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 |
3,285.0 |
3,251.0 |
-34.0 |
-1.0% |
3,347.0 |
High |
3,321.0 |
3,360.0 |
39.0 |
1.2% |
3,392.0 |
Low |
3,263.0 |
3,236.0 |
-27.0 |
-0.8% |
3,243.0 |
Close |
3,315.0 |
3,338.0 |
23.0 |
0.7% |
3,315.0 |
Range |
58.0 |
124.0 |
66.0 |
113.8% |
149.0 |
ATR |
82.9 |
85.8 |
2.9 |
3.5% |
0.0 |
Volume |
1,184,712 |
907,048 |
-277,664 |
-23.4% |
6,259,830 |
|
Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,683.3 |
3,634.7 |
3,406.2 |
|
R3 |
3,559.3 |
3,510.7 |
3,372.1 |
|
R2 |
3,435.3 |
3,435.3 |
3,360.7 |
|
R1 |
3,386.7 |
3,386.7 |
3,349.4 |
3,411.0 |
PP |
3,311.3 |
3,311.3 |
3,311.3 |
3,323.5 |
S1 |
3,262.7 |
3,262.7 |
3,326.6 |
3,287.0 |
S2 |
3,187.3 |
3,187.3 |
3,315.3 |
|
S3 |
3,063.3 |
3,138.7 |
3,303.9 |
|
S4 |
2,939.3 |
3,014.7 |
3,269.8 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,763.7 |
3,688.3 |
3,397.0 |
|
R3 |
3,614.7 |
3,539.3 |
3,356.0 |
|
R2 |
3,465.7 |
3,465.7 |
3,342.3 |
|
R1 |
3,390.3 |
3,390.3 |
3,328.7 |
3,353.5 |
PP |
3,316.7 |
3,316.7 |
3,316.7 |
3,298.3 |
S1 |
3,241.3 |
3,241.3 |
3,301.3 |
3,204.5 |
S2 |
3,167.7 |
3,167.7 |
3,287.7 |
|
S3 |
3,018.7 |
3,092.3 |
3,274.0 |
|
S4 |
2,869.7 |
2,943.3 |
3,233.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,392.0 |
3,236.0 |
156.0 |
4.7% |
103.0 |
3.1% |
65% |
False |
True |
1,207,989 |
10 |
3,533.0 |
3,236.0 |
297.0 |
8.9% |
98.7 |
3.0% |
34% |
False |
True |
1,125,322 |
20 |
3,678.0 |
3,236.0 |
442.0 |
13.2% |
85.8 |
2.6% |
23% |
False |
True |
1,051,818 |
40 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
71.7 |
2.1% |
18% |
False |
True |
532,417 |
60 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
63.7 |
1.9% |
18% |
False |
True |
356,848 |
80 |
3,810.0 |
3,236.0 |
574.0 |
17.2% |
60.0 |
1.8% |
18% |
False |
True |
269,051 |
100 |
3,815.0 |
3,236.0 |
579.0 |
17.3% |
52.7 |
1.6% |
18% |
False |
True |
215,413 |
120 |
3,833.0 |
3,236.0 |
597.0 |
17.9% |
44.9 |
1.3% |
17% |
False |
True |
180,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,887.0 |
2.618 |
3,684.6 |
1.618 |
3,560.6 |
1.000 |
3,484.0 |
0.618 |
3,436.6 |
HIGH |
3,360.0 |
0.618 |
3,312.6 |
0.500 |
3,298.0 |
0.382 |
3,283.4 |
LOW |
3,236.0 |
0.618 |
3,159.4 |
1.000 |
3,112.0 |
1.618 |
3,035.4 |
2.618 |
2,911.4 |
4.250 |
2,709.0 |
|
|
Fisher Pivots for day following 03-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,324.7 |
3,324.7 |
PP |
3,311.3 |
3,311.3 |
S1 |
3,298.0 |
3,298.0 |
|