| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,393.75 |
11,453.75 |
60.00 |
0.5% |
10,720.00 |
| High |
11,530.25 |
11,734.00 |
203.75 |
1.8% |
11,431.75 |
| Low |
11,207.75 |
11,430.25 |
222.50 |
2.0% |
10,713.00 |
| Close |
11,478.75 |
11,713.50 |
234.75 |
2.0% |
11,358.50 |
| Range |
322.50 |
303.75 |
-18.75 |
-5.8% |
718.75 |
| ATR |
368.87 |
364.22 |
-4.65 |
-1.3% |
0.00 |
| Volume |
715,016 |
660,210 |
-54,806 |
-7.7% |
3,785,335 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,537.25 |
12,429.00 |
11,880.50 |
|
| R3 |
12,233.50 |
12,125.25 |
11,797.00 |
|
| R2 |
11,929.75 |
11,929.75 |
11,769.25 |
|
| R1 |
11,821.50 |
11,821.50 |
11,741.25 |
11,875.50 |
| PP |
11,626.00 |
11,626.00 |
11,626.00 |
11,653.00 |
| S1 |
11,517.75 |
11,517.75 |
11,685.75 |
11,572.00 |
| S2 |
11,322.25 |
11,322.25 |
11,657.75 |
|
| S3 |
11,018.50 |
11,214.00 |
11,630.00 |
|
| S4 |
10,714.75 |
10,910.25 |
11,546.50 |
|
|
| 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 |
11,734.00 |
10,935.50 |
798.50 |
6.8% |
346.25 |
3.0% |
97% |
True |
False |
737,925 |
| 10 |
11,734.00 |
10,484.75 |
1,249.25 |
10.7% |
387.00 |
3.3% |
98% |
True |
False |
778,554 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
10.7% |
381.75 |
3.3% |
98% |
True |
False |
790,466 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
21.4% |
358.00 |
3.1% |
49% |
False |
False |
624,241 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
333.25 |
2.8% |
37% |
False |
False |
416,467 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
331.25 |
2.8% |
37% |
False |
False |
312,517 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
339.25 |
2.9% |
37% |
False |
False |
250,112 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
28.5% |
353.50 |
3.0% |
37% |
False |
False |
208,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,025.00 |
|
2.618 |
12,529.25 |
|
1.618 |
12,225.50 |
|
1.000 |
12,037.75 |
|
0.618 |
11,921.75 |
|
HIGH |
11,734.00 |
|
0.618 |
11,618.00 |
|
0.500 |
11,582.00 |
|
0.382 |
11,546.25 |
|
LOW |
11,430.25 |
|
0.618 |
11,242.50 |
|
1.000 |
11,126.50 |
|
1.618 |
10,938.75 |
|
2.618 |
10,635.00 |
|
4.250 |
10,139.25 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,669.75 |
11,587.25 |
| PP |
11,626.00 |
11,461.00 |
| S1 |
11,582.00 |
11,334.75 |
|