| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,738.0 |
12,642.0 |
-96.0 |
-0.8% |
12,420.0 |
| High |
12,838.0 |
12,871.0 |
33.0 |
0.3% |
12,964.0 |
| Low |
12,644.0 |
12,560.0 |
-84.0 |
-0.7% |
12,390.0 |
| Close |
12,769.0 |
12,735.0 |
-34.0 |
-0.3% |
12,735.0 |
| Range |
194.0 |
311.0 |
117.0 |
60.3% |
574.0 |
| ATR |
306.3 |
306.6 |
0.3 |
0.1% |
0.0 |
| Volume |
65,551 |
86,211 |
20,660 |
31.5% |
359,199 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,655.0 |
13,506.0 |
12,906.1 |
|
| R3 |
13,344.0 |
13,195.0 |
12,820.5 |
|
| R2 |
13,033.0 |
13,033.0 |
12,792.0 |
|
| R1 |
12,884.0 |
12,884.0 |
12,763.5 |
12,958.5 |
| PP |
12,722.0 |
12,722.0 |
12,722.0 |
12,759.3 |
| S1 |
12,573.0 |
12,573.0 |
12,706.5 |
12,647.5 |
| S2 |
12,411.0 |
12,411.0 |
12,678.0 |
|
| S3 |
12,100.0 |
12,262.0 |
12,649.5 |
|
| S4 |
11,789.0 |
11,951.0 |
12,564.0 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,418.3 |
14,150.7 |
13,050.7 |
|
| R3 |
13,844.3 |
13,576.7 |
12,892.9 |
|
| R2 |
13,270.3 |
13,270.3 |
12,840.2 |
|
| R1 |
13,002.7 |
13,002.7 |
12,787.6 |
13,136.5 |
| PP |
12,696.3 |
12,696.3 |
12,696.3 |
12,763.3 |
| S1 |
12,428.7 |
12,428.7 |
12,682.4 |
12,562.5 |
| S2 |
12,122.3 |
12,122.3 |
12,629.8 |
|
| S3 |
11,548.3 |
11,854.7 |
12,577.2 |
|
| S4 |
10,974.3 |
11,280.7 |
12,419.3 |
|
|
| 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 |
12,390.0 |
574.0 |
4.5% |
282.2 |
2.2% |
60% |
False |
False |
71,839 |
| 10 |
12,964.0 |
12,011.0 |
953.0 |
7.5% |
295.4 |
2.3% |
76% |
False |
False |
78,962 |
| 20 |
12,964.0 |
11,829.0 |
1,135.0 |
8.9% |
319.4 |
2.5% |
80% |
False |
False |
80,370 |
| 40 |
13,590.0 |
11,829.0 |
1,761.0 |
13.8% |
309.6 |
2.4% |
51% |
False |
False |
57,039 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
16.7% |
243.2 |
1.9% |
43% |
False |
False |
38,035 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
16.7% |
232.5 |
1.8% |
43% |
False |
False |
28,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,192.8 |
|
2.618 |
13,685.2 |
|
1.618 |
13,374.2 |
|
1.000 |
13,182.0 |
|
0.618 |
13,063.2 |
|
HIGH |
12,871.0 |
|
0.618 |
12,752.2 |
|
0.500 |
12,715.5 |
|
0.382 |
12,678.8 |
|
LOW |
12,560.0 |
|
0.618 |
12,367.8 |
|
1.000 |
12,249.0 |
|
1.618 |
12,056.8 |
|
2.618 |
11,745.8 |
|
4.250 |
11,238.3 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,728.5 |
12,762.0 |
| PP |
12,722.0 |
12,753.0 |
| S1 |
12,715.5 |
12,744.0 |
|