| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,338.0740 |
1,330.9890 |
-7.0850 |
-0.5% |
1,300.3390 |
| High |
1,371.9300 |
1,333.6790 |
-38.2510 |
-2.8% |
1,400.0110 |
| Low |
1,317.4810 |
1,264.6300 |
-52.8510 |
-4.0% |
1,265.8040 |
| Close |
1,330.9890 |
1,323.7690 |
-7.2200 |
-0.5% |
1,330.9890 |
| Range |
54.4490 |
69.0490 |
14.6000 |
26.8% |
134.2070 |
| ATR |
102.6115 |
100.2141 |
-2.3973 |
-2.3% |
0.0000 |
| Volume |
849,147 |
6,819 |
-842,328 |
-99.2% |
3,472,608 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,514.5063 |
1,488.1867 |
1,361.7460 |
|
| R3 |
1,445.4573 |
1,419.1377 |
1,342.7575 |
|
| R2 |
1,376.4083 |
1,376.4083 |
1,336.4280 |
|
| R1 |
1,350.0887 |
1,350.0887 |
1,330.0985 |
1,328.7240 |
| PP |
1,307.3593 |
1,307.3593 |
1,307.3593 |
1,296.6770 |
| S1 |
1,281.0397 |
1,281.0397 |
1,317.4395 |
1,259.6750 |
| S2 |
1,238.3103 |
1,238.3103 |
1,311.1100 |
|
| S3 |
1,169.2613 |
1,211.9907 |
1,304.7805 |
|
| S4 |
1,100.2123 |
1,142.9417 |
1,285.7921 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.8890 |
1,667.1460 |
1,404.8029 |
|
| R3 |
1,600.6820 |
1,532.9390 |
1,367.8959 |
|
| R2 |
1,466.4750 |
1,466.4750 |
1,355.5936 |
|
| R1 |
1,398.7320 |
1,398.7320 |
1,343.2913 |
1,432.6035 |
| PP |
1,332.2680 |
1,332.2680 |
1,332.2680 |
1,349.2038 |
| S1 |
1,264.5250 |
1,264.5250 |
1,318.6867 |
1,298.3965 |
| S2 |
1,198.0610 |
1,198.0610 |
1,306.3844 |
|
| S3 |
1,063.8540 |
1,130.3180 |
1,294.0821 |
|
| S4 |
929.6470 |
996.1110 |
1,257.1752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.0110 |
1,264.6300 |
135.3810 |
10.2% |
74.3640 |
5.6% |
44% |
False |
True |
693,951 |
| 10 |
1,400.0110 |
1,222.8790 |
177.1320 |
13.4% |
79.2638 |
6.0% |
57% |
False |
False |
736,051 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.6% |
103.0155 |
7.8% |
18% |
False |
False |
668,922 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
60.9% |
110.5972 |
8.4% |
13% |
False |
False |
659,982 |
| 60 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
76.8% |
122.1756 |
9.2% |
31% |
False |
False |
686,484 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
86.5% |
126.2875 |
9.5% |
38% |
False |
False |
712,659 |
| 100 |
2,184.6150 |
883.1590 |
1,301.4560 |
98.3% |
131.8769 |
10.0% |
34% |
False |
False |
662,005 |
| 120 |
3,176.1690 |
883.1590 |
2,293.0100 |
173.2% |
142.4203 |
10.8% |
19% |
False |
False |
602,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,627.1373 |
|
2.618 |
1,514.4493 |
|
1.618 |
1,445.4003 |
|
1.000 |
1,402.7280 |
|
0.618 |
1,376.3513 |
|
HIGH |
1,333.6790 |
|
0.618 |
1,307.3023 |
|
0.500 |
1,299.1545 |
|
0.382 |
1,291.0067 |
|
LOW |
1,264.6300 |
|
0.618 |
1,221.9577 |
|
1.000 |
1,195.5810 |
|
1.618 |
1,152.9087 |
|
2.618 |
1,083.8597 |
|
4.250 |
971.1718 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.5642 |
1,321.9393 |
| PP |
1,307.3593 |
1,320.1097 |
| S1 |
1,299.1545 |
1,318.2800 |
|