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 |
1,708.4 |
1,734.4 |
26.0 |
1.5% |
1,651.0 |
High |
1,738.7 |
1,736.6 |
-2.1 |
-0.1% |
1,684.4 |
Low |
1,704.0 |
1,708.8 |
4.8 |
0.3% |
1,622.2 |
Close |
1,730.5 |
1,720.8 |
-9.7 |
-0.6% |
1,672.0 |
Range |
34.7 |
27.8 |
-6.9 |
-19.9% |
62.2 |
ATR |
28.7 |
28.6 |
-0.1 |
-0.2% |
0.0 |
Volume |
205,084 |
173,222 |
-31,862 |
-15.5% |
1,078,686 |
|
Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.5 |
1,790.9 |
1,736.1 |
|
R3 |
1,777.7 |
1,763.1 |
1,728.4 |
|
R2 |
1,749.9 |
1,749.9 |
1,725.9 |
|
R1 |
1,735.3 |
1,735.3 |
1,723.3 |
1,728.7 |
PP |
1,722.1 |
1,722.1 |
1,722.1 |
1,718.8 |
S1 |
1,707.5 |
1,707.5 |
1,718.3 |
1,700.9 |
S2 |
1,694.3 |
1,694.3 |
1,715.7 |
|
S3 |
1,666.5 |
1,679.7 |
1,713.2 |
|
S4 |
1,638.7 |
1,651.9 |
1,705.5 |
|
|
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 |
1,738.7 |
1,649.3 |
89.4 |
5.2% |
29.4 |
1.7% |
80% |
False |
False |
195,149 |
10 |
1,738.7 |
1,622.2 |
116.5 |
6.8% |
31.6 |
1.8% |
85% |
False |
False |
215,680 |
20 |
1,746.4 |
1,622.2 |
124.2 |
7.2% |
29.1 |
1.7% |
79% |
False |
False |
202,220 |
40 |
1,824.6 |
1,622.2 |
202.4 |
11.8% |
25.2 |
1.5% |
49% |
False |
False |
174,599 |
60 |
1,824.6 |
1,622.2 |
202.4 |
11.8% |
25.0 |
1.5% |
49% |
False |
False |
150,525 |
80 |
1,900.8 |
1,622.2 |
278.6 |
16.2% |
25.6 |
1.5% |
35% |
False |
False |
119,467 |
100 |
1,900.8 |
1,622.2 |
278.6 |
16.2% |
25.3 |
1.5% |
35% |
False |
False |
96,434 |
120 |
2,024.3 |
1,622.2 |
402.1 |
23.4% |
25.9 |
1.5% |
25% |
False |
False |
80,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,854.8 |
2.618 |
1,809.4 |
1.618 |
1,781.6 |
1.000 |
1,764.4 |
0.618 |
1,753.8 |
HIGH |
1,736.6 |
0.618 |
1,726.0 |
0.500 |
1,722.7 |
0.382 |
1,719.4 |
LOW |
1,708.8 |
0.618 |
1,691.6 |
1.000 |
1,681.0 |
1.618 |
1,663.8 |
2.618 |
1,636.0 |
4.250 |
1,590.7 |
|
|
Fisher Pivots for day following 05-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
1,722.7 |
1,714.7 |
PP |
1,722.1 |
1,708.7 |
S1 |
1,721.4 |
1,702.6 |
|