| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,209.0 |
12,458.0 |
249.0 |
2.0% |
12,199.0 |
| High |
12,513.0 |
12,699.0 |
186.0 |
1.5% |
12,699.0 |
| Low |
12,011.0 |
12,372.0 |
361.0 |
3.0% |
12,011.0 |
| Close |
12,379.0 |
12,489.0 |
110.0 |
0.9% |
12,489.0 |
| Range |
502.0 |
327.0 |
-175.0 |
-34.9% |
688.0 |
| ATR |
317.9 |
318.5 |
0.7 |
0.2% |
0.0 |
| Volume |
113,162 |
95,150 |
-18,012 |
-15.9% |
430,424 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,501.0 |
13,322.0 |
12,668.9 |
|
| R3 |
13,174.0 |
12,995.0 |
12,578.9 |
|
| R2 |
12,847.0 |
12,847.0 |
12,549.0 |
|
| R1 |
12,668.0 |
12,668.0 |
12,519.0 |
12,757.5 |
| PP |
12,520.0 |
12,520.0 |
12,520.0 |
12,564.8 |
| S1 |
12,341.0 |
12,341.0 |
12,459.0 |
12,430.5 |
| S2 |
12,193.0 |
12,193.0 |
12,429.1 |
|
| S3 |
11,866.0 |
12,014.0 |
12,399.1 |
|
| S4 |
11,539.0 |
11,687.0 |
12,309.2 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,463.7 |
14,164.3 |
12,867.4 |
|
| R3 |
13,775.7 |
13,476.3 |
12,678.2 |
|
| R2 |
13,087.7 |
13,087.7 |
12,615.1 |
|
| R1 |
12,788.3 |
12,788.3 |
12,552.1 |
12,938.0 |
| PP |
12,399.7 |
12,399.7 |
12,399.7 |
12,474.5 |
| S1 |
12,100.3 |
12,100.3 |
12,425.9 |
12,250.0 |
| S2 |
11,711.7 |
11,711.7 |
12,362.9 |
|
| S3 |
11,023.7 |
11,412.3 |
12,299.8 |
|
| S4 |
10,335.7 |
10,724.3 |
12,110.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,699.0 |
12,011.0 |
688.0 |
5.5% |
308.6 |
2.5% |
69% |
True |
False |
86,084 |
| 10 |
12,721.0 |
11,829.0 |
892.0 |
7.1% |
322.4 |
2.6% |
74% |
False |
False |
78,578 |
| 20 |
12,962.0 |
11,829.0 |
1,133.0 |
9.1% |
339.6 |
2.7% |
58% |
False |
False |
81,131 |
| 40 |
13,644.0 |
11,829.0 |
1,815.0 |
14.5% |
289.6 |
2.3% |
36% |
False |
False |
48,064 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
229.1 |
1.8% |
31% |
False |
False |
32,050 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
223.5 |
1.8% |
31% |
False |
False |
24,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,088.8 |
|
2.618 |
13,555.1 |
|
1.618 |
13,228.1 |
|
1.000 |
13,026.0 |
|
0.618 |
12,901.1 |
|
HIGH |
12,699.0 |
|
0.618 |
12,574.1 |
|
0.500 |
12,535.5 |
|
0.382 |
12,496.9 |
|
LOW |
12,372.0 |
|
0.618 |
12,169.9 |
|
1.000 |
12,045.0 |
|
1.618 |
11,842.9 |
|
2.618 |
11,515.9 |
|
4.250 |
10,982.3 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,535.5 |
12,444.3 |
| PP |
12,520.0 |
12,399.7 |
| S1 |
12,504.5 |
12,355.0 |
|