| 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 |
11,628.00 |
11,494.50 |
-133.50 |
-1.1% |
11,030.00 |
| High |
11,729.75 |
11,564.50 |
-165.25 |
-1.4% |
11,729.75 |
| Low |
11,505.25 |
11,043.25 |
-462.00 |
-4.0% |
10,890.75 |
| Close |
11,541.75 |
11,101.50 |
-440.25 |
-3.8% |
11,101.50 |
| Range |
224.50 |
521.25 |
296.75 |
132.2% |
839.00 |
| ATR |
347.92 |
360.30 |
12.38 |
3.6% |
0.00 |
| Volume |
773,914 |
759,141 |
-14,773 |
-1.9% |
3,764,410 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,800.25 |
12,472.00 |
11,388.25 |
|
| R3 |
12,279.00 |
11,950.75 |
11,244.75 |
|
| R2 |
11,757.75 |
11,757.75 |
11,197.00 |
|
| R1 |
11,429.50 |
11,429.50 |
11,149.25 |
11,333.00 |
| PP |
11,236.50 |
11,236.50 |
11,236.50 |
11,188.00 |
| S1 |
10,908.25 |
10,908.25 |
11,053.75 |
10,811.75 |
| S2 |
10,715.25 |
10,715.25 |
11,006.00 |
|
| S3 |
10,194.00 |
10,387.00 |
10,958.25 |
|
| S4 |
9,672.75 |
9,865.75 |
10,814.75 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,757.75 |
13,268.50 |
11,563.00 |
|
| R3 |
12,918.75 |
12,429.50 |
11,332.25 |
|
| R2 |
12,079.75 |
12,079.75 |
11,255.25 |
|
| R1 |
11,590.50 |
11,590.50 |
11,178.50 |
11,835.00 |
| PP |
11,240.75 |
11,240.75 |
11,240.75 |
11,363.00 |
| S1 |
10,751.50 |
10,751.50 |
11,024.50 |
10,996.00 |
| S2 |
10,401.75 |
10,401.75 |
10,947.75 |
|
| S3 |
9,562.75 |
9,912.50 |
10,870.75 |
|
| S4 |
8,723.75 |
9,073.50 |
10,640.00 |
|
|
| 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 |
7.6% |
390.25 |
3.5% |
25% |
False |
False |
752,882 |
| 10 |
11,729.75 |
10,890.75 |
839.00 |
7.6% |
384.75 |
3.5% |
25% |
False |
False |
808,306 |
| 20 |
12,992.00 |
10,890.75 |
2,101.25 |
18.9% |
367.00 |
3.3% |
10% |
False |
False |
760,812 |
| 40 |
13,822.00 |
10,890.75 |
2,931.25 |
26.4% |
328.75 |
3.0% |
7% |
False |
False |
390,118 |
| 60 |
13,822.00 |
10,890.75 |
2,931.25 |
26.4% |
325.00 |
2.9% |
7% |
False |
False |
260,320 |
| 80 |
13,822.00 |
10,890.75 |
2,931.25 |
26.4% |
332.25 |
3.0% |
7% |
False |
False |
195,410 |
| 100 |
13,822.00 |
10,890.75 |
2,931.25 |
26.4% |
342.25 |
3.1% |
7% |
False |
False |
156,345 |
| 120 |
14,377.00 |
10,890.75 |
3,486.25 |
31.4% |
360.00 |
3.2% |
6% |
False |
False |
130,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,779.75 |
|
2.618 |
12,929.25 |
|
1.618 |
12,408.00 |
|
1.000 |
12,085.75 |
|
0.618 |
11,886.75 |
|
HIGH |
11,564.50 |
|
0.618 |
11,365.50 |
|
0.500 |
11,304.00 |
|
0.382 |
11,242.25 |
|
LOW |
11,043.25 |
|
0.618 |
10,721.00 |
|
1.000 |
10,522.00 |
|
1.618 |
10,199.75 |
|
2.618 |
9,678.50 |
|
4.250 |
8,828.00 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,304.00 |
11,386.50 |
| PP |
11,236.50 |
11,291.50 |
| S1 |
11,169.00 |
11,196.50 |
|