| 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 |
12,312.0 |
12,173.0 |
-139.0 |
-1.1% |
11,900.0 |
| High |
12,333.0 |
12,318.0 |
-15.0 |
-0.1% |
12,721.0 |
| Low |
12,113.0 |
12,117.0 |
4.0 |
0.0% |
11,829.0 |
| Close |
12,220.0 |
12,208.0 |
-12.0 |
-0.1% |
12,299.0 |
| Range |
220.0 |
201.0 |
-19.0 |
-8.6% |
892.0 |
| ATR |
311.6 |
303.7 |
-7.9 |
-2.5% |
0.0 |
| Volume |
75,607 |
70,510 |
-5,097 |
-6.7% |
355,358 |
|
| Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,817.3 |
12,713.7 |
12,318.6 |
|
| R3 |
12,616.3 |
12,512.7 |
12,263.3 |
|
| R2 |
12,415.3 |
12,415.3 |
12,244.9 |
|
| R1 |
12,311.7 |
12,311.7 |
12,226.4 |
12,363.5 |
| PP |
12,214.3 |
12,214.3 |
12,214.3 |
12,240.3 |
| S1 |
12,110.7 |
12,110.7 |
12,189.6 |
12,162.5 |
| S2 |
12,013.3 |
12,013.3 |
12,171.2 |
|
| S3 |
11,812.3 |
11,909.7 |
12,152.7 |
|
| S4 |
11,611.3 |
11,708.7 |
12,097.5 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,959.0 |
14,521.0 |
12,789.6 |
|
| R3 |
14,067.0 |
13,629.0 |
12,544.3 |
|
| R2 |
13,175.0 |
13,175.0 |
12,462.5 |
|
| R1 |
12,737.0 |
12,737.0 |
12,380.8 |
12,956.0 |
| PP |
12,283.0 |
12,283.0 |
12,283.0 |
12,392.5 |
| S1 |
11,845.0 |
11,845.0 |
12,217.2 |
12,064.0 |
| S2 |
11,391.0 |
11,391.0 |
12,135.5 |
|
| S3 |
10,499.0 |
10,953.0 |
12,053.7 |
|
| S4 |
9,607.0 |
10,061.0 |
11,808.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,721.0 |
12,113.0 |
608.0 |
5.0% |
260.6 |
2.1% |
16% |
False |
False |
70,229 |
| 10 |
12,721.0 |
11,829.0 |
892.0 |
7.3% |
304.7 |
2.5% |
42% |
False |
False |
75,932 |
| 20 |
13,135.0 |
11,829.0 |
1,306.0 |
10.7% |
318.8 |
2.6% |
29% |
False |
False |
77,583 |
| 40 |
13,815.0 |
11,829.0 |
1,986.0 |
16.3% |
273.8 |
2.2% |
19% |
False |
False |
42,858 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
17.4% |
221.6 |
1.8% |
18% |
False |
False |
28,579 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
17.4% |
218.3 |
1.8% |
18% |
False |
False |
21,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,172.3 |
|
2.618 |
12,844.2 |
|
1.618 |
12,643.2 |
|
1.000 |
12,519.0 |
|
0.618 |
12,442.2 |
|
HIGH |
12,318.0 |
|
0.618 |
12,241.2 |
|
0.500 |
12,217.5 |
|
0.382 |
12,193.8 |
|
LOW |
12,117.0 |
|
0.618 |
11,992.8 |
|
1.000 |
11,916.0 |
|
1.618 |
11,791.8 |
|
2.618 |
11,590.8 |
|
4.250 |
11,262.8 |
|
|
| Fisher Pivots for day following 12-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,217.5 |
12,271.5 |
| PP |
12,214.3 |
12,250.3 |
| S1 |
12,211.2 |
12,229.2 |
|