| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,769.0 |
1,755.4 |
-13.6 |
-0.8% |
1,667.2 |
| High |
1,781.9 |
1,770.8 |
-11.1 |
-0.6% |
1,782.5 |
| Low |
1,749.0 |
1,698.5 |
-50.5 |
-2.9% |
1,656.8 |
| Close |
1,758.1 |
1,706.7 |
-51.4 |
-2.9% |
1,706.7 |
| Range |
32.9 |
72.3 |
39.4 |
119.8% |
125.7 |
| ATR |
52.8 |
54.2 |
1.4 |
2.6% |
0.0 |
| Volume |
219,401 |
236,273 |
16,872 |
7.7% |
1,249,133 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.2 |
1,896.8 |
1,746.5 |
|
| R3 |
1,869.9 |
1,824.5 |
1,726.6 |
|
| R2 |
1,797.6 |
1,797.6 |
1,720.0 |
|
| R1 |
1,752.2 |
1,752.2 |
1,713.3 |
1,738.8 |
| PP |
1,725.3 |
1,725.3 |
1,725.3 |
1,718.6 |
| S1 |
1,679.9 |
1,679.9 |
1,700.1 |
1,666.5 |
| S2 |
1,653.0 |
1,653.0 |
1,693.4 |
|
| S3 |
1,580.7 |
1,607.6 |
1,686.8 |
|
| S4 |
1,508.4 |
1,535.3 |
1,666.9 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.4 |
2,025.3 |
1,775.8 |
|
| R3 |
1,966.7 |
1,899.6 |
1,741.3 |
|
| R2 |
1,841.0 |
1,841.0 |
1,729.7 |
|
| R1 |
1,773.9 |
1,773.9 |
1,718.2 |
1,807.5 |
| PP |
1,715.3 |
1,715.3 |
1,715.3 |
1,732.1 |
| S1 |
1,648.2 |
1,648.2 |
1,695.2 |
1,681.8 |
| S2 |
1,589.6 |
1,589.6 |
1,683.7 |
|
| S3 |
1,463.9 |
1,522.5 |
1,672.1 |
|
| S4 |
1,338.2 |
1,396.8 |
1,637.6 |
|
|
| 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 |
7.4% |
56.6 |
3.3% |
40% |
False |
False |
249,826 |
| 10 |
1,782.5 |
1,647.5 |
135.0 |
7.9% |
58.1 |
3.4% |
44% |
False |
False |
272,142 |
| 20 |
1,935.4 |
1,647.5 |
287.9 |
16.9% |
56.3 |
3.3% |
21% |
False |
False |
269,356 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
22.9% |
48.8 |
2.9% |
15% |
False |
False |
142,079 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
22.9% |
45.4 |
2.7% |
15% |
False |
False |
94,758 |
| 80 |
2,038.8 |
1,647.5 |
391.3 |
22.9% |
44.7 |
2.6% |
15% |
False |
False |
71,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,078.1 |
|
2.618 |
1,960.1 |
|
1.618 |
1,887.8 |
|
1.000 |
1,843.1 |
|
0.618 |
1,815.5 |
|
HIGH |
1,770.8 |
|
0.618 |
1,743.2 |
|
0.500 |
1,734.7 |
|
0.382 |
1,726.1 |
|
LOW |
1,698.5 |
|
0.618 |
1,653.8 |
|
1.000 |
1,626.2 |
|
1.618 |
1,581.5 |
|
2.618 |
1,509.2 |
|
4.250 |
1,391.2 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,734.7 |
1,740.2 |
| PP |
1,725.3 |
1,729.0 |
| S1 |
1,716.0 |
1,717.9 |
|