| Trading Metrics calculated at close of trading on 13-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,173.0 |
12,209.0 |
36.0 |
0.3% |
11,900.0 |
| High |
12,318.0 |
12,513.0 |
195.0 |
1.6% |
12,721.0 |
| Low |
12,117.0 |
12,011.0 |
-106.0 |
-0.9% |
11,829.0 |
| Close |
12,208.0 |
12,379.0 |
171.0 |
1.4% |
12,299.0 |
| Range |
201.0 |
502.0 |
301.0 |
149.8% |
892.0 |
| ATR |
303.7 |
317.9 |
14.2 |
4.7% |
0.0 |
| Volume |
70,510 |
113,162 |
42,652 |
60.5% |
355,358 |
|
| Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,807.0 |
13,595.0 |
12,655.1 |
|
| R3 |
13,305.0 |
13,093.0 |
12,517.1 |
|
| R2 |
12,803.0 |
12,803.0 |
12,471.0 |
|
| R1 |
12,591.0 |
12,591.0 |
12,425.0 |
12,697.0 |
| PP |
12,301.0 |
12,301.0 |
12,301.0 |
12,354.0 |
| S1 |
12,089.0 |
12,089.0 |
12,333.0 |
12,195.0 |
| S2 |
11,799.0 |
11,799.0 |
12,287.0 |
|
| S3 |
11,297.0 |
11,587.0 |
12,241.0 |
|
| S4 |
10,795.0 |
11,085.0 |
12,102.9 |
|
|
| 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 |
12,516.0 |
12,011.0 |
505.0 |
4.1% |
303.8 |
2.5% |
73% |
False |
True |
79,996 |
| 10 |
12,721.0 |
11,829.0 |
892.0 |
7.2% |
311.5 |
2.5% |
62% |
False |
False |
77,520 |
| 20 |
12,962.0 |
11,829.0 |
1,133.0 |
9.2% |
333.5 |
2.7% |
49% |
False |
False |
80,347 |
| 40 |
13,713.0 |
11,829.0 |
1,884.0 |
15.2% |
281.7 |
2.3% |
29% |
False |
False |
45,686 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
17.2% |
225.4 |
1.8% |
26% |
False |
False |
30,464 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
17.2% |
222.2 |
1.8% |
26% |
False |
False |
22,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,646.5 |
|
2.618 |
13,827.2 |
|
1.618 |
13,325.2 |
|
1.000 |
13,015.0 |
|
0.618 |
12,823.2 |
|
HIGH |
12,513.0 |
|
0.618 |
12,321.2 |
|
0.500 |
12,262.0 |
|
0.382 |
12,202.8 |
|
LOW |
12,011.0 |
|
0.618 |
11,700.8 |
|
1.000 |
11,509.0 |
|
1.618 |
11,198.8 |
|
2.618 |
10,696.8 |
|
4.250 |
9,877.5 |
|
|
| Fisher Pivots for day following 13-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,340.0 |
12,340.0 |
| PP |
12,301.0 |
12,301.0 |
| S1 |
12,262.0 |
12,262.0 |
|