| 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 |
11,630.25 |
11,628.00 |
-2.25 |
0.0% |
11,362.50 |
| High |
11,711.00 |
11,729.75 |
18.75 |
0.2% |
11,613.50 |
| Low |
11,366.50 |
11,505.25 |
138.75 |
1.2% |
11,024.25 |
| Close |
11,623.75 |
11,541.75 |
-82.00 |
-0.7% |
11,035.50 |
| Range |
344.50 |
224.50 |
-120.00 |
-34.8% |
589.25 |
| ATR |
357.42 |
347.92 |
-9.49 |
-2.7% |
0.00 |
| Volume |
700,889 |
773,914 |
73,025 |
10.4% |
4,318,659 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,265.75 |
12,128.25 |
11,665.25 |
|
| R3 |
12,041.25 |
11,903.75 |
11,603.50 |
|
| R2 |
11,816.75 |
11,816.75 |
11,583.00 |
|
| R1 |
11,679.25 |
11,679.25 |
11,562.25 |
11,635.75 |
| PP |
11,592.25 |
11,592.25 |
11,592.25 |
11,570.50 |
| S1 |
11,454.75 |
11,454.75 |
11,521.25 |
11,411.25 |
| S2 |
11,367.75 |
11,367.75 |
11,500.50 |
|
| S3 |
11,143.25 |
11,230.25 |
11,480.00 |
|
| S4 |
10,918.75 |
11,005.75 |
11,418.25 |
|
|
| 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 |
11,729.75 |
10,890.75 |
839.00 |
7.3% |
352.50 |
3.1% |
78% |
True |
False |
776,687 |
| 10 |
11,729.75 |
10,890.75 |
839.00 |
7.3% |
369.75 |
3.2% |
78% |
True |
False |
812,330 |
| 20 |
12,992.00 |
10,890.75 |
2,101.25 |
18.2% |
355.25 |
3.1% |
31% |
False |
False |
737,452 |
| 40 |
13,822.00 |
10,890.75 |
2,931.25 |
25.4% |
323.00 |
2.8% |
22% |
False |
False |
371,166 |
| 60 |
13,822.00 |
10,890.75 |
2,931.25 |
25.4% |
321.50 |
2.8% |
22% |
False |
False |
247,677 |
| 80 |
13,822.00 |
10,890.75 |
2,931.25 |
25.4% |
329.25 |
2.9% |
22% |
False |
False |
185,925 |
| 100 |
13,822.00 |
10,890.75 |
2,931.25 |
25.4% |
340.00 |
2.9% |
22% |
False |
False |
148,753 |
| 120 |
14,377.00 |
10,890.75 |
3,486.25 |
30.2% |
357.50 |
3.1% |
19% |
False |
False |
123,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,684.00 |
|
2.618 |
12,317.50 |
|
1.618 |
12,093.00 |
|
1.000 |
11,954.25 |
|
0.618 |
11,868.50 |
|
HIGH |
11,729.75 |
|
0.618 |
11,644.00 |
|
0.500 |
11,617.50 |
|
0.382 |
11,591.00 |
|
LOW |
11,505.25 |
|
0.618 |
11,366.50 |
|
1.000 |
11,280.75 |
|
1.618 |
11,142.00 |
|
2.618 |
10,917.50 |
|
4.250 |
10,551.00 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,617.50 |
11,529.75 |
| PP |
11,592.25 |
11,517.75 |
| S1 |
11,567.00 |
11,505.50 |
|