| Trading Metrics calculated at close of trading on 12-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,307.3590 |
1,281.8860 |
-25.4730 |
-1.9% |
1,330.9890 |
| High |
1,309.5150 |
1,305.1250 |
-4.3900 |
-0.3% |
1,382.5130 |
| Low |
1,269.2670 |
1,274.4200 |
5.1530 |
0.4% |
1,264.6300 |
| Close |
1,281.8850 |
1,299.3860 |
17.5010 |
1.4% |
1,331.0800 |
| Range |
40.2480 |
30.7050 |
-9.5430 |
-23.7% |
117.8830 |
| ATR |
79.7344 |
76.2323 |
-3.5021 |
-4.4% |
0.0000 |
| Volume |
625,076 |
420,013 |
-205,063 |
-32.8% |
2,286,686 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.0920 |
1,372.9440 |
1,316.2738 |
|
| R3 |
1,354.3870 |
1,342.2390 |
1,307.8299 |
|
| R2 |
1,323.6820 |
1,323.6820 |
1,305.0153 |
|
| R1 |
1,311.5340 |
1,311.5340 |
1,302.2006 |
1,317.6080 |
| PP |
1,292.9770 |
1,292.9770 |
1,292.9770 |
1,296.0140 |
| S1 |
1,280.8290 |
1,280.8290 |
1,296.5714 |
1,286.9030 |
| S2 |
1,262.2720 |
1,262.2720 |
1,293.7568 |
|
| S3 |
1,231.5670 |
1,250.1240 |
1,290.9421 |
|
| S4 |
1,200.8620 |
1,219.4190 |
1,282.4983 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,679.7233 |
1,623.2847 |
1,395.9157 |
|
| R3 |
1,561.8403 |
1,505.4017 |
1,363.4978 |
|
| R2 |
1,443.9573 |
1,443.9573 |
1,352.6919 |
|
| R1 |
1,387.5187 |
1,387.5187 |
1,341.8859 |
1,415.7380 |
| PP |
1,326.0743 |
1,326.0743 |
1,326.0743 |
1,340.1840 |
| S1 |
1,269.6357 |
1,269.6357 |
1,320.2741 |
1,297.8550 |
| S2 |
1,208.1913 |
1,208.1913 |
1,309.4681 |
|
| S3 |
1,090.3083 |
1,151.7527 |
1,298.6622 |
|
| S4 |
972.4253 |
1,033.8697 |
1,266.2444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,382.5130 |
1,269.2670 |
113.2460 |
8.7% |
38.3602 |
3.0% |
27% |
False |
False |
452,419 |
| 10 |
1,382.5130 |
1,264.6300 |
117.8830 |
9.1% |
48.0805 |
3.7% |
29% |
False |
False |
491,133 |
| 20 |
1,652.8470 |
1,222.8790 |
429.9680 |
33.1% |
77.6729 |
6.0% |
18% |
False |
False |
629,171 |
| 40 |
1,955.9150 |
1,222.8790 |
733.0360 |
56.4% |
96.4892 |
7.4% |
10% |
False |
False |
641,906 |
| 60 |
2,028.6500 |
1,222.8790 |
805.7710 |
62.0% |
109.7653 |
8.4% |
9% |
False |
False |
654,743 |
| 80 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
79.0% |
110.3671 |
8.5% |
29% |
False |
False |
681,856 |
| 100 |
2,086.6460 |
883.1590 |
1,203.4870 |
92.6% |
119.7663 |
9.2% |
35% |
False |
False |
654,595 |
| 120 |
3,033.2780 |
883.1590 |
2,150.1190 |
165.5% |
136.4152 |
10.5% |
19% |
False |
False |
617,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,435.6213 |
|
2.618 |
1,385.5107 |
|
1.618 |
1,354.8057 |
|
1.000 |
1,335.8300 |
|
0.618 |
1,324.1007 |
|
HIGH |
1,305.1250 |
|
0.618 |
1,293.3957 |
|
0.500 |
1,289.7725 |
|
0.382 |
1,286.1493 |
|
LOW |
1,274.4200 |
|
0.618 |
1,255.4443 |
|
1.000 |
1,243.7150 |
|
1.618 |
1,224.7393 |
|
2.618 |
1,194.0343 |
|
4.250 |
1,143.9238 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,296.1815 |
1,303.4660 |
| PP |
1,292.9770 |
1,302.1060 |
| S1 |
1,289.7725 |
1,300.7460 |
|