Trading Metrics calculated at close of trading on 06-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,467.0 |
3,477.0 |
10.0 |
0.3% |
3,347.0 |
High |
3,481.0 |
3,492.0 |
11.0 |
0.3% |
3,392.0 |
Low |
3,422.0 |
3,414.0 |
-8.0 |
-0.2% |
3,243.0 |
Close |
3,441.0 |
3,432.0 |
-9.0 |
-0.3% |
3,315.0 |
Range |
59.0 |
78.0 |
19.0 |
32.2% |
149.0 |
ATR |
87.7 |
87.0 |
-0.7 |
-0.8% |
0.0 |
Volume |
893,463 |
901,139 |
7,676 |
0.9% |
6,259,830 |
|
Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,680.0 |
3,634.0 |
3,474.9 |
|
R3 |
3,602.0 |
3,556.0 |
3,453.5 |
|
R2 |
3,524.0 |
3,524.0 |
3,446.3 |
|
R1 |
3,478.0 |
3,478.0 |
3,439.2 |
3,462.0 |
PP |
3,446.0 |
3,446.0 |
3,446.0 |
3,438.0 |
S1 |
3,400.0 |
3,400.0 |
3,424.9 |
3,384.0 |
S2 |
3,368.0 |
3,368.0 |
3,417.7 |
|
S3 |
3,290.0 |
3,322.0 |
3,410.6 |
|
S4 |
3,212.0 |
3,244.0 |
3,389.1 |
|
|
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 |
3,492.0 |
3,236.0 |
256.0 |
7.5% |
89.2 |
2.6% |
77% |
True |
False |
1,060,368 |
10 |
3,492.0 |
3,236.0 |
256.0 |
7.5% |
96.1 |
2.8% |
77% |
True |
False |
1,166,970 |
20 |
3,678.0 |
3,236.0 |
442.0 |
12.9% |
88.8 |
2.6% |
44% |
False |
False |
1,165,054 |
40 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
75.1 |
2.2% |
34% |
False |
False |
612,527 |
60 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
65.6 |
1.9% |
34% |
False |
False |
410,237 |
80 |
3,810.0 |
3,236.0 |
574.0 |
16.7% |
62.2 |
1.8% |
34% |
False |
False |
309,035 |
100 |
3,815.0 |
3,236.0 |
579.0 |
16.9% |
54.8 |
1.6% |
34% |
False |
False |
247,383 |
120 |
3,833.0 |
3,236.0 |
597.0 |
17.4% |
46.9 |
1.4% |
33% |
False |
False |
207,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,823.5 |
2.618 |
3,696.2 |
1.618 |
3,618.2 |
1.000 |
3,570.0 |
0.618 |
3,540.2 |
HIGH |
3,492.0 |
0.618 |
3,462.2 |
0.500 |
3,453.0 |
0.382 |
3,443.8 |
LOW |
3,414.0 |
0.618 |
3,365.8 |
1.000 |
3,336.0 |
1.618 |
3,287.8 |
2.618 |
3,209.8 |
4.250 |
3,082.5 |
|
|
Fisher Pivots for day following 06-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,453.0 |
3,429.2 |
PP |
3,446.0 |
3,426.3 |
S1 |
3,439.0 |
3,423.5 |
|