| 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 |
3,593.25 |
3,696.50 |
103.25 |
2.9% |
3,705.25 |
| High |
3,711.75 |
3,808.75 |
97.00 |
2.6% |
3,751.25 |
| Low |
3,571.75 |
3,686.25 |
114.50 |
3.2% |
3,595.25 |
| Close |
3,690.25 |
3,803.25 |
113.00 |
3.1% |
3,601.50 |
| Range |
140.00 |
122.50 |
-17.50 |
-12.5% |
156.00 |
| ATR |
96.96 |
98.79 |
1.82 |
1.9% |
0.00 |
| Volume |
2,315,515 |
2,381,497 |
65,982 |
2.8% |
14,480,225 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,133.50 |
4,091.00 |
3,870.50 |
|
| R3 |
4,011.00 |
3,968.50 |
3,837.00 |
|
| R2 |
3,888.50 |
3,888.50 |
3,825.75 |
|
| R1 |
3,846.00 |
3,846.00 |
3,814.50 |
3,867.25 |
| PP |
3,766.00 |
3,766.00 |
3,766.00 |
3,776.75 |
| S1 |
3,723.50 |
3,723.50 |
3,792.00 |
3,744.75 |
| S2 |
3,643.50 |
3,643.50 |
3,780.75 |
|
| S3 |
3,521.00 |
3,601.00 |
3,769.50 |
|
| S4 |
3,398.50 |
3,478.50 |
3,736.00 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,117.25 |
4,015.50 |
3,687.25 |
|
| R3 |
3,961.25 |
3,859.50 |
3,644.50 |
|
| R2 |
3,805.25 |
3,805.25 |
3,630.00 |
|
| R1 |
3,703.50 |
3,703.50 |
3,615.75 |
3,676.50 |
| PP |
3,649.25 |
3,649.25 |
3,649.25 |
3,635.75 |
| S1 |
3,547.50 |
3,547.50 |
3,587.25 |
3,520.50 |
| S2 |
3,493.25 |
3,493.25 |
3,573.00 |
|
| S3 |
3,337.25 |
3,391.50 |
3,558.50 |
|
| S4 |
3,181.25 |
3,235.50 |
3,515.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,808.75 |
3,571.75 |
237.00 |
6.2% |
122.75 |
3.2% |
98% |
True |
False |
2,662,951 |
| 10 |
3,925.25 |
3,571.75 |
353.50 |
9.3% |
111.00 |
2.9% |
65% |
False |
False |
2,710,931 |
| 20 |
4,175.00 |
3,571.75 |
603.25 |
15.9% |
100.00 |
2.6% |
38% |
False |
False |
2,350,631 |
| 40 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
86.00 |
2.3% |
30% |
False |
False |
1,181,514 |
| 60 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
82.00 |
2.2% |
30% |
False |
False |
788,472 |
| 80 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
85.75 |
2.3% |
30% |
False |
False |
591,992 |
| 100 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
88.50 |
2.3% |
30% |
False |
False |
473,702 |
| 120 |
4,525.75 |
3,571.75 |
954.00 |
25.1% |
92.25 |
2.4% |
24% |
False |
False |
394,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,329.50 |
|
2.618 |
4,129.50 |
|
1.618 |
4,007.00 |
|
1.000 |
3,931.25 |
|
0.618 |
3,884.50 |
|
HIGH |
3,808.75 |
|
0.618 |
3,762.00 |
|
0.500 |
3,747.50 |
|
0.382 |
3,733.00 |
|
LOW |
3,686.25 |
|
0.618 |
3,610.50 |
|
1.000 |
3,563.75 |
|
1.618 |
3,488.00 |
|
2.618 |
3,365.50 |
|
4.250 |
3,165.50 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,784.75 |
3,765.50 |
| PP |
3,766.00 |
3,728.00 |
| S1 |
3,747.50 |
3,690.25 |
|