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 |
11,085.14 |
10,998.17 |
-86.97 |
-0.8% |
10,965.55 |
High |
11,279.81 |
11,327.77 |
47.96 |
0.4% |
11,372.27 |
Low |
11,001.28 |
10,966.43 |
-34.85 |
-0.3% |
10,959.74 |
Close |
11,046.71 |
11,310.33 |
263.62 |
2.4% |
11,310.33 |
Range |
278.53 |
361.34 |
82.81 |
29.7% |
412.53 |
ATR |
323.09 |
325.82 |
2.73 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,285.53 |
12,159.27 |
11,509.07 |
|
R3 |
11,924.19 |
11,797.93 |
11,409.70 |
|
R2 |
11,562.85 |
11,562.85 |
11,376.58 |
|
R1 |
11,436.59 |
11,436.59 |
11,343.45 |
11,499.72 |
PP |
11,201.51 |
11,201.51 |
11,201.51 |
11,233.08 |
S1 |
11,075.25 |
11,075.25 |
11,277.21 |
11,138.38 |
S2 |
10,840.17 |
10,840.17 |
11,244.08 |
|
S3 |
10,478.83 |
10,713.91 |
11,210.96 |
|
S4 |
10,117.49 |
10,352.57 |
11,111.59 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,451.70 |
12,293.55 |
11,537.22 |
|
R3 |
12,039.17 |
11,881.02 |
11,423.78 |
|
R2 |
11,626.64 |
11,626.64 |
11,385.96 |
|
R1 |
11,468.49 |
11,468.49 |
11,348.15 |
11,547.57 |
PP |
11,214.11 |
11,214.11 |
11,214.11 |
11,253.65 |
S1 |
11,055.96 |
11,055.96 |
11,272.51 |
11,135.04 |
S2 |
10,801.58 |
10,801.58 |
11,234.70 |
|
S3 |
10,389.05 |
10,643.43 |
11,196.88 |
|
S4 |
9,976.52 |
10,230.90 |
11,083.44 |
|
|
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 |
10,959.74 |
412.53 |
3.6% |
266.16 |
2.4% |
85% |
False |
False |
|
10 |
11,372.27 |
10,444.78 |
927.49 |
8.2% |
308.00 |
2.7% |
93% |
False |
False |
|
20 |
11,659.55 |
10,444.78 |
1,214.77 |
10.7% |
294.16 |
2.6% |
71% |
False |
False |
|
40 |
13,172.44 |
10,444.78 |
2,727.66 |
24.1% |
278.30 |
2.5% |
32% |
False |
False |
|
60 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
255.17 |
2.3% |
26% |
False |
False |
|
80 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
259.90 |
2.3% |
26% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
265.58 |
2.3% |
26% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
284.48 |
2.5% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,863.47 |
2.618 |
12,273.76 |
1.618 |
11,912.42 |
1.000 |
11,689.11 |
0.618 |
11,551.08 |
HIGH |
11,327.77 |
0.618 |
11,189.74 |
0.500 |
11,147.10 |
0.382 |
11,104.46 |
LOW |
10,966.43 |
0.618 |
10,743.12 |
1.000 |
10,605.09 |
1.618 |
10,381.78 |
2.618 |
10,020.44 |
4.250 |
9,430.74 |
|
|
Fisher Pivots for day following 21-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
11,255.92 |
11,255.92 |
PP |
11,201.51 |
11,201.51 |
S1 |
11,147.10 |
11,147.10 |
|