Trading Metrics calculated at close of trading on 06-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
1,777.0 |
1,769.0 |
-8.0 |
-0.5% |
1,683.0 |
High |
1,777.7 |
1,781.9 |
4.2 |
0.2% |
1,731.8 |
Low |
1,734.8 |
1,749.0 |
14.2 |
0.8% |
1,647.5 |
Close |
1,768.0 |
1,758.1 |
-9.9 |
-0.6% |
1,669.8 |
Range |
42.9 |
32.9 |
-10.0 |
-23.3% |
84.3 |
ATR |
54.3 |
52.8 |
-1.5 |
-2.8% |
0.0 |
Volume |
229,769 |
219,401 |
-10,368 |
-4.5% |
1,472,290 |
|
Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.7 |
1,842.8 |
1,776.2 |
|
R3 |
1,828.8 |
1,809.9 |
1,767.1 |
|
R2 |
1,795.9 |
1,795.9 |
1,764.1 |
|
R1 |
1,777.0 |
1,777.0 |
1,761.1 |
1,770.0 |
PP |
1,763.0 |
1,763.0 |
1,763.0 |
1,759.5 |
S1 |
1,744.1 |
1,744.1 |
1,755.1 |
1,737.1 |
S2 |
1,730.1 |
1,730.1 |
1,752.1 |
|
S3 |
1,697.2 |
1,711.2 |
1,749.1 |
|
S4 |
1,664.3 |
1,678.3 |
1,740.0 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.9 |
1,887.2 |
1,716.2 |
|
R3 |
1,851.6 |
1,802.9 |
1,693.0 |
|
R2 |
1,767.3 |
1,767.3 |
1,685.3 |
|
R1 |
1,718.6 |
1,718.6 |
1,677.5 |
1,700.8 |
PP |
1,683.0 |
1,683.0 |
1,683.0 |
1,674.2 |
S1 |
1,634.3 |
1,634.3 |
1,662.1 |
1,616.5 |
S2 |
1,598.7 |
1,598.7 |
1,654.3 |
|
S3 |
1,514.4 |
1,550.0 |
1,646.6 |
|
S4 |
1,430.1 |
1,465.7 |
1,623.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,782.5 |
1,656.8 |
125.7 |
7.1% |
51.8 |
2.9% |
81% |
False |
False |
267,292 |
10 |
1,782.5 |
1,647.5 |
135.0 |
7.7% |
58.1 |
3.3% |
82% |
False |
False |
276,152 |
20 |
1,935.4 |
1,647.5 |
287.9 |
16.4% |
54.7 |
3.1% |
38% |
False |
False |
269,609 |
40 |
2,038.8 |
1,647.5 |
391.3 |
22.3% |
48.0 |
2.7% |
28% |
False |
False |
136,174 |
60 |
2,038.8 |
1,647.5 |
391.3 |
22.3% |
44.9 |
2.6% |
28% |
False |
False |
90,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,921.7 |
2.618 |
1,868.0 |
1.618 |
1,835.1 |
1.000 |
1,814.8 |
0.618 |
1,802.2 |
HIGH |
1,781.9 |
0.618 |
1,769.3 |
0.500 |
1,765.5 |
0.382 |
1,761.6 |
LOW |
1,749.0 |
0.618 |
1,728.7 |
1.000 |
1,716.1 |
1.618 |
1,695.8 |
2.618 |
1,662.9 |
4.250 |
1,609.2 |
|
|
Fisher Pivots for day following 06-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,765.5 |
1,754.8 |
PP |
1,763.0 |
1,751.6 |
S1 |
1,760.6 |
1,748.3 |
|