| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,330.9890 |
1,323.5790 |
-7.4100 |
-0.6% |
1,300.3390 |
| High |
1,333.6790 |
1,367.8300 |
34.1510 |
2.6% |
1,400.0110 |
| Low |
1,264.6300 |
1,315.6840 |
51.0540 |
4.0% |
1,265.8040 |
| Close |
1,323.7690 |
1,362.3320 |
38.5630 |
2.9% |
1,330.9890 |
| Range |
69.0490 |
52.1460 |
-16.9030 |
-24.5% |
134.2070 |
| ATR |
100.2141 |
96.7807 |
-3.4334 |
-3.4% |
0.0000 |
| Volume |
6,819 |
532,516 |
525,697 |
7,709.3% |
3,472,608 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,505.0533 |
1,485.8387 |
1,391.0123 |
|
| R3 |
1,452.9073 |
1,433.6927 |
1,376.6722 |
|
| R2 |
1,400.7613 |
1,400.7613 |
1,371.8921 |
|
| R1 |
1,381.5467 |
1,381.5467 |
1,367.1121 |
1,391.1540 |
| PP |
1,348.6153 |
1,348.6153 |
1,348.6153 |
1,353.4190 |
| S1 |
1,329.4007 |
1,329.4007 |
1,357.5520 |
1,339.0080 |
| S2 |
1,296.4693 |
1,296.4693 |
1,352.7719 |
|
| S3 |
1,244.3233 |
1,277.2547 |
1,347.9919 |
|
| S4 |
1,192.1773 |
1,225.1087 |
1,333.6517 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.8890 |
1,667.1460 |
1,404.8029 |
|
| R3 |
1,600.6820 |
1,532.9390 |
1,367.8959 |
|
| R2 |
1,466.4750 |
1,466.4750 |
1,355.5936 |
|
| R1 |
1,398.7320 |
1,398.7320 |
1,343.2913 |
1,432.6035 |
| PP |
1,332.2680 |
1,332.2680 |
1,332.2680 |
1,349.2038 |
| S1 |
1,264.5250 |
1,264.5250 |
1,318.6867 |
1,298.3965 |
| S2 |
1,198.0610 |
1,198.0610 |
1,306.3844 |
|
| S3 |
1,063.8540 |
1,130.3180 |
1,294.0821 |
|
| S4 |
929.6470 |
996.1110 |
1,257.1752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,371.9300 |
1,264.6300 |
107.3000 |
7.9% |
65.7130 |
4.8% |
91% |
False |
False |
623,206 |
| 10 |
1,400.0110 |
1,222.8790 |
177.1320 |
13.0% |
78.5512 |
5.8% |
79% |
False |
False |
715,368 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
41.4% |
99.2089 |
7.3% |
25% |
False |
False |
648,372 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
59.1% |
108.3128 |
8.0% |
17% |
False |
False |
673,098 |
| 60 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
74.6% |
121.0357 |
8.9% |
34% |
False |
False |
695,279 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
84.1% |
125.1742 |
9.2% |
42% |
False |
False |
719,252 |
| 100 |
2,155.8160 |
883.1590 |
1,272.6570 |
93.4% |
127.7669 |
9.4% |
38% |
False |
False |
652,565 |
| 120 |
3,176.1690 |
883.1590 |
2,293.0100 |
168.3% |
141.7844 |
10.4% |
21% |
False |
False |
607,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,589.4505 |
|
2.618 |
1,504.3482 |
|
1.618 |
1,452.2022 |
|
1.000 |
1,419.9760 |
|
0.618 |
1,400.0562 |
|
HIGH |
1,367.8300 |
|
0.618 |
1,347.9102 |
|
0.500 |
1,341.7570 |
|
0.382 |
1,335.6038 |
|
LOW |
1,315.6840 |
|
0.618 |
1,283.4578 |
|
1.000 |
1,263.5380 |
|
1.618 |
1,231.3118 |
|
2.618 |
1,179.1658 |
|
4.250 |
1,094.0635 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,355.4737 |
1,347.6480 |
| PP |
1,348.6153 |
1,332.9640 |
| S1 |
1,341.7570 |
1,318.2800 |
|