Trading Metrics calculated at close of trading on 11-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,343.0 |
3,350.0 |
7.0 |
0.2% |
3,251.0 |
High |
3,387.0 |
3,361.0 |
-26.0 |
-0.8% |
3,492.0 |
Low |
3,325.0 |
3,305.0 |
-20.0 |
-0.6% |
3,236.0 |
Close |
3,356.0 |
3,333.0 |
-23.0 |
-0.7% |
3,374.0 |
Range |
62.0 |
56.0 |
-6.0 |
-9.7% |
256.0 |
ATR |
85.2 |
83.1 |
-2.1 |
-2.4% |
0.0 |
Volume |
821,019 |
975,883 |
154,864 |
18.9% |
4,958,689 |
|
Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,501.0 |
3,473.0 |
3,363.8 |
|
R3 |
3,445.0 |
3,417.0 |
3,348.4 |
|
R2 |
3,389.0 |
3,389.0 |
3,343.3 |
|
R1 |
3,361.0 |
3,361.0 |
3,338.1 |
3,347.0 |
PP |
3,333.0 |
3,333.0 |
3,333.0 |
3,326.0 |
S1 |
3,305.0 |
3,305.0 |
3,327.9 |
3,291.0 |
S2 |
3,277.0 |
3,277.0 |
3,322.7 |
|
S3 |
3,221.0 |
3,249.0 |
3,317.6 |
|
S4 |
3,165.0 |
3,193.0 |
3,302.2 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,135.3 |
4,010.7 |
3,514.8 |
|
R3 |
3,879.3 |
3,754.7 |
3,444.4 |
|
R2 |
3,623.3 |
3,623.3 |
3,420.9 |
|
R1 |
3,498.7 |
3,498.7 |
3,397.5 |
3,561.0 |
PP |
3,367.3 |
3,367.3 |
3,367.3 |
3,398.5 |
S1 |
3,242.7 |
3,242.7 |
3,350.5 |
3,305.0 |
S2 |
3,111.3 |
3,111.3 |
3,327.1 |
|
S3 |
2,855.3 |
2,986.7 |
3,303.6 |
|
S4 |
2,599.3 |
2,730.7 |
3,233.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,492.0 |
3,305.0 |
187.0 |
5.6% |
68.0 |
2.0% |
15% |
False |
True |
886,612 |
10 |
3,492.0 |
3,236.0 |
256.0 |
7.7% |
87.5 |
2.6% |
38% |
False |
False |
1,069,320 |
20 |
3,585.0 |
3,236.0 |
349.0 |
10.5% |
84.3 |
2.5% |
28% |
False |
False |
1,065,487 |
40 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
76.7 |
2.3% |
17% |
False |
False |
678,165 |
60 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
66.4 |
2.0% |
17% |
False |
False |
453,761 |
80 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
63.6 |
1.9% |
17% |
False |
False |
342,014 |
100 |
3,815.0 |
3,236.0 |
579.0 |
17.4% |
56.2 |
1.7% |
17% |
False |
False |
273,767 |
120 |
3,815.0 |
3,236.0 |
579.0 |
17.4% |
48.6 |
1.5% |
17% |
False |
False |
228,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,599.0 |
2.618 |
3,507.6 |
1.618 |
3,451.6 |
1.000 |
3,417.0 |
0.618 |
3,395.6 |
HIGH |
3,361.0 |
0.618 |
3,339.6 |
0.500 |
3,333.0 |
0.382 |
3,326.4 |
LOW |
3,305.0 |
0.618 |
3,270.4 |
1.000 |
3,249.0 |
1.618 |
3,214.4 |
2.618 |
3,158.4 |
4.250 |
3,067.0 |
|
|
Fisher Pivots for day following 11-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,333.0 |
3,368.0 |
PP |
3,333.0 |
3,356.3 |
S1 |
3,333.0 |
3,344.7 |
|