| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,030.00 |
11,314.50 |
284.50 |
2.6% |
11,362.50 |
| High |
11,358.25 |
11,675.00 |
316.75 |
2.8% |
11,613.50 |
| Low |
10,890.75 |
11,281.50 |
390.75 |
3.6% |
11,024.25 |
| Close |
11,285.75 |
11,640.75 |
355.00 |
3.1% |
11,035.50 |
| Range |
467.50 |
393.50 |
-74.00 |
-15.8% |
589.25 |
| ATR |
355.71 |
358.41 |
2.70 |
0.8% |
0.00 |
| Volume |
757,581 |
772,885 |
15,304 |
2.0% |
4,318,659 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,713.00 |
12,570.25 |
11,857.25 |
|
| R3 |
12,319.50 |
12,176.75 |
11,749.00 |
|
| R2 |
11,926.00 |
11,926.00 |
11,713.00 |
|
| R1 |
11,783.25 |
11,783.25 |
11,676.75 |
11,854.50 |
| PP |
11,532.50 |
11,532.50 |
11,532.50 |
11,568.00 |
| S1 |
11,389.75 |
11,389.75 |
11,604.75 |
11,461.00 |
| S2 |
11,139.00 |
11,139.00 |
11,568.50 |
|
| S3 |
10,745.50 |
10,996.25 |
11,532.50 |
|
| S4 |
10,352.00 |
10,602.75 |
11,424.25 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,992.25 |
12,603.00 |
11,359.50 |
|
| R3 |
12,403.00 |
12,013.75 |
11,197.50 |
|
| R2 |
11,813.75 |
11,813.75 |
11,143.50 |
|
| R1 |
11,424.50 |
11,424.50 |
11,089.50 |
11,324.50 |
| PP |
11,224.50 |
11,224.50 |
11,224.50 |
11,174.50 |
| S1 |
10,835.25 |
10,835.25 |
10,981.50 |
10,735.25 |
| S2 |
10,635.25 |
10,635.25 |
10,927.50 |
|
| S3 |
10,046.00 |
10,246.00 |
10,873.50 |
|
| S4 |
9,456.75 |
9,656.75 |
10,711.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,675.00 |
10,890.75 |
784.25 |
6.7% |
428.25 |
3.7% |
96% |
True |
False |
839,639 |
| 10 |
12,140.50 |
10,890.75 |
1,249.75 |
10.7% |
390.75 |
3.4% |
60% |
False |
False |
825,764 |
| 20 |
12,992.00 |
10,890.75 |
2,101.25 |
18.1% |
359.00 |
3.1% |
36% |
False |
False |
666,933 |
| 40 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
325.75 |
2.8% |
26% |
False |
False |
334,354 |
| 60 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
324.75 |
2.8% |
26% |
False |
False |
223,117 |
| 80 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
335.25 |
2.9% |
26% |
False |
False |
167,496 |
| 100 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
343.25 |
2.9% |
26% |
False |
False |
134,006 |
| 120 |
14,377.00 |
10,890.75 |
3,486.25 |
29.9% |
358.50 |
3.1% |
22% |
False |
False |
111,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,347.50 |
|
2.618 |
12,705.25 |
|
1.618 |
12,311.75 |
|
1.000 |
12,068.50 |
|
0.618 |
11,918.25 |
|
HIGH |
11,675.00 |
|
0.618 |
11,524.75 |
|
0.500 |
11,478.25 |
|
0.382 |
11,431.75 |
|
LOW |
11,281.50 |
|
0.618 |
11,038.25 |
|
1.000 |
10,888.00 |
|
1.618 |
10,644.75 |
|
2.618 |
10,251.25 |
|
4.250 |
9,609.00 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,586.50 |
11,521.50 |
| PP |
11,532.50 |
11,402.25 |
| S1 |
11,478.25 |
11,283.00 |
|