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 |
3,355.0 |
3,467.0 |
112.0 |
3.3% |
3,347.0 |
High |
3,482.0 |
3,481.0 |
-1.0 |
0.0% |
3,392.0 |
Low |
3,355.0 |
3,422.0 |
67.0 |
2.0% |
3,243.0 |
Close |
3,478.0 |
3,441.0 |
-37.0 |
-1.1% |
3,315.0 |
Range |
127.0 |
59.0 |
-68.0 |
-53.5% |
149.0 |
ATR |
90.0 |
87.7 |
-2.2 |
-2.5% |
0.0 |
Volume |
1,415,482 |
893,463 |
-522,019 |
-36.9% |
6,259,830 |
|
Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,625.0 |
3,592.0 |
3,473.5 |
|
R3 |
3,566.0 |
3,533.0 |
3,457.2 |
|
R2 |
3,507.0 |
3,507.0 |
3,451.8 |
|
R1 |
3,474.0 |
3,474.0 |
3,446.4 |
3,461.0 |
PP |
3,448.0 |
3,448.0 |
3,448.0 |
3,441.5 |
S1 |
3,415.0 |
3,415.0 |
3,435.6 |
3,402.0 |
S2 |
3,389.0 |
3,389.0 |
3,430.2 |
|
S3 |
3,330.0 |
3,356.0 |
3,424.8 |
|
S4 |
3,271.0 |
3,297.0 |
3,408.6 |
|
|
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% |
96.6 |
2.8% |
83% |
False |
False |
1,139,676 |
10 |
3,492.0 |
3,236.0 |
256.0 |
7.4% |
97.0 |
2.8% |
80% |
False |
False |
1,175,555 |
20 |
3,678.0 |
3,236.0 |
442.0 |
12.8% |
88.9 |
2.6% |
46% |
False |
False |
1,147,161 |
40 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
74.6 |
2.2% |
36% |
False |
False |
590,067 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
65.2 |
1.9% |
36% |
False |
False |
395,320 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
61.7 |
1.8% |
36% |
False |
False |
297,806 |
100 |
3,815.0 |
3,236.0 |
579.0 |
16.8% |
54.3 |
1.6% |
35% |
False |
False |
238,372 |
120 |
3,833.0 |
3,236.0 |
597.0 |
17.3% |
46.2 |
1.3% |
34% |
False |
False |
199,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,731.8 |
2.618 |
3,635.5 |
1.618 |
3,576.5 |
1.000 |
3,540.0 |
0.618 |
3,517.5 |
HIGH |
3,481.0 |
0.618 |
3,458.5 |
0.500 |
3,451.5 |
0.382 |
3,444.5 |
LOW |
3,422.0 |
0.618 |
3,385.5 |
1.000 |
3,363.0 |
1.618 |
3,326.5 |
2.618 |
3,267.5 |
4.250 |
3,171.3 |
|
|
Fisher Pivots for day following 05-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,451.5 |
3,413.7 |
PP |
3,448.0 |
3,386.3 |
S1 |
3,444.5 |
3,359.0 |
|