| 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 |
20,341.29 |
19,998.52 |
-342.77 |
-1.7% |
18,857.62 |
| High |
20,399.64 |
20,435.23 |
35.59 |
0.2% |
20,360.82 |
| Low |
19,760.18 |
19,891.55 |
131.37 |
0.7% |
18,505.32 |
| Close |
19,998.48 |
20,051.03 |
52.55 |
0.3% |
19,416.50 |
| Range |
639.46 |
543.68 |
-95.78 |
-15.0% |
1,855.50 |
| ATR |
1,021.51 |
987.38 |
-34.13 |
-3.3% |
0.00 |
| Volume |
72,129 |
75,116 |
2,987 |
4.1% |
365,275 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,756.98 |
21,447.68 |
20,350.05 |
|
| R3 |
21,213.30 |
20,904.00 |
20,200.54 |
|
| R2 |
20,669.62 |
20,669.62 |
20,150.70 |
|
| R1 |
20,360.32 |
20,360.32 |
20,100.87 |
20,514.97 |
| PP |
20,125.94 |
20,125.94 |
20,125.94 |
20,203.26 |
| S1 |
19,816.64 |
19,816.64 |
20,001.19 |
19,971.29 |
| S2 |
19,582.26 |
19,582.26 |
19,951.36 |
|
| S3 |
19,038.58 |
19,272.96 |
19,901.52 |
|
| S4 |
18,494.90 |
18,729.28 |
19,752.01 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,994.05 |
24,060.77 |
20,437.03 |
|
| R3 |
23,138.55 |
22,205.27 |
19,926.76 |
|
| R2 |
21,283.05 |
21,283.05 |
19,756.68 |
|
| R1 |
20,349.77 |
20,349.77 |
19,586.59 |
20,816.41 |
| PP |
19,427.55 |
19,427.55 |
19,427.55 |
19,660.87 |
| S1 |
18,494.27 |
18,494.27 |
19,246.41 |
18,960.91 |
| S2 |
17,572.05 |
17,572.05 |
19,076.33 |
|
| S3 |
15,716.55 |
16,638.77 |
18,906.24 |
|
| S4 |
13,861.05 |
14,783.27 |
18,395.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,435.23 |
18,941.97 |
1,493.26 |
7.4% |
742.24 |
3.7% |
74% |
True |
False |
61,286 |
| 10 |
20,435.23 |
18,505.32 |
1,929.91 |
9.6% |
889.04 |
4.4% |
80% |
True |
False |
66,224 |
| 20 |
22,718.84 |
18,222.21 |
4,496.63 |
22.4% |
1,103.24 |
5.5% |
41% |
False |
False |
64,775 |
| 40 |
25,198.76 |
18,222.21 |
6,976.55 |
34.8% |
1,009.91 |
5.0% |
26% |
False |
False |
55,404 |
| 60 |
25,198.76 |
18,222.21 |
6,976.55 |
34.8% |
1,125.98 |
5.6% |
26% |
False |
False |
53,914 |
| 80 |
25,198.76 |
17,614.34 |
7,584.42 |
37.8% |
1,200.07 |
6.0% |
32% |
False |
False |
56,342 |
| 100 |
32,329.54 |
17,614.34 |
14,715.20 |
73.4% |
1,330.46 |
6.6% |
17% |
False |
False |
50,877 |
| 120 |
42,946.95 |
17,614.34 |
25,332.61 |
126.3% |
1,515.54 |
7.6% |
10% |
False |
False |
48,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,745.87 |
|
2.618 |
21,858.58 |
|
1.618 |
21,314.90 |
|
1.000 |
20,978.91 |
|
0.618 |
20,771.22 |
|
HIGH |
20,435.23 |
|
0.618 |
20,227.54 |
|
0.500 |
20,163.39 |
|
0.382 |
20,099.24 |
|
LOW |
19,891.55 |
|
0.618 |
19,555.56 |
|
1.000 |
19,347.87 |
|
1.618 |
19,011.88 |
|
2.618 |
18,468.20 |
|
4.250 |
17,580.91 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,163.39 |
20,025.33 |
| PP |
20,125.94 |
19,999.64 |
| S1 |
20,088.48 |
19,973.94 |
|