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 |
1,675.6 |
1,673.4 |
-2.2 |
-0.1% |
1,670.5 |
High |
1,691.3 |
1,685.1 |
-6.2 |
-0.4% |
1,738.7 |
Low |
1,667.5 |
1,668.0 |
0.5 |
0.0% |
1,666.5 |
Close |
1,686.0 |
1,677.5 |
-8.5 |
-0.5% |
1,709.3 |
Range |
23.8 |
17.1 |
-6.7 |
-28.2% |
72.2 |
ATR |
28.0 |
27.3 |
-0.7 |
-2.6% |
0.0 |
Volume |
171,814 |
131,769 |
-40,045 |
-23.3% |
890,687 |
|
Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.2 |
1,719.9 |
1,686.9 |
|
R3 |
1,711.1 |
1,702.8 |
1,682.2 |
|
R2 |
1,694.0 |
1,694.0 |
1,680.6 |
|
R1 |
1,685.7 |
1,685.7 |
1,679.1 |
1,689.9 |
PP |
1,676.9 |
1,676.9 |
1,676.9 |
1,678.9 |
S1 |
1,668.6 |
1,668.6 |
1,675.9 |
1,672.8 |
S2 |
1,659.8 |
1,659.8 |
1,674.4 |
|
S3 |
1,642.7 |
1,651.5 |
1,672.8 |
|
S4 |
1,625.6 |
1,634.4 |
1,668.1 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.4 |
1,887.6 |
1,749.0 |
|
R3 |
1,849.2 |
1,815.4 |
1,729.2 |
|
R2 |
1,777.0 |
1,777.0 |
1,722.5 |
|
R1 |
1,743.2 |
1,743.2 |
1,715.9 |
1,760.1 |
PP |
1,704.8 |
1,704.8 |
1,704.8 |
1,713.3 |
S1 |
1,671.0 |
1,671.0 |
1,702.7 |
1,687.9 |
S2 |
1,632.6 |
1,632.6 |
1,696.1 |
|
S3 |
1,560.4 |
1,598.8 |
1,689.4 |
|
S4 |
1,488.2 |
1,526.6 |
1,669.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,734.2 |
1,667.5 |
66.7 |
4.0% |
23.9 |
1.4% |
15% |
False |
False |
151,524 |
10 |
1,738.7 |
1,649.3 |
89.4 |
5.3% |
26.7 |
1.6% |
32% |
False |
False |
173,336 |
20 |
1,738.7 |
1,622.2 |
116.5 |
6.9% |
29.0 |
1.7% |
47% |
False |
False |
195,639 |
40 |
1,796.6 |
1,622.2 |
174.4 |
10.4% |
25.7 |
1.5% |
32% |
False |
False |
177,873 |
60 |
1,824.6 |
1,622.2 |
202.4 |
12.1% |
24.9 |
1.5% |
27% |
False |
False |
159,042 |
80 |
1,870.0 |
1,622.2 |
247.8 |
14.8% |
24.7 |
1.5% |
22% |
False |
False |
128,506 |
100 |
1,900.8 |
1,622.2 |
278.6 |
16.6% |
25.0 |
1.5% |
20% |
False |
False |
103,923 |
120 |
1,980.4 |
1,622.2 |
358.2 |
21.4% |
25.9 |
1.5% |
15% |
False |
False |
86,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,757.8 |
2.618 |
1,729.9 |
1.618 |
1,712.8 |
1.000 |
1,702.2 |
0.618 |
1,695.7 |
HIGH |
1,685.1 |
0.618 |
1,678.6 |
0.500 |
1,676.6 |
0.382 |
1,674.5 |
LOW |
1,668.0 |
0.618 |
1,657.4 |
1.000 |
1,650.9 |
1.618 |
1,640.3 |
2.618 |
1,623.2 |
4.250 |
1,595.3 |
|
|
Fisher Pivots for day following 12-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,677.2 |
1,687.5 |
PP |
1,676.9 |
1,684.1 |
S1 |
1,676.6 |
1,680.8 |
|