| 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 |
6,814.5 |
6,932.0 |
117.5 |
1.7% |
7,026.0 |
| High |
6,943.0 |
7,098.0 |
155.0 |
2.2% |
7,086.0 |
| Low |
6,793.5 |
6,920.0 |
126.5 |
1.9% |
6,829.0 |
| Close |
6,916.5 |
7,094.5 |
178.0 |
2.6% |
6,914.5 |
| Range |
149.5 |
178.0 |
28.5 |
19.1% |
257.0 |
| ATR |
125.0 |
129.1 |
4.0 |
3.2% |
0.0 |
| Volume |
143,189 |
148,896 |
5,707 |
4.0% |
853,352 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,571.5 |
7,511.0 |
7,192.5 |
|
| R3 |
7,393.5 |
7,333.0 |
7,143.5 |
|
| R2 |
7,215.5 |
7,215.5 |
7,127.0 |
|
| R1 |
7,155.0 |
7,155.0 |
7,111.0 |
7,185.0 |
| PP |
7,037.5 |
7,037.5 |
7,037.5 |
7,052.5 |
| S1 |
6,977.0 |
6,977.0 |
7,078.0 |
7,007.0 |
| S2 |
6,859.5 |
6,859.5 |
7,062.0 |
|
| S3 |
6,681.5 |
6,799.0 |
7,045.5 |
|
| S4 |
6,503.5 |
6,621.0 |
6,996.5 |
|
|
| 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 |
7,098.0 |
6,793.5 |
304.5 |
4.3% |
178.5 |
2.5% |
99% |
True |
False |
162,885 |
| 10 |
7,292.5 |
6,793.5 |
499.0 |
7.0% |
160.5 |
2.3% |
60% |
False |
False |
154,770 |
| 20 |
7,529.5 |
6,793.5 |
736.0 |
10.4% |
131.0 |
1.8% |
41% |
False |
False |
142,416 |
| 40 |
7,580.0 |
6,793.5 |
786.5 |
11.1% |
94.5 |
1.3% |
38% |
False |
False |
71,648 |
| 60 |
7,580.0 |
6,793.5 |
786.5 |
11.1% |
67.0 |
0.9% |
38% |
False |
False |
47,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,854.5 |
|
2.618 |
7,564.0 |
|
1.618 |
7,386.0 |
|
1.000 |
7,276.0 |
|
0.618 |
7,208.0 |
|
HIGH |
7,098.0 |
|
0.618 |
7,030.0 |
|
0.500 |
7,009.0 |
|
0.382 |
6,988.0 |
|
LOW |
6,920.0 |
|
0.618 |
6,810.0 |
|
1.000 |
6,742.0 |
|
1.618 |
6,632.0 |
|
2.618 |
6,454.0 |
|
4.250 |
6,163.5 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,066.0 |
7,045.0 |
| PP |
7,037.5 |
6,995.5 |
| S1 |
7,009.0 |
6,946.0 |
|