| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,428.22 |
11,543.16 |
114.94 |
1.0% |
11,286.90 |
| High |
11,647.62 |
11,659.55 |
11.93 |
0.1% |
11,546.87 |
| Low |
11,312.52 |
11,472.83 |
160.31 |
1.4% |
10,966.95 |
| Close |
11,573.18 |
11,485.50 |
-87.68 |
-0.8% |
10,971.22 |
| Range |
335.10 |
186.72 |
-148.38 |
-44.3% |
579.92 |
| ATR |
309.49 |
300.72 |
-8.77 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,099.45 |
11,979.20 |
11,588.20 |
|
| R3 |
11,912.73 |
11,792.48 |
11,536.85 |
|
| R2 |
11,726.01 |
11,726.01 |
11,519.73 |
|
| R1 |
11,605.76 |
11,605.76 |
11,502.62 |
11,572.53 |
| PP |
11,539.29 |
11,539.29 |
11,539.29 |
11,522.68 |
| S1 |
11,419.04 |
11,419.04 |
11,468.38 |
11,385.81 |
| S2 |
11,352.57 |
11,352.57 |
11,451.27 |
|
| S3 |
11,165.85 |
11,232.32 |
11,434.15 |
|
| S4 |
10,979.13 |
11,045.60 |
11,382.80 |
|
|
| 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 |
11,659.55 |
10,966.95 |
692.60 |
6.0% |
261.60 |
2.3% |
75% |
True |
False |
|
| 10 |
11,659.55 |
10,966.95 |
692.60 |
6.0% |
273.61 |
2.4% |
75% |
True |
False |
|
| 20 |
12,752.83 |
10,966.95 |
1,785.88 |
15.5% |
251.61 |
2.2% |
29% |
False |
False |
|
| 40 |
13,720.91 |
10,966.95 |
2,753.96 |
24.0% |
246.76 |
2.1% |
19% |
False |
False |
|
| 60 |
13,720.91 |
10,966.95 |
2,753.96 |
24.0% |
249.43 |
2.2% |
19% |
False |
False |
|
| 80 |
13,720.91 |
10,966.95 |
2,753.96 |
24.0% |
255.33 |
2.2% |
19% |
False |
False |
|
| 100 |
13,720.91 |
10,966.95 |
2,753.96 |
24.0% |
267.69 |
2.3% |
19% |
False |
False |
|
| 120 |
14,277.21 |
10,966.95 |
3,310.26 |
28.8% |
293.15 |
2.6% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,453.11 |
|
2.618 |
12,148.38 |
|
1.618 |
11,961.66 |
|
1.000 |
11,846.27 |
|
0.618 |
11,774.94 |
|
HIGH |
11,659.55 |
|
0.618 |
11,588.22 |
|
0.500 |
11,566.19 |
|
0.382 |
11,544.16 |
|
LOW |
11,472.83 |
|
0.618 |
11,357.44 |
|
1.000 |
11,286.11 |
|
1.618 |
11,170.72 |
|
2.618 |
10,984.00 |
|
4.250 |
10,679.27 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,566.19 |
11,486.04 |
| PP |
11,539.29 |
11,485.86 |
| S1 |
11,512.40 |
11,485.68 |
|