| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,728.0 |
12,886.0 |
158.0 |
1.2% |
12,199.0 |
| High |
12,952.0 |
12,964.0 |
12.0 |
0.1% |
12,699.0 |
| Low |
12,671.0 |
12,686.0 |
15.0 |
0.1% |
12,011.0 |
| Close |
12,809.0 |
12,772.0 |
-37.0 |
-0.3% |
12,489.0 |
| Range |
281.0 |
278.0 |
-3.0 |
-1.1% |
688.0 |
| ATR |
317.7 |
314.9 |
-2.8 |
-0.9% |
0.0 |
| Volume |
78,005 |
60,374 |
-17,631 |
-22.6% |
430,424 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,641.3 |
13,484.7 |
12,924.9 |
|
| R3 |
13,363.3 |
13,206.7 |
12,848.5 |
|
| R2 |
13,085.3 |
13,085.3 |
12,823.0 |
|
| R1 |
12,928.7 |
12,928.7 |
12,797.5 |
12,868.0 |
| PP |
12,807.3 |
12,807.3 |
12,807.3 |
12,777.0 |
| S1 |
12,650.7 |
12,650.7 |
12,746.5 |
12,590.0 |
| S2 |
12,529.3 |
12,529.3 |
12,721.0 |
|
| S3 |
12,251.3 |
12,372.7 |
12,695.6 |
|
| S4 |
11,973.3 |
12,094.7 |
12,619.1 |
|
|
| 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 |
12,964.0 |
12,011.0 |
953.0 |
7.5% |
347.0 |
2.7% |
80% |
True |
False |
83,149 |
| 10 |
12,964.0 |
12,011.0 |
953.0 |
7.5% |
303.8 |
2.4% |
80% |
True |
False |
76,689 |
| 20 |
12,964.0 |
11,829.0 |
1,135.0 |
8.9% |
333.3 |
2.6% |
83% |
True |
False |
81,456 |
| 40 |
13,590.0 |
11,829.0 |
1,761.0 |
13.8% |
303.8 |
2.4% |
54% |
False |
False |
53,247 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
16.7% |
240.3 |
1.9% |
44% |
False |
False |
35,506 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
16.7% |
229.1 |
1.8% |
44% |
False |
False |
26,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,145.5 |
|
2.618 |
13,691.8 |
|
1.618 |
13,413.8 |
|
1.000 |
13,242.0 |
|
0.618 |
13,135.8 |
|
HIGH |
12,964.0 |
|
0.618 |
12,857.8 |
|
0.500 |
12,825.0 |
|
0.382 |
12,792.2 |
|
LOW |
12,686.0 |
|
0.618 |
12,514.2 |
|
1.000 |
12,408.0 |
|
1.618 |
12,236.2 |
|
2.618 |
11,958.2 |
|
4.250 |
11,504.5 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,825.0 |
12,740.3 |
| PP |
12,807.3 |
12,708.7 |
| S1 |
12,789.7 |
12,677.0 |
|