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 |
3,350.0 |
3,316.0 |
-34.0 |
-1.0% |
3,251.0 |
High |
3,361.0 |
3,363.0 |
2.0 |
0.1% |
3,492.0 |
Low |
3,305.0 |
3,310.0 |
5.0 |
0.2% |
3,236.0 |
Close |
3,333.0 |
3,333.0 |
0.0 |
0.0% |
3,374.0 |
Range |
56.0 |
53.0 |
-3.0 |
-5.4% |
256.0 |
ATR |
83.1 |
81.0 |
-2.2 |
-2.6% |
0.0 |
Volume |
975,883 |
961,988 |
-13,895 |
-1.4% |
4,958,689 |
|
Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,494.3 |
3,466.7 |
3,362.2 |
|
R3 |
3,441.3 |
3,413.7 |
3,347.6 |
|
R2 |
3,388.3 |
3,388.3 |
3,342.7 |
|
R1 |
3,360.7 |
3,360.7 |
3,337.9 |
3,374.5 |
PP |
3,335.3 |
3,335.3 |
3,335.3 |
3,342.3 |
S1 |
3,307.7 |
3,307.7 |
3,328.1 |
3,321.5 |
S2 |
3,282.3 |
3,282.3 |
3,323.3 |
|
S3 |
3,229.3 |
3,254.7 |
3,318.4 |
|
S4 |
3,176.3 |
3,201.7 |
3,303.9 |
|
|
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% |
66.8 |
2.0% |
15% |
False |
False |
900,317 |
10 |
3,492.0 |
3,236.0 |
256.0 |
7.7% |
81.7 |
2.5% |
38% |
False |
False |
1,019,996 |
20 |
3,579.0 |
3,236.0 |
343.0 |
10.3% |
84.5 |
2.5% |
28% |
False |
False |
1,043,779 |
40 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
77.0 |
2.3% |
17% |
False |
False |
702,025 |
60 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
65.5 |
2.0% |
17% |
False |
False |
469,399 |
80 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
63.8 |
1.9% |
17% |
False |
False |
353,794 |
100 |
3,815.0 |
3,236.0 |
579.0 |
17.4% |
56.7 |
1.7% |
17% |
False |
False |
283,387 |
120 |
3,815.0 |
3,236.0 |
579.0 |
17.4% |
49.0 |
1.5% |
17% |
False |
False |
236,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,588.3 |
2.618 |
3,501.8 |
1.618 |
3,448.8 |
1.000 |
3,416.0 |
0.618 |
3,395.8 |
HIGH |
3,363.0 |
0.618 |
3,342.8 |
0.500 |
3,336.5 |
0.382 |
3,330.2 |
LOW |
3,310.0 |
0.618 |
3,277.2 |
1.000 |
3,257.0 |
1.618 |
3,224.2 |
2.618 |
3,171.2 |
4.250 |
3,084.8 |
|
|
Fisher Pivots for day following 12-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,336.5 |
3,346.0 |
PP |
3,335.3 |
3,341.7 |
S1 |
3,334.2 |
3,337.3 |
|