| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,061.25 |
11,393.75 |
332.50 |
3.0% |
10,720.00 |
| High |
11,386.25 |
11,530.25 |
144.00 |
1.3% |
11,431.75 |
| Low |
10,935.50 |
11,207.75 |
272.25 |
2.5% |
10,713.00 |
| Close |
11,358.50 |
11,478.75 |
120.25 |
1.1% |
11,358.50 |
| Range |
450.75 |
322.50 |
-128.25 |
-28.5% |
718.75 |
| ATR |
372.44 |
368.87 |
-3.57 |
-1.0% |
0.00 |
| Volume |
840,952 |
715,016 |
-125,936 |
-15.0% |
3,785,335 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,373.00 |
12,248.50 |
11,656.00 |
|
| R3 |
12,050.50 |
11,926.00 |
11,567.50 |
|
| R2 |
11,728.00 |
11,728.00 |
11,538.00 |
|
| R1 |
11,603.50 |
11,603.50 |
11,508.25 |
11,665.75 |
| PP |
11,405.50 |
11,405.50 |
11,405.50 |
11,436.75 |
| S1 |
11,281.00 |
11,281.00 |
11,449.25 |
11,343.25 |
| S2 |
11,083.00 |
11,083.00 |
11,419.50 |
|
| S3 |
10,760.50 |
10,958.50 |
11,390.00 |
|
| S4 |
10,438.00 |
10,636.00 |
11,301.50 |
|
|
| 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 |
11,530.25 |
10,935.50 |
594.75 |
5.2% |
355.50 |
3.1% |
91% |
True |
False |
772,326 |
| 10 |
11,530.25 |
10,484.75 |
1,045.50 |
9.1% |
384.00 |
3.3% |
95% |
True |
False |
795,924 |
| 20 |
11,729.75 |
10,484.75 |
1,245.00 |
10.8% |
383.25 |
3.3% |
80% |
False |
False |
799,509 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
21.8% |
355.50 |
3.1% |
40% |
False |
False |
607,778 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.1% |
332.50 |
2.9% |
30% |
False |
False |
405,474 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.1% |
330.25 |
2.9% |
30% |
False |
False |
304,272 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.1% |
340.50 |
3.0% |
30% |
False |
False |
243,511 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.1% |
356.50 |
3.1% |
30% |
False |
False |
202,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,901.00 |
|
2.618 |
12,374.50 |
|
1.618 |
12,052.00 |
|
1.000 |
11,852.75 |
|
0.618 |
11,729.50 |
|
HIGH |
11,530.25 |
|
0.618 |
11,407.00 |
|
0.500 |
11,369.00 |
|
0.382 |
11,331.00 |
|
LOW |
11,207.75 |
|
0.618 |
11,008.50 |
|
1.000 |
10,885.25 |
|
1.618 |
10,686.00 |
|
2.618 |
10,363.50 |
|
4.250 |
9,837.00 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,442.25 |
11,396.75 |
| PP |
11,405.50 |
11,314.75 |
| S1 |
11,369.00 |
11,233.00 |
|