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 |
11,090.59 |
11,085.14 |
-5.45 |
0.0% |
11,048.51 |
High |
11,231.46 |
11,279.81 |
48.35 |
0.4% |
11,150.68 |
Low |
11,008.11 |
11,001.28 |
-6.83 |
-0.1% |
10,444.78 |
Close |
11,103.38 |
11,046.71 |
-56.67 |
-0.5% |
10,692.06 |
Range |
223.35 |
278.53 |
55.18 |
24.7% |
705.90 |
ATR |
326.52 |
323.09 |
-3.43 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,944.86 |
11,774.31 |
11,199.90 |
|
R3 |
11,666.33 |
11,495.78 |
11,123.31 |
|
R2 |
11,387.80 |
11,387.80 |
11,097.77 |
|
R1 |
11,217.25 |
11,217.25 |
11,072.24 |
11,163.26 |
PP |
11,109.27 |
11,109.27 |
11,109.27 |
11,082.27 |
S1 |
10,938.72 |
10,938.72 |
11,021.18 |
10,884.73 |
S2 |
10,830.74 |
10,830.74 |
10,995.65 |
|
S3 |
10,552.21 |
10,660.19 |
10,970.11 |
|
S4 |
10,273.68 |
10,381.66 |
10,893.52 |
|
|
Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,880.21 |
12,492.03 |
11,080.31 |
|
R3 |
12,174.31 |
11,786.13 |
10,886.18 |
|
R2 |
11,468.41 |
11,468.41 |
10,821.48 |
|
R1 |
11,080.23 |
11,080.23 |
10,756.77 |
10,921.37 |
PP |
10,762.51 |
10,762.51 |
10,762.51 |
10,683.08 |
S1 |
10,374.33 |
10,374.33 |
10,627.35 |
10,215.47 |
S2 |
10,056.61 |
10,056.61 |
10,562.65 |
|
S3 |
9,350.71 |
9,668.43 |
10,497.94 |
|
S4 |
8,644.81 |
8,962.53 |
10,303.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,372.27 |
10,680.58 |
691.69 |
6.3% |
287.92 |
2.6% |
53% |
False |
False |
|
10 |
11,372.27 |
10,444.78 |
927.49 |
8.4% |
301.86 |
2.7% |
65% |
False |
False |
|
20 |
11,659.55 |
10,444.78 |
1,214.77 |
11.0% |
287.73 |
2.6% |
50% |
False |
False |
|
40 |
13,172.44 |
10,444.78 |
2,727.66 |
24.7% |
274.15 |
2.5% |
22% |
False |
False |
|
60 |
13,720.91 |
10,444.78 |
3,276.13 |
29.7% |
254.29 |
2.3% |
18% |
False |
False |
|
80 |
13,720.91 |
10,444.78 |
3,276.13 |
29.7% |
257.47 |
2.3% |
18% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
29.7% |
264.77 |
2.4% |
18% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.7% |
284.53 |
2.6% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,463.56 |
2.618 |
12,009.00 |
1.618 |
11,730.47 |
1.000 |
11,558.34 |
0.618 |
11,451.94 |
HIGH |
11,279.81 |
0.618 |
11,173.41 |
0.500 |
11,140.55 |
0.382 |
11,107.68 |
LOW |
11,001.28 |
0.618 |
10,829.15 |
1.000 |
10,722.75 |
1.618 |
10,550.62 |
2.618 |
10,272.09 |
4.250 |
9,817.53 |
|
|
Fisher Pivots for day following 20-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
11,140.55 |
11,186.78 |
PP |
11,109.27 |
11,140.09 |
S1 |
11,077.99 |
11,093.40 |
|