| 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 |
1,362.3520 |
1,346.1890 |
-16.1630 |
-1.2% |
1,300.3390 |
| High |
1,366.0650 |
1,382.5130 |
16.4480 |
1.2% |
1,400.0110 |
| Low |
1,317.6270 |
1,346.0510 |
28.4240 |
2.2% |
1,265.8040 |
| Close |
1,346.0700 |
1,363.7180 |
17.6480 |
1.3% |
1,330.9890 |
| Range |
48.4380 |
36.4620 |
-11.9760 |
-24.7% |
134.2070 |
| ATR |
93.3277 |
89.2658 |
-4.0618 |
-4.4% |
0.0000 |
| Volume |
534,509 |
687,970 |
153,461 |
28.7% |
3,472,608 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.4800 |
1,455.0610 |
1,383.7721 |
|
| R3 |
1,437.0180 |
1,418.5990 |
1,373.7451 |
|
| R2 |
1,400.5560 |
1,400.5560 |
1,370.4027 |
|
| R1 |
1,382.1370 |
1,382.1370 |
1,367.0604 |
1,391.3465 |
| PP |
1,364.0940 |
1,364.0940 |
1,364.0940 |
1,368.6988 |
| S1 |
1,345.6750 |
1,345.6750 |
1,360.3757 |
1,354.8845 |
| S2 |
1,327.6320 |
1,327.6320 |
1,357.0333 |
|
| S3 |
1,291.1700 |
1,309.2130 |
1,353.6910 |
|
| S4 |
1,254.7080 |
1,272.7510 |
1,343.6639 |
|
|
| 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 |
1,382.5130 |
1,264.6300 |
117.8830 |
8.6% |
52.1088 |
3.8% |
84% |
True |
False |
522,192 |
| 10 |
1,400.0110 |
1,264.2300 |
135.7810 |
10.0% |
67.8515 |
5.0% |
73% |
False |
False |
620,180 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
41.4% |
92.3716 |
6.8% |
25% |
False |
False |
668,784 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
59.1% |
102.5312 |
7.5% |
17% |
False |
False |
662,737 |
| 60 |
2,028.6500 |
1,073.7810 |
954.8690 |
70.0% |
119.2833 |
8.7% |
30% |
False |
False |
684,290 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
84.0% |
117.5858 |
8.6% |
42% |
False |
False |
710,356 |
| 100 |
2,118.5370 |
883.1590 |
1,235.3780 |
90.6% |
123.7866 |
9.1% |
39% |
False |
False |
657,042 |
| 120 |
3,176.1690 |
883.1590 |
2,293.0100 |
168.1% |
139.4705 |
10.2% |
21% |
False |
False |
614,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,537.4765 |
|
2.618 |
1,477.9705 |
|
1.618 |
1,441.5085 |
|
1.000 |
1,418.9750 |
|
0.618 |
1,405.0465 |
|
HIGH |
1,382.5130 |
|
0.618 |
1,368.5845 |
|
0.500 |
1,364.2820 |
|
0.382 |
1,359.9795 |
|
LOW |
1,346.0510 |
|
0.618 |
1,323.5175 |
|
1.000 |
1,309.5890 |
|
1.618 |
1,287.0555 |
|
2.618 |
1,250.5935 |
|
4.250 |
1,191.0875 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,364.2820 |
1,358.8448 |
| PP |
1,364.0940 |
1,353.9717 |
| S1 |
1,363.9060 |
1,349.0985 |
|