| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,886.0 |
12,738.0 |
-148.0 |
-1.1% |
12,199.0 |
| High |
12,964.0 |
12,838.0 |
-126.0 |
-1.0% |
12,699.0 |
| Low |
12,686.0 |
12,644.0 |
-42.0 |
-0.3% |
12,011.0 |
| Close |
12,772.0 |
12,769.0 |
-3.0 |
0.0% |
12,489.0 |
| Range |
278.0 |
194.0 |
-84.0 |
-30.2% |
688.0 |
| ATR |
314.9 |
306.3 |
-8.6 |
-2.7% |
0.0 |
| Volume |
60,374 |
65,551 |
5,177 |
8.6% |
430,424 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,332.3 |
13,244.7 |
12,875.7 |
|
| R3 |
13,138.3 |
13,050.7 |
12,822.4 |
|
| R2 |
12,944.3 |
12,944.3 |
12,804.6 |
|
| R1 |
12,856.7 |
12,856.7 |
12,786.8 |
12,900.5 |
| PP |
12,750.3 |
12,750.3 |
12,750.3 |
12,772.3 |
| S1 |
12,662.7 |
12,662.7 |
12,751.2 |
12,706.5 |
| S2 |
12,556.3 |
12,556.3 |
12,733.4 |
|
| S3 |
12,362.3 |
12,468.7 |
12,715.7 |
|
| S4 |
12,168.3 |
12,274.7 |
12,662.3 |
|
|
| 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 |
12,372.0 |
592.0 |
4.6% |
285.4 |
2.2% |
67% |
False |
False |
73,627 |
| 10 |
12,964.0 |
12,011.0 |
953.0 |
7.5% |
294.6 |
2.3% |
80% |
False |
False |
76,811 |
| 20 |
12,964.0 |
11,829.0 |
1,135.0 |
8.9% |
326.0 |
2.6% |
83% |
False |
False |
80,829 |
| 40 |
13,590.0 |
11,829.0 |
1,761.0 |
13.8% |
305.1 |
2.4% |
53% |
False |
False |
54,884 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
16.7% |
241.6 |
1.9% |
44% |
False |
False |
36,599 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
16.7% |
230.7 |
1.8% |
44% |
False |
False |
27,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,662.5 |
|
2.618 |
13,345.9 |
|
1.618 |
13,151.9 |
|
1.000 |
13,032.0 |
|
0.618 |
12,957.9 |
|
HIGH |
12,838.0 |
|
0.618 |
12,763.9 |
|
0.500 |
12,741.0 |
|
0.382 |
12,718.1 |
|
LOW |
12,644.0 |
|
0.618 |
12,524.1 |
|
1.000 |
12,450.0 |
|
1.618 |
12,330.1 |
|
2.618 |
12,136.1 |
|
4.250 |
11,819.5 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,759.7 |
12,804.0 |
| PP |
12,750.3 |
12,792.3 |
| S1 |
12,741.0 |
12,780.7 |
|