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 |
7,068.5 |
7,072.5 |
4.0 |
0.1% |
7,026.0 |
High |
7,092.0 |
7,117.5 |
25.5 |
0.4% |
7,086.0 |
Low |
6,984.5 |
6,968.5 |
-16.0 |
-0.2% |
6,829.0 |
Close |
7,059.0 |
7,010.5 |
-48.5 |
-0.7% |
6,914.5 |
Range |
107.5 |
149.0 |
41.5 |
38.6% |
257.0 |
ATR |
127.7 |
129.2 |
1.5 |
1.2% |
0.0 |
Volume |
113,429 |
137,749 |
24,320 |
21.4% |
853,352 |
|
Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,479.0 |
7,394.0 |
7,092.5 |
|
R3 |
7,330.0 |
7,245.0 |
7,051.5 |
|
R2 |
7,181.0 |
7,181.0 |
7,038.0 |
|
R1 |
7,096.0 |
7,096.0 |
7,024.0 |
7,064.0 |
PP |
7,032.0 |
7,032.0 |
7,032.0 |
7,016.0 |
S1 |
6,947.0 |
6,947.0 |
6,997.0 |
6,915.0 |
S2 |
6,883.0 |
6,883.0 |
6,983.0 |
|
S3 |
6,734.0 |
6,798.0 |
6,969.5 |
|
S4 |
6,585.0 |
6,649.0 |
6,928.5 |
|
|
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 |
7,117.5 |
6,793.5 |
324.0 |
4.6% |
144.5 |
2.1% |
67% |
True |
False |
142,169 |
10 |
7,203.5 |
6,793.5 |
410.0 |
5.8% |
164.0 |
2.3% |
53% |
False |
False |
158,359 |
20 |
7,529.5 |
6,793.5 |
736.0 |
10.5% |
135.5 |
1.9% |
29% |
False |
False |
152,978 |
40 |
7,580.0 |
6,793.5 |
786.5 |
11.2% |
100.5 |
1.4% |
28% |
False |
False |
77,924 |
60 |
7,580.0 |
6,793.5 |
786.5 |
11.2% |
71.0 |
1.0% |
28% |
False |
False |
51,954 |
80 |
7,580.0 |
6,793.5 |
786.5 |
11.2% |
56.5 |
0.8% |
28% |
False |
False |
38,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,751.0 |
2.618 |
7,507.5 |
1.618 |
7,358.5 |
1.000 |
7,266.5 |
0.618 |
7,209.5 |
HIGH |
7,117.5 |
0.618 |
7,060.5 |
0.500 |
7,043.0 |
0.382 |
7,025.5 |
LOW |
6,968.5 |
0.618 |
6,876.5 |
1.000 |
6,819.5 |
1.618 |
6,727.5 |
2.618 |
6,578.5 |
4.250 |
6,335.0 |
|
|
Fisher Pivots for day following 06-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
7,043.0 |
7,019.0 |
PP |
7,032.0 |
7,016.0 |
S1 |
7,021.5 |
7,013.0 |
|