| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,251.0 |
3,355.0 |
104.0 |
3.2% |
3,347.0 |
| High |
3,360.0 |
3,482.0 |
122.0 |
3.6% |
3,392.0 |
| Low |
3,236.0 |
3,355.0 |
119.0 |
3.7% |
3,243.0 |
| Close |
3,338.0 |
3,478.0 |
140.0 |
4.2% |
3,315.0 |
| Range |
124.0 |
127.0 |
3.0 |
2.4% |
149.0 |
| ATR |
85.8 |
90.0 |
4.2 |
4.8% |
0.0 |
| Volume |
907,048 |
1,415,482 |
508,434 |
56.1% |
6,259,830 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,819.3 |
3,775.7 |
3,547.9 |
|
| R3 |
3,692.3 |
3,648.7 |
3,512.9 |
|
| R2 |
3,565.3 |
3,565.3 |
3,501.3 |
|
| R1 |
3,521.7 |
3,521.7 |
3,489.6 |
3,543.5 |
| PP |
3,438.3 |
3,438.3 |
3,438.3 |
3,449.3 |
| S1 |
3,394.7 |
3,394.7 |
3,466.4 |
3,416.5 |
| S2 |
3,311.3 |
3,311.3 |
3,454.7 |
|
| S3 |
3,184.3 |
3,267.7 |
3,443.1 |
|
| S4 |
3,057.3 |
3,140.7 |
3,408.2 |
|
|
| 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 |
3,482.0 |
3,236.0 |
246.0 |
7.1% |
107.0 |
3.1% |
98% |
True |
False |
1,252,028 |
| 10 |
3,516.0 |
3,236.0 |
280.0 |
8.1% |
100.7 |
2.9% |
86% |
False |
False |
1,168,666 |
| 20 |
3,678.0 |
3,236.0 |
442.0 |
12.7% |
89.6 |
2.6% |
55% |
False |
False |
1,115,033 |
| 40 |
3,810.0 |
3,236.0 |
574.0 |
16.5% |
74.1 |
2.1% |
42% |
False |
False |
567,803 |
| 60 |
3,810.0 |
3,236.0 |
574.0 |
16.5% |
65.1 |
1.9% |
42% |
False |
False |
380,434 |
| 80 |
3,810.0 |
3,236.0 |
574.0 |
16.5% |
61.3 |
1.8% |
42% |
False |
False |
286,682 |
| 100 |
3,815.0 |
3,236.0 |
579.0 |
16.6% |
53.9 |
1.6% |
42% |
False |
False |
229,487 |
| 120 |
3,833.0 |
3,236.0 |
597.0 |
17.2% |
45.7 |
1.3% |
41% |
False |
False |
192,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,021.8 |
|
2.618 |
3,814.5 |
|
1.618 |
3,687.5 |
|
1.000 |
3,609.0 |
|
0.618 |
3,560.5 |
|
HIGH |
3,482.0 |
|
0.618 |
3,433.5 |
|
0.500 |
3,418.5 |
|
0.382 |
3,403.5 |
|
LOW |
3,355.0 |
|
0.618 |
3,276.5 |
|
1.000 |
3,228.0 |
|
1.618 |
3,149.5 |
|
2.618 |
3,022.5 |
|
4.250 |
2,815.3 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,458.2 |
3,438.3 |
| PP |
3,438.3 |
3,398.7 |
| S1 |
3,418.5 |
3,359.0 |
|