| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,120.35 |
11,057.82 |
-62.53 |
-0.6% |
11,286.90 |
| High |
11,295.36 |
11,296.43 |
1.07 |
0.0% |
11,546.87 |
| Low |
10,966.95 |
10,985.01 |
18.06 |
0.2% |
10,966.95 |
| Close |
10,971.22 |
11,229.73 |
258.51 |
2.4% |
10,971.22 |
| Range |
328.41 |
311.42 |
-16.99 |
-5.2% |
579.92 |
| ATR |
300.19 |
301.98 |
1.79 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,104.65 |
11,978.61 |
11,401.01 |
|
| R3 |
11,793.23 |
11,667.19 |
11,315.37 |
|
| R2 |
11,481.81 |
11,481.81 |
11,286.82 |
|
| R1 |
11,355.77 |
11,355.77 |
11,258.28 |
11,418.79 |
| PP |
11,170.39 |
11,170.39 |
11,170.39 |
11,201.90 |
| S1 |
11,044.35 |
11,044.35 |
11,201.18 |
11,107.37 |
| S2 |
10,858.97 |
10,858.97 |
11,172.64 |
|
| S3 |
10,547.55 |
10,732.93 |
11,144.09 |
|
| S4 |
10,236.13 |
10,421.51 |
11,058.45 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,901.44 |
12,516.25 |
11,290.18 |
|
| R3 |
12,321.52 |
11,936.33 |
11,130.70 |
|
| R2 |
11,741.60 |
11,741.60 |
11,077.54 |
|
| R1 |
11,356.41 |
11,356.41 |
11,024.38 |
11,259.05 |
| PP |
11,161.68 |
11,161.68 |
11,161.68 |
11,113.00 |
| S1 |
10,776.49 |
10,776.49 |
10,918.06 |
10,679.13 |
| S2 |
10,581.76 |
10,581.76 |
10,864.90 |
|
| S3 |
10,001.84 |
10,196.57 |
10,811.74 |
|
| S4 |
9,421.92 |
9,616.65 |
10,652.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,546.87 |
10,966.95 |
579.92 |
5.2% |
319.52 |
2.8% |
45% |
False |
False |
|
| 10 |
12,062.52 |
10,966.95 |
1,095.57 |
9.8% |
285.28 |
2.5% |
24% |
False |
False |
|
| 20 |
12,752.83 |
10,966.95 |
1,785.88 |
15.9% |
255.36 |
2.3% |
15% |
False |
False |
|
| 40 |
13,720.91 |
10,966.95 |
2,753.96 |
24.5% |
245.23 |
2.2% |
10% |
False |
False |
|
| 60 |
13,720.91 |
10,966.95 |
2,753.96 |
24.5% |
251.88 |
2.2% |
10% |
False |
False |
|
| 80 |
13,720.91 |
10,966.95 |
2,753.96 |
24.5% |
259.01 |
2.3% |
10% |
False |
False |
|
| 100 |
13,720.91 |
10,966.95 |
2,753.96 |
24.5% |
274.23 |
2.4% |
10% |
False |
False |
|
| 120 |
14,277.21 |
10,966.95 |
3,310.26 |
29.5% |
296.52 |
2.6% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,619.97 |
|
2.618 |
12,111.73 |
|
1.618 |
11,800.31 |
|
1.000 |
11,607.85 |
|
0.618 |
11,488.89 |
|
HIGH |
11,296.43 |
|
0.618 |
11,177.47 |
|
0.500 |
11,140.72 |
|
0.382 |
11,103.97 |
|
LOW |
10,985.01 |
|
0.618 |
10,792.55 |
|
1.000 |
10,673.59 |
|
1.618 |
10,481.13 |
|
2.618 |
10,169.71 |
|
4.250 |
9,661.48 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,200.06 |
11,203.74 |
| PP |
11,170.39 |
11,177.75 |
| S1 |
11,140.72 |
11,151.77 |
|