11,518.00 |
11,399.75 |
11,597.75 |
| PP |
11,226.75 |
11,226.75 |
11,226.75 |
11,266.50 |
| S1 |
11,067.25 |
11,067.25 |
11,317.25 |
11,147.00 |
| S2 |
10,776.00 |
10,776.00 |
11,275.75 |
|
| S3 |
10,325.25 |
10,616.50 |
11,234.50 |
|
| S4 |
9,874.50 |
10,165.75 |
11,110.50 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,324.00 |
13,060.00 |
11,753.75 |
|
| R3 |
12,605.25 |
12,341.25 |
11,556.25 |
|
| R2 |
11,886.50 |
11,886.50 |
11,490.25 |
|
| R1 |
11,622.50 |
11,622.50 |
11,424.50 |
11,754.50 |
| PP |
11,167.75 |
11,167.75 |
11,167.75 |
11,233.75 |
| S1 |
10,903.75 |
10,903.75 |
11,292.50 |
11,035.75 |
| S2 |
10,449.00 |
10,449.00 |
11,226.75 |
|
| S3 |
9,730.25 |
10,185.00 |
11,160.75 |
|
| S4 |
9,011.50 |
9,466.25 |
10,963.25 |
|
|
| 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 |
6.3% |
377.75 |
3.3% |
90% |
False |
False |
757,067 |
| 10 |
11,431.75 |
10,484.75 |
947.00 |
8.3% |
377.75 |
3.3% |
92% |
False |
False |
800,195 |
| 20 |
11,729.75 |
10,484.75 |
1,245.00 |
11.0% |
381.25 |
3.4% |
70% |
False |
False |
804,251 |
| 40 |
13,296.25 |
10,484.75 |
2,811.50 |
24.8% |
364.00 |
3.2% |
31% |
False |
False |
589,967 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
331.25 |
2.9% |
26% |
False |
False |
393,573 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
330.50 |
2.9% |
26% |
False |
False |
295,347 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
340.75 |
3.0% |
26% |
False |
False |
236,363 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.4% |
355.25 |
3.1% |
26% |
False |
False |
196,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,302.00 |
|
2.618 |
12,566.25 |
|
1.618 |
12,115.50 |
|
1.000 |
11,837.00 |
|
0.618 |
11,664.75 |
|
HIGH |
11,386.25 |
|
0.618 |
11,214.00 |
|
0.500 |
11,161.00 |
|
0.382 |
11,107.75 |
|
LOW |
10,935.50 |
|
0.618 |
10,657.00 |
|
1.000 |
10,484.75 |
|
1.618 |
10,206.25 |
|
2.618 |
9,755.50 |
|
4.250 |
9,019.75 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,292.50 |
11,292.50 |
| PP |
11,226.75 |
11,226.75 |
| S1 |
11,161.00 |
11,161.00 |
|