| 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 |
1,682.9 |
1,667.2 |
-15.7 |
-0.9% |
1,683.0 |
| High |
1,715.9 |
1,723.4 |
7.5 |
0.4% |
1,731.8 |
| Low |
1,667.6 |
1,656.8 |
-10.8 |
-0.6% |
1,647.5 |
| Close |
1,669.8 |
1,714.9 |
45.1 |
2.7% |
1,669.8 |
| Range |
48.3 |
66.6 |
18.3 |
37.9% |
84.3 |
| ATR |
52.9 |
53.9 |
1.0 |
1.9% |
0.0 |
| Volume |
323,603 |
277,754 |
-45,849 |
-14.2% |
1,472,290 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,898.2 |
1,873.1 |
1,751.5 |
|
| R3 |
1,831.6 |
1,806.5 |
1,733.2 |
|
| R2 |
1,765.0 |
1,765.0 |
1,727.1 |
|
| R1 |
1,739.9 |
1,739.9 |
1,721.0 |
1,752.5 |
| PP |
1,698.4 |
1,698.4 |
1,698.4 |
1,704.6 |
| S1 |
1,673.3 |
1,673.3 |
1,708.8 |
1,685.9 |
| S2 |
1,631.8 |
1,631.8 |
1,702.7 |
|
| S3 |
1,565.2 |
1,606.7 |
1,696.6 |
|
| S4 |
1,498.6 |
1,540.1 |
1,678.3 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,935.9 |
1,887.2 |
1,716.2 |
|
| R3 |
1,851.6 |
1,802.9 |
1,693.0 |
|
| R2 |
1,767.3 |
1,767.3 |
1,685.3 |
|
| R1 |
1,718.6 |
1,718.6 |
1,677.5 |
1,700.8 |
| PP |
1,683.0 |
1,683.0 |
1,683.0 |
1,674.2 |
| S1 |
1,634.3 |
1,634.3 |
1,662.1 |
1,616.5 |
| S2 |
1,598.7 |
1,598.7 |
1,654.3 |
|
| S3 |
1,514.4 |
1,550.0 |
1,646.6 |
|
| S4 |
1,430.1 |
1,465.7 |
1,623.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,731.8 |
1,647.5 |
84.3 |
4.9% |
62.0 |
3.6% |
80% |
False |
False |
292,053 |
| 10 |
1,830.0 |
1,647.5 |
182.5 |
10.6% |
61.4 |
3.6% |
37% |
False |
False |
268,946 |
| 20 |
1,935.4 |
1,647.5 |
287.9 |
16.8% |
54.8 |
3.2% |
23% |
False |
False |
235,268 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
22.8% |
48.1 |
2.8% |
17% |
False |
False |
117,805 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
22.8% |
43.8 |
2.6% |
17% |
False |
False |
78,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,006.5 |
|
2.618 |
1,897.8 |
|
1.618 |
1,831.2 |
|
1.000 |
1,790.0 |
|
0.618 |
1,764.6 |
|
HIGH |
1,723.4 |
|
0.618 |
1,698.0 |
|
0.500 |
1,690.1 |
|
0.382 |
1,682.2 |
|
LOW |
1,656.8 |
|
0.618 |
1,615.6 |
|
1.000 |
1,590.2 |
|
1.618 |
1,549.0 |
|
2.618 |
1,482.4 |
|
4.250 |
1,373.8 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,706.6 |
1,706.9 |
| PP |
1,698.4 |
1,698.9 |
| S1 |
1,690.1 |
1,690.9 |
|