| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,453.75 |
11,510.00 |
56.25 |
0.5% |
10,720.00 |
| High |
11,734.00 |
11,703.50 |
-30.50 |
-0.3% |
11,431.75 |
| Low |
11,430.25 |
11,415.00 |
-15.25 |
-0.1% |
10,713.00 |
| Close |
11,713.50 |
11,446.00 |
-267.50 |
-2.3% |
11,358.50 |
| Range |
303.75 |
288.50 |
-15.25 |
-5.0% |
718.75 |
| ATR |
364.22 |
359.53 |
-4.69 |
-1.3% |
0.00 |
| Volume |
660,210 |
784,638 |
124,428 |
18.8% |
3,785,335 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,387.00 |
12,205.00 |
11,604.75 |
|
| R3 |
12,098.50 |
11,916.50 |
11,525.25 |
|
| R2 |
11,810.00 |
11,810.00 |
11,499.00 |
|
| R1 |
11,628.00 |
11,628.00 |
11,472.50 |
11,574.75 |
| PP |
11,521.50 |
11,521.50 |
11,521.50 |
11,495.00 |
| S1 |
11,339.50 |
11,339.50 |
11,419.50 |
11,286.25 |
| S2 |
11,233.00 |
11,233.00 |
11,393.00 |
|
| S3 |
10,944.50 |
11,051.00 |
11,366.75 |
|
| S4 |
10,656.00 |
10,762.50 |
11,287.25 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,324.00 |
13,060.00 |
11,753.75 |
|
| R3 |
12,605.25 |
12,341.25 |
11,556.25 |
|
| R2 |
11,886.50 |
11,886.50 |
11,490.25 |
|
| R1 |
11,622.50 |
11,622.50 |
11,424.50 |
11,754.50 |
| PP |
11,167.75 |
11,167.75 |
11,167.75 |
11,233.75 |
| S1 |
10,903.75 |
10,903.75 |
11,292.50 |
11,035.75 |
| S2 |
10,449.00 |
10,449.00 |
11,226.75 |
|
| S3 |
9,730.25 |
10,185.00 |
11,160.75 |
|
| S4 |
9,011.50 |
9,466.25 |
10,963.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,734.00 |
10,935.50 |
798.50 |
7.0% |
337.25 |
2.9% |
64% |
False |
False |
748,097 |
| 10 |
11,734.00 |
10,484.75 |
1,249.25 |
10.9% |
398.75 |
3.5% |
77% |
False |
False |
783,896 |
| 20 |
11,734.00 |
10,484.75 |
1,249.25 |
10.9% |
372.50 |
3.3% |
77% |
False |
False |
784,811 |
| 40 |
12,992.00 |
10,484.75 |
2,507.25 |
21.9% |
355.25 |
3.1% |
38% |
False |
False |
643,812 |
| 60 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
333.50 |
2.9% |
29% |
False |
False |
429,533 |
| 80 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
329.50 |
2.9% |
29% |
False |
False |
322,316 |
| 100 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
338.00 |
3.0% |
29% |
False |
False |
257,958 |
| 120 |
13,822.00 |
10,484.75 |
3,337.25 |
29.2% |
349.25 |
3.1% |
29% |
False |
False |
214,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,929.50 |
|
2.618 |
12,458.75 |
|
1.618 |
12,170.25 |
|
1.000 |
11,992.00 |
|
0.618 |
11,881.75 |
|
HIGH |
11,703.50 |
|
0.618 |
11,593.25 |
|
0.500 |
11,559.25 |
|
0.382 |
11,525.25 |
|
LOW |
11,415.00 |
|
0.618 |
11,236.75 |
|
1.000 |
11,126.50 |
|
1.618 |
10,948.25 |
|
2.618 |
10,659.75 |
|
4.250 |
10,189.00 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,559.25 |
11,471.00 |
| PP |
11,521.50 |
11,462.50 |
| S1 |
11,483.75 |
11,454.25 |
|