| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,458.0 |
12,420.0 |
-38.0 |
-0.3% |
12,199.0 |
| High |
12,699.0 |
12,737.0 |
38.0 |
0.3% |
12,699.0 |
| Low |
12,372.0 |
12,390.0 |
18.0 |
0.1% |
12,011.0 |
| Close |
12,489.0 |
12,674.0 |
185.0 |
1.5% |
12,489.0 |
| Range |
327.0 |
347.0 |
20.0 |
6.1% |
688.0 |
| ATR |
318.5 |
320.6 |
2.0 |
0.6% |
0.0 |
| Volume |
95,150 |
69,058 |
-26,092 |
-27.4% |
430,424 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,641.3 |
13,504.7 |
12,864.9 |
|
| R3 |
13,294.3 |
13,157.7 |
12,769.4 |
|
| R2 |
12,947.3 |
12,947.3 |
12,737.6 |
|
| R1 |
12,810.7 |
12,810.7 |
12,705.8 |
12,879.0 |
| PP |
12,600.3 |
12,600.3 |
12,600.3 |
12,634.5 |
| S1 |
12,463.7 |
12,463.7 |
12,642.2 |
12,532.0 |
| S2 |
12,253.3 |
12,253.3 |
12,610.4 |
|
| S3 |
11,906.3 |
12,116.7 |
12,578.6 |
|
| S4 |
11,559.3 |
11,769.7 |
12,483.2 |
|
|
| 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 |
12,737.0 |
12,011.0 |
726.0 |
5.7% |
319.4 |
2.5% |
91% |
True |
False |
84,697 |
| 10 |
12,737.0 |
12,011.0 |
726.0 |
5.7% |
310.8 |
2.5% |
91% |
True |
False |
78,672 |
| 20 |
12,962.0 |
11,829.0 |
1,133.0 |
8.9% |
343.0 |
2.7% |
75% |
False |
False |
81,831 |
| 40 |
13,590.0 |
11,829.0 |
1,761.0 |
13.9% |
295.8 |
2.3% |
48% |
False |
False |
49,790 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
16.8% |
234.6 |
1.9% |
40% |
False |
False |
33,200 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
16.8% |
225.5 |
1.8% |
40% |
False |
False |
24,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,211.8 |
|
2.618 |
13,645.4 |
|
1.618 |
13,298.4 |
|
1.000 |
13,084.0 |
|
0.618 |
12,951.4 |
|
HIGH |
12,737.0 |
|
0.618 |
12,604.4 |
|
0.500 |
12,563.5 |
|
0.382 |
12,522.6 |
|
LOW |
12,390.0 |
|
0.618 |
12,175.6 |
|
1.000 |
12,043.0 |
|
1.618 |
11,828.6 |
|
2.618 |
11,481.6 |
|
4.250 |
10,915.3 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,637.2 |
12,574.0 |
| PP |
12,600.3 |
12,474.0 |
| S1 |
12,563.5 |
12,374.0 |
|