| 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 |
10,998.17 |
11,321.33 |
323.16 |
2.9% |
10,965.55 |
| High |
11,327.77 |
11,468.18 |
140.41 |
1.2% |
11,372.27 |
| Low |
10,966.43 |
11,167.27 |
200.84 |
1.8% |
10,959.74 |
| Close |
11,310.33 |
11,430.26 |
119.93 |
1.1% |
11,310.33 |
| Range |
361.34 |
300.91 |
-60.43 |
-16.7% |
412.53 |
| ATR |
325.82 |
324.04 |
-1.78 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,257.97 |
12,145.02 |
11,595.76 |
|
| R3 |
11,957.06 |
11,844.11 |
11,513.01 |
|
| R2 |
11,656.15 |
11,656.15 |
11,485.43 |
|
| R1 |
11,543.20 |
11,543.20 |
11,457.84 |
11,599.68 |
| PP |
11,355.24 |
11,355.24 |
11,355.24 |
11,383.47 |
| S1 |
11,242.29 |
11,242.29 |
11,402.68 |
11,298.77 |
| S2 |
11,054.33 |
11,054.33 |
11,375.09 |
|
| S3 |
10,753.42 |
10,941.38 |
11,347.51 |
|
| S4 |
10,452.51 |
10,640.47 |
11,264.76 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,451.70 |
12,293.55 |
11,537.22 |
|
| R3 |
12,039.17 |
11,881.02 |
11,423.78 |
|
| R2 |
11,626.64 |
11,626.64 |
11,385.96 |
|
| R1 |
11,468.49 |
11,468.49 |
11,348.15 |
11,547.57 |
| PP |
11,214.11 |
11,214.11 |
11,214.11 |
11,253.65 |
| S1 |
11,055.96 |
11,055.96 |
11,272.51 |
11,135.04 |
| S2 |
10,801.58 |
10,801.58 |
11,234.70 |
|
| S3 |
10,389.05 |
10,643.43 |
11,196.88 |
|
| S4 |
9,976.52 |
10,230.90 |
11,083.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,468.18 |
10,966.43 |
501.75 |
4.4% |
300.12 |
2.6% |
92% |
True |
False |
|
| 10 |
11,468.18 |
10,444.78 |
1,023.40 |
9.0% |
314.19 |
2.7% |
96% |
True |
False |
|
| 20 |
11,659.55 |
10,444.78 |
1,214.77 |
10.6% |
297.33 |
2.6% |
81% |
False |
False |
|
| 40 |
12,752.83 |
10,444.78 |
2,308.05 |
20.2% |
271.60 |
2.4% |
43% |
False |
False |
|
| 60 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
255.92 |
2.2% |
30% |
False |
False |
|
| 80 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
259.60 |
2.3% |
30% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
264.96 |
2.3% |
30% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
285.36 |
2.5% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,747.05 |
|
2.618 |
12,255.96 |
|
1.618 |
11,955.05 |
|
1.000 |
11,769.09 |
|
0.618 |
11,654.14 |
|
HIGH |
11,468.18 |
|
0.618 |
11,353.23 |
|
0.500 |
11,317.73 |
|
0.382 |
11,282.22 |
|
LOW |
11,167.27 |
|
0.618 |
10,981.31 |
|
1.000 |
10,866.36 |
|
1.618 |
10,680.40 |
|
2.618 |
10,379.49 |
|
4.250 |
9,888.40 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,392.75 |
11,359.28 |
| PP |
11,355.24 |
11,288.29 |
| S1 |
11,317.73 |
11,217.31 |
|