| 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 |
11,321.33 |
11,485.78 |
164.45 |
1.5% |
10,965.55 |
| High |
11,468.18 |
11,681.85 |
213.67 |
1.9% |
11,372.27 |
| Low |
11,167.27 |
11,480.41 |
313.14 |
2.8% |
10,959.74 |
| Close |
11,430.26 |
11,669.99 |
239.73 |
2.1% |
11,310.33 |
| Range |
300.91 |
201.44 |
-99.47 |
-33.1% |
412.53 |
| ATR |
324.04 |
318.87 |
-5.18 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,215.07 |
12,143.97 |
11,780.78 |
|
| R3 |
12,013.63 |
11,942.53 |
11,725.39 |
|
| R2 |
11,812.19 |
11,812.19 |
11,706.92 |
|
| R1 |
11,741.09 |
11,741.09 |
11,688.46 |
11,776.64 |
| PP |
11,610.75 |
11,610.75 |
11,610.75 |
11,628.53 |
| S1 |
11,539.65 |
11,539.65 |
11,651.52 |
11,575.20 |
| S2 |
11,409.31 |
11,409.31 |
11,633.06 |
|
| S3 |
11,207.87 |
11,338.21 |
11,614.59 |
|
| S4 |
11,006.43 |
11,136.77 |
11,559.20 |
|
|
| 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 |
11,681.85 |
10,966.43 |
715.42 |
6.1% |
273.11 |
2.3% |
98% |
True |
False |
|
| 10 |
11,681.85 |
10,444.78 |
1,237.07 |
10.6% |
307.78 |
2.6% |
99% |
True |
False |
|
| 20 |
11,681.85 |
10,444.78 |
1,237.07 |
10.6% |
291.05 |
2.5% |
99% |
True |
False |
|
| 40 |
12,752.83 |
10,444.78 |
2,308.05 |
19.8% |
272.80 |
2.3% |
53% |
False |
False |
|
| 60 |
13,720.91 |
10,444.78 |
3,276.13 |
28.1% |
255.09 |
2.2% |
37% |
False |
False |
|
| 80 |
13,720.91 |
10,444.78 |
3,276.13 |
28.1% |
259.44 |
2.2% |
37% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
28.1% |
262.82 |
2.3% |
37% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.1% |
281.46 |
2.4% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,537.97 |
|
2.618 |
12,209.22 |
|
1.618 |
12,007.78 |
|
1.000 |
11,883.29 |
|
0.618 |
11,806.34 |
|
HIGH |
11,681.85 |
|
0.618 |
11,604.90 |
|
0.500 |
11,581.13 |
|
0.382 |
11,557.36 |
|
LOW |
11,480.41 |
|
0.618 |
11,355.92 |
|
1.000 |
11,278.97 |
|
1.618 |
11,154.48 |
|
2.618 |
10,953.04 |
|
4.250 |
10,624.29 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,640.37 |
11,554.71 |
| PP |
11,610.75 |
11,439.42 |
| S1 |
11,581.13 |
11,324.14 |
|