| 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 |
6,902.0 |
6,814.5 |
-87.5 |
-1.3% |
7,026.0 |
| High |
6,968.5 |
6,943.0 |
-25.5 |
-0.4% |
7,086.0 |
| Low |
6,829.0 |
6,793.5 |
-35.5 |
-0.5% |
6,829.0 |
| Close |
6,914.5 |
6,916.5 |
2.0 |
0.0% |
6,914.5 |
| Range |
139.5 |
149.5 |
10.0 |
7.2% |
257.0 |
| ATR |
123.2 |
125.0 |
1.9 |
1.5% |
0.0 |
| Volume |
167,585 |
143,189 |
-24,396 |
-14.6% |
853,352 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,333.0 |
7,274.0 |
6,998.5 |
|
| R3 |
7,183.5 |
7,124.5 |
6,957.5 |
|
| R2 |
7,034.0 |
7,034.0 |
6,944.0 |
|
| R1 |
6,975.0 |
6,975.0 |
6,930.0 |
7,004.5 |
| PP |
6,884.5 |
6,884.5 |
6,884.5 |
6,899.0 |
| S1 |
6,825.5 |
6,825.5 |
6,903.0 |
6,855.0 |
| S2 |
6,735.0 |
6,735.0 |
6,889.0 |
|
| S3 |
6,585.5 |
6,676.0 |
6,875.5 |
|
| S4 |
6,436.0 |
6,526.5 |
6,834.5 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,714.0 |
7,571.5 |
7,056.0 |
|
| R3 |
7,457.0 |
7,314.5 |
6,985.0 |
|
| R2 |
7,200.0 |
7,200.0 |
6,961.5 |
|
| R1 |
7,057.5 |
7,057.5 |
6,938.0 |
7,000.0 |
| PP |
6,943.0 |
6,943.0 |
6,943.0 |
6,914.5 |
| S1 |
6,800.5 |
6,800.5 |
6,891.0 |
6,743.0 |
| S2 |
6,686.0 |
6,686.0 |
6,867.5 |
|
| S3 |
6,429.0 |
6,543.5 |
6,844.0 |
|
| S4 |
6,172.0 |
6,286.5 |
6,773.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,086.0 |
6,793.5 |
292.5 |
4.2% |
171.0 |
2.5% |
42% |
False |
True |
162,720 |
| 10 |
7,340.5 |
6,793.5 |
547.0 |
7.9% |
159.5 |
2.3% |
22% |
False |
True |
151,681 |
| 20 |
7,529.5 |
6,793.5 |
736.0 |
10.6% |
125.5 |
1.8% |
17% |
False |
True |
135,503 |
| 40 |
7,580.0 |
6,793.5 |
786.5 |
11.4% |
91.0 |
1.3% |
16% |
False |
True |
67,926 |
| 60 |
7,580.0 |
6,793.5 |
786.5 |
11.4% |
64.0 |
0.9% |
16% |
False |
True |
45,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,578.5 |
|
2.618 |
7,334.5 |
|
1.618 |
7,185.0 |
|
1.000 |
7,092.5 |
|
0.618 |
7,035.5 |
|
HIGH |
6,943.0 |
|
0.618 |
6,886.0 |
|
0.500 |
6,868.0 |
|
0.382 |
6,850.5 |
|
LOW |
6,793.5 |
|
0.618 |
6,701.0 |
|
1.000 |
6,644.0 |
|
1.618 |
6,551.5 |
|
2.618 |
6,402.0 |
|
4.250 |
6,158.0 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
6,900.5 |
6,923.0 |
| PP |
6,884.5 |
6,920.5 |
| S1 |
6,868.0 |
6,918.5 |
|