Trading Metrics calculated at close of trading on 03-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
1,669.5 |
1,670.5 |
1.0 |
0.1% |
1,651.0 |
High |
1,684.4 |
1,710.4 |
26.0 |
1.5% |
1,684.4 |
Low |
1,667.5 |
1,666.5 |
-1.0 |
-0.1% |
1,622.2 |
Close |
1,672.0 |
1,702.0 |
30.0 |
1.8% |
1,672.0 |
Range |
16.9 |
43.9 |
27.0 |
159.8% |
62.2 |
ATR |
26.9 |
28.1 |
1.2 |
4.5% |
0.0 |
Volume |
179,989 |
215,493 |
35,504 |
19.7% |
1,078,686 |
|
Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,824.7 |
1,807.2 |
1,726.1 |
|
R3 |
1,780.8 |
1,763.3 |
1,714.1 |
|
R2 |
1,736.9 |
1,736.9 |
1,710.0 |
|
R1 |
1,719.4 |
1,719.4 |
1,706.0 |
1,728.2 |
PP |
1,693.0 |
1,693.0 |
1,693.0 |
1,697.3 |
S1 |
1,675.5 |
1,675.5 |
1,698.0 |
1,684.3 |
S2 |
1,649.1 |
1,649.1 |
1,694.0 |
|
S3 |
1,605.2 |
1,631.6 |
1,689.9 |
|
S4 |
1,561.3 |
1,587.7 |
1,677.9 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.1 |
1,821.3 |
1,706.2 |
|
R3 |
1,783.9 |
1,759.1 |
1,689.1 |
|
R2 |
1,721.7 |
1,721.7 |
1,683.4 |
|
R1 |
1,696.9 |
1,696.9 |
1,677.7 |
1,709.3 |
PP |
1,659.5 |
1,659.5 |
1,659.5 |
1,665.8 |
S1 |
1,634.7 |
1,634.7 |
1,666.3 |
1,647.1 |
S2 |
1,597.3 |
1,597.3 |
1,660.6 |
|
S3 |
1,535.1 |
1,572.5 |
1,654.9 |
|
S4 |
1,472.9 |
1,510.3 |
1,637.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,710.4 |
1,622.2 |
88.2 |
5.2% |
31.1 |
1.8% |
90% |
True |
False |
214,863 |
10 |
1,710.4 |
1,622.2 |
88.2 |
5.2% |
31.0 |
1.8% |
90% |
True |
False |
215,037 |
20 |
1,746.4 |
1,622.2 |
124.2 |
7.3% |
28.8 |
1.7% |
64% |
False |
False |
202,299 |
40 |
1,824.6 |
1,622.2 |
202.4 |
11.9% |
24.6 |
1.4% |
39% |
False |
False |
170,746 |
60 |
1,824.6 |
1,622.2 |
202.4 |
11.9% |
24.5 |
1.4% |
39% |
False |
False |
147,383 |
80 |
1,900.8 |
1,622.2 |
278.6 |
16.4% |
25.7 |
1.5% |
29% |
False |
False |
114,963 |
100 |
1,900.8 |
1,622.2 |
278.6 |
16.4% |
25.3 |
1.5% |
29% |
False |
False |
92,726 |
120 |
2,024.3 |
1,622.2 |
402.1 |
23.6% |
25.7 |
1.5% |
20% |
False |
False |
77,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,897.0 |
2.618 |
1,825.3 |
1.618 |
1,781.4 |
1.000 |
1,754.3 |
0.618 |
1,737.5 |
HIGH |
1,710.4 |
0.618 |
1,693.6 |
0.500 |
1,688.5 |
0.382 |
1,683.3 |
LOW |
1,666.5 |
0.618 |
1,639.4 |
1.000 |
1,622.6 |
1.618 |
1,595.5 |
2.618 |
1,551.6 |
4.250 |
1,479.9 |
|
|
Fisher Pivots for day following 03-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,697.5 |
1,694.6 |
PP |
1,693.0 |
1,687.2 |
S1 |
1,688.5 |
1,679.9 |
|