| 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 |
11,471.82 |
11,428.22 |
-43.60 |
-0.4% |
11,286.90 |
| High |
11,609.25 |
11,647.62 |
38.37 |
0.3% |
11,546.87 |
| Low |
11,462.92 |
11,312.52 |
-150.40 |
-1.3% |
10,966.95 |
| Close |
11,582.54 |
11,573.18 |
-9.36 |
-0.1% |
10,971.22 |
| Range |
146.33 |
335.10 |
188.77 |
129.0% |
579.92 |
| ATR |
307.52 |
309.49 |
1.97 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,516.41 |
12,379.89 |
11,757.49 |
|
| R3 |
12,181.31 |
12,044.79 |
11,665.33 |
|
| R2 |
11,846.21 |
11,846.21 |
11,634.62 |
|
| R1 |
11,709.69 |
11,709.69 |
11,603.90 |
11,777.95 |
| PP |
11,511.11 |
11,511.11 |
11,511.11 |
11,545.24 |
| S1 |
11,374.59 |
11,374.59 |
11,542.46 |
11,442.85 |
| S2 |
11,176.01 |
11,176.01 |
11,511.75 |
|
| S3 |
10,840.91 |
11,039.49 |
11,481.03 |
|
| S4 |
10,505.81 |
10,704.39 |
11,388.88 |
|
|
| 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 |
11,647.62 |
10,966.95 |
680.67 |
5.9% |
283.78 |
2.5% |
89% |
True |
False |
|
| 10 |
11,647.62 |
10,966.95 |
680.67 |
5.9% |
271.85 |
2.3% |
89% |
True |
False |
|
| 20 |
12,752.83 |
10,966.95 |
1,785.88 |
15.4% |
254.94 |
2.2% |
34% |
False |
False |
|
| 40 |
13,720.91 |
10,966.95 |
2,753.96 |
23.8% |
246.24 |
2.1% |
22% |
False |
False |
|
| 60 |
13,720.91 |
10,966.95 |
2,753.96 |
23.8% |
251.54 |
2.2% |
22% |
False |
False |
|
| 80 |
13,720.91 |
10,966.95 |
2,753.96 |
23.8% |
256.89 |
2.2% |
22% |
False |
False |
|
| 100 |
13,720.91 |
10,966.95 |
2,753.96 |
23.8% |
269.39 |
2.3% |
22% |
False |
False |
|
| 120 |
14,277.21 |
10,966.95 |
3,310.26 |
28.6% |
294.52 |
2.5% |
18% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,071.80 |
|
2.618 |
12,524.91 |
|
1.618 |
12,189.81 |
|
1.000 |
11,982.72 |
|
0.618 |
11,854.71 |
|
HIGH |
11,647.62 |
|
0.618 |
11,519.61 |
|
0.500 |
11,480.07 |
|
0.382 |
11,440.53 |
|
LOW |
11,312.52 |
|
0.618 |
11,105.43 |
|
1.000 |
10,977.42 |
|
1.618 |
10,770.33 |
|
2.618 |
10,435.23 |
|
4.250 |
9,888.35 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,542.14 |
11,487.56 |
| PP |
11,511.11 |
11,401.94 |
| S1 |
11,480.07 |
11,316.32 |
|