| 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 |
6,971.0 |
6,882.0 |
-89.0 |
-1.3% |
6,814.5 |
| High |
6,974.5 |
6,933.5 |
-41.0 |
-0.6% |
7,117.5 |
| Low |
6,856.5 |
6,796.0 |
-60.5 |
-0.9% |
6,793.5 |
| Close |
6,897.5 |
6,832.5 |
-65.0 |
-0.9% |
7,000.0 |
| Range |
118.0 |
137.5 |
19.5 |
16.5% |
324.0 |
| ATR |
121.5 |
122.6 |
1.1 |
0.9% |
0.0 |
| Volume |
122,485 |
123,445 |
960 |
0.8% |
637,048 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,266.5 |
7,187.0 |
6,908.0 |
|
| R3 |
7,129.0 |
7,049.5 |
6,870.5 |
|
| R2 |
6,991.5 |
6,991.5 |
6,857.5 |
|
| R1 |
6,912.0 |
6,912.0 |
6,845.0 |
6,883.0 |
| PP |
6,854.0 |
6,854.0 |
6,854.0 |
6,839.5 |
| S1 |
6,774.5 |
6,774.5 |
6,820.0 |
6,745.5 |
| S2 |
6,716.5 |
6,716.5 |
6,807.5 |
|
| S3 |
6,579.0 |
6,637.0 |
6,794.5 |
|
| S4 |
6,441.5 |
6,499.5 |
6,757.0 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,942.5 |
7,795.0 |
7,178.0 |
|
| R3 |
7,618.5 |
7,471.0 |
7,089.0 |
|
| R2 |
7,294.5 |
7,294.5 |
7,059.5 |
|
| R1 |
7,147.0 |
7,147.0 |
7,029.5 |
7,221.0 |
| PP |
6,970.5 |
6,970.5 |
6,970.5 |
7,007.0 |
| S1 |
6,823.0 |
6,823.0 |
6,970.5 |
6,897.0 |
| S2 |
6,646.5 |
6,646.5 |
6,940.5 |
|
| S3 |
6,322.5 |
6,499.0 |
6,911.0 |
|
| S4 |
5,998.5 |
6,175.0 |
6,822.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,117.5 |
6,796.0 |
321.5 |
4.7% |
109.5 |
1.6% |
11% |
False |
True |
114,692 |
| 10 |
7,117.5 |
6,793.5 |
324.0 |
4.7% |
133.0 |
2.0% |
12% |
False |
False |
131,164 |
| 20 |
7,343.5 |
6,793.5 |
550.0 |
8.0% |
129.0 |
1.9% |
7% |
False |
False |
128,782 |
| 40 |
7,580.0 |
6,793.5 |
786.5 |
11.5% |
106.0 |
1.6% |
5% |
False |
False |
88,813 |
| 60 |
7,580.0 |
6,793.5 |
786.5 |
11.5% |
76.5 |
1.1% |
5% |
False |
False |
59,214 |
| 80 |
7,580.0 |
6,793.5 |
786.5 |
11.5% |
60.0 |
0.9% |
5% |
False |
False |
44,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,518.0 |
|
2.618 |
7,293.5 |
|
1.618 |
7,156.0 |
|
1.000 |
7,071.0 |
|
0.618 |
7,018.5 |
|
HIGH |
6,933.5 |
|
0.618 |
6,881.0 |
|
0.500 |
6,865.0 |
|
0.382 |
6,848.5 |
|
LOW |
6,796.0 |
|
0.618 |
6,711.0 |
|
1.000 |
6,658.5 |
|
1.618 |
6,573.5 |
|
2.618 |
6,436.0 |
|
4.250 |
6,211.5 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
6,865.0 |
6,902.0 |
| PP |
6,854.0 |
6,879.0 |
| S1 |
6,843.0 |
6,856.0 |
|