| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,696.50 |
3,801.00 |
104.50 |
2.8% |
3,705.25 |
| High |
3,808.75 |
3,820.00 |
11.25 |
0.3% |
3,751.25 |
| Low |
3,686.25 |
3,734.00 |
47.75 |
1.3% |
3,595.25 |
| Close |
3,803.25 |
3,794.00 |
-9.25 |
-0.2% |
3,601.50 |
| Range |
122.50 |
86.00 |
-36.50 |
-29.8% |
156.00 |
| ATR |
98.79 |
97.87 |
-0.91 |
-0.9% |
0.00 |
| Volume |
2,381,497 |
2,089,198 |
-292,299 |
-12.3% |
14,480,225 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,040.75 |
4,003.25 |
3,841.25 |
|
| R3 |
3,954.75 |
3,917.25 |
3,817.75 |
|
| R2 |
3,868.75 |
3,868.75 |
3,809.75 |
|
| R1 |
3,831.25 |
3,831.25 |
3,802.00 |
3,807.00 |
| PP |
3,782.75 |
3,782.75 |
3,782.75 |
3,770.50 |
| S1 |
3,745.25 |
3,745.25 |
3,786.00 |
3,721.00 |
| S2 |
3,696.75 |
3,696.75 |
3,778.25 |
|
| S3 |
3,610.75 |
3,659.25 |
3,770.25 |
|
| S4 |
3,524.75 |
3,573.25 |
3,746.75 |
|
|
| 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 |
3,820.00 |
3,571.75 |
248.25 |
6.5% |
112.25 |
3.0% |
90% |
True |
False |
2,524,604 |
| 10 |
3,833.00 |
3,571.75 |
261.25 |
6.9% |
106.25 |
2.8% |
85% |
False |
False |
2,675,830 |
| 20 |
4,175.00 |
3,571.75 |
603.25 |
15.9% |
99.00 |
2.6% |
37% |
False |
False |
2,450,661 |
| 40 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
87.25 |
2.3% |
29% |
False |
False |
1,233,575 |
| 60 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
82.25 |
2.2% |
29% |
False |
False |
823,270 |
| 80 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
85.25 |
2.2% |
29% |
False |
False |
618,093 |
| 100 |
4,345.75 |
3,571.75 |
774.00 |
20.4% |
88.25 |
2.3% |
29% |
False |
False |
494,586 |
| 120 |
4,525.75 |
3,571.75 |
954.00 |
25.1% |
92.25 |
2.4% |
23% |
False |
False |
412,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,185.50 |
|
2.618 |
4,045.25 |
|
1.618 |
3,959.25 |
|
1.000 |
3,906.00 |
|
0.618 |
3,873.25 |
|
HIGH |
3,820.00 |
|
0.618 |
3,787.25 |
|
0.500 |
3,777.00 |
|
0.382 |
3,766.75 |
|
LOW |
3,734.00 |
|
0.618 |
3,680.75 |
|
1.000 |
3,648.00 |
|
1.618 |
3,594.75 |
|
2.618 |
3,508.75 |
|
4.250 |
3,368.50 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,788.25 |
3,761.25 |
| PP |
3,782.75 |
3,728.50 |
| S1 |
3,777.00 |
3,696.00 |
|