| 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 |
1,323.5790 |
1,362.3520 |
38.7730 |
2.9% |
1,300.3390 |
| High |
1,367.8300 |
1,366.0650 |
-1.7650 |
-0.1% |
1,400.0110 |
| Low |
1,315.6840 |
1,317.6270 |
1.9430 |
0.1% |
1,265.8040 |
| Close |
1,362.3320 |
1,346.0700 |
-16.2620 |
-1.2% |
1,330.9890 |
| Range |
52.1460 |
48.4380 |
-3.7080 |
-7.1% |
134.2070 |
| ATR |
96.7807 |
93.3277 |
-3.4531 |
-3.6% |
0.0000 |
| Volume |
532,516 |
534,509 |
1,993 |
0.4% |
3,472,608 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,488.5680 |
1,465.7570 |
1,372.7109 |
|
| R3 |
1,440.1300 |
1,417.3190 |
1,359.3905 |
|
| R2 |
1,391.6920 |
1,391.6920 |
1,354.9503 |
|
| R1 |
1,368.8810 |
1,368.8810 |
1,350.5102 |
1,356.0675 |
| PP |
1,343.2540 |
1,343.2540 |
1,343.2540 |
1,336.8473 |
| S1 |
1,320.4430 |
1,320.4430 |
1,341.6299 |
1,307.6295 |
| S2 |
1,294.8160 |
1,294.8160 |
1,337.1897 |
|
| S3 |
1,246.3780 |
1,272.0050 |
1,332.7496 |
|
| S4 |
1,197.9400 |
1,223.5670 |
1,319.4291 |
|
|
| 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 |
8.0% |
57.8008 |
4.3% |
76% |
False |
False |
529,848 |
| 10 |
1,400.0110 |
1,222.8790 |
177.1320 |
13.2% |
75.4748 |
5.6% |
70% |
False |
False |
675,552 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
41.9% |
93.7109 |
7.0% |
22% |
False |
False |
674,729 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
59.9% |
106.3790 |
7.9% |
15% |
False |
False |
667,797 |
| 60 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
75.5% |
120.1403 |
8.9% |
33% |
False |
False |
690,228 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
85.1% |
119.3942 |
8.9% |
40% |
False |
False |
725,692 |
| 100 |
2,155.8160 |
883.1590 |
1,272.6570 |
94.5% |
125.4794 |
9.3% |
36% |
False |
False |
650,204 |
| 120 |
3,176.1690 |
883.1590 |
2,293.0100 |
170.3% |
140.7993 |
10.5% |
20% |
False |
False |
608,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,571.9265 |
|
2.618 |
1,492.8757 |
|
1.618 |
1,444.4377 |
|
1.000 |
1,414.5030 |
|
0.618 |
1,395.9997 |
|
HIGH |
1,366.0650 |
|
0.618 |
1,347.5617 |
|
0.500 |
1,341.8460 |
|
0.382 |
1,336.1303 |
|
LOW |
1,317.6270 |
|
0.618 |
1,287.6923 |
|
1.000 |
1,269.1890 |
|
1.618 |
1,239.2543 |
|
2.618 |
1,190.8163 |
|
4.250 |
1,111.7655 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.6620 |
1,336.1233 |
| PP |
1,343.2540 |
1,326.1767 |
| S1 |
1,341.8460 |
1,316.2300 |
|