| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,346.1890 |
1,363.7170 |
17.5280 |
1.3% |
1,330.9890 |
| High |
1,382.5130 |
1,363.7170 |
-18.7960 |
-1.4% |
1,382.5130 |
| Low |
1,346.0510 |
1,319.6560 |
-26.3950 |
-2.0% |
1,264.6300 |
| Close |
1,363.7180 |
1,331.0800 |
-32.6380 |
-2.4% |
1,331.0800 |
| Range |
36.4620 |
44.0610 |
7.5990 |
20.8% |
117.8830 |
| ATR |
89.2658 |
86.0370 |
-3.2288 |
-3.6% |
0.0000 |
| Volume |
687,970 |
524,872 |
-163,098 |
-23.7% |
2,286,686 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.3340 |
1,444.7680 |
1,355.3136 |
|
| R3 |
1,426.2730 |
1,400.7070 |
1,343.1968 |
|
| R2 |
1,382.2120 |
1,382.2120 |
1,339.1579 |
|
| R1 |
1,356.6460 |
1,356.6460 |
1,335.1189 |
1,347.3985 |
| PP |
1,338.1510 |
1,338.1510 |
1,338.1510 |
1,333.5273 |
| S1 |
1,312.5850 |
1,312.5850 |
1,327.0411 |
1,303.3375 |
| S2 |
1,294.0900 |
1,294.0900 |
1,323.0022 |
|
| S3 |
1,250.0290 |
1,268.5240 |
1,318.9632 |
|
| S4 |
1,205.9680 |
1,224.4630 |
1,306.8465 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,679.7233 |
1,623.2847 |
1,395.9157 |
|
| R3 |
1,561.8403 |
1,505.4017 |
1,363.4978 |
|
| R2 |
1,443.9573 |
1,443.9573 |
1,352.6919 |
|
| R1 |
1,387.5187 |
1,387.5187 |
1,341.8859 |
1,415.7380 |
| PP |
1,326.0743 |
1,326.0743 |
1,326.0743 |
1,340.1840 |
| S1 |
1,269.6357 |
1,269.6357 |
1,320.2741 |
1,297.8550 |
| S2 |
1,208.1913 |
1,208.1913 |
1,309.4681 |
|
| S3 |
1,090.3083 |
1,151.7527 |
1,298.6622 |
|
| S4 |
972.4253 |
1,033.8697 |
1,266.2444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,382.5130 |
1,264.6300 |
117.8830 |
8.9% |
50.0312 |
3.8% |
56% |
False |
False |
457,337 |
| 10 |
1,400.0110 |
1,264.6300 |
135.3810 |
10.2% |
62.9783 |
4.7% |
49% |
False |
False |
575,929 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.4% |
88.8445 |
6.7% |
19% |
False |
False |
657,186 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
60.5% |
101.0286 |
7.6% |
13% |
False |
False |
649,479 |
| 60 |
2,028.6500 |
1,180.5740 |
848.0760 |
63.7% |
117.7481 |
8.8% |
18% |
False |
False |
677,873 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
86.1% |
115.4705 |
8.7% |
39% |
False |
False |
692,450 |
| 100 |
2,108.8960 |
883.1590 |
1,225.7370 |
92.1% |
123.1298 |
9.3% |
37% |
False |
False |
657,934 |
| 120 |
3,176.1690 |
883.1590 |
2,293.0100 |
172.3% |
138.8147 |
10.4% |
20% |
False |
False |
616,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,550.9763 |
|
2.618 |
1,479.0687 |
|
1.618 |
1,435.0077 |
|
1.000 |
1,407.7780 |
|
0.618 |
1,390.9467 |
|
HIGH |
1,363.7170 |
|
0.618 |
1,346.8857 |
|
0.500 |
1,341.6865 |
|
0.382 |
1,336.4873 |
|
LOW |
1,319.6560 |
|
0.618 |
1,292.4263 |
|
1.000 |
1,275.5950 |
|
1.618 |
1,248.3653 |
|
2.618 |
1,204.3043 |
|
4.250 |
1,132.3968 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.6865 |
1,350.0700 |
| PP |
1,338.1510 |
1,343.7400 |
| S1 |
1,334.6155 |
1,337.4100 |
|