| 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 |
1,667.2 |
1,719.1 |
51.9 |
3.1% |
1,683.0 |
| High |
1,723.4 |
1,782.5 |
59.1 |
3.4% |
1,731.8 |
| Low |
1,656.8 |
1,714.1 |
57.3 |
3.5% |
1,647.5 |
| Close |
1,714.9 |
1,781.5 |
66.6 |
3.9% |
1,669.8 |
| Range |
66.6 |
68.4 |
1.8 |
2.7% |
84.3 |
| ATR |
53.9 |
54.9 |
1.0 |
1.9% |
0.0 |
| Volume |
277,754 |
285,936 |
8,182 |
2.9% |
1,472,290 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,964.6 |
1,941.4 |
1,819.1 |
|
| R3 |
1,896.2 |
1,873.0 |
1,800.3 |
|
| R2 |
1,827.8 |
1,827.8 |
1,794.0 |
|
| R1 |
1,804.6 |
1,804.6 |
1,787.8 |
1,816.2 |
| PP |
1,759.4 |
1,759.4 |
1,759.4 |
1,765.2 |
| S1 |
1,736.2 |
1,736.2 |
1,775.2 |
1,747.8 |
| S2 |
1,691.0 |
1,691.0 |
1,769.0 |
|
| S3 |
1,622.6 |
1,667.8 |
1,762.7 |
|
| S4 |
1,554.2 |
1,599.4 |
1,743.9 |
|
|
| 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 |
1,782.5 |
1,647.5 |
135.0 |
7.6% |
66.9 |
3.8% |
99% |
True |
False |
293,280 |
| 10 |
1,825.6 |
1,647.5 |
178.1 |
10.0% |
63.3 |
3.6% |
75% |
False |
False |
280,108 |
| 20 |
1,935.4 |
1,647.5 |
287.9 |
16.2% |
55.8 |
3.1% |
47% |
False |
False |
249,437 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
22.0% |
48.7 |
2.7% |
34% |
False |
False |
124,951 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
22.0% |
44.7 |
2.5% |
34% |
False |
False |
83,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.2 |
|
2.618 |
1,961.6 |
|
1.618 |
1,893.2 |
|
1.000 |
1,850.9 |
|
0.618 |
1,824.8 |
|
HIGH |
1,782.5 |
|
0.618 |
1,756.4 |
|
0.500 |
1,748.3 |
|
0.382 |
1,740.2 |
|
LOW |
1,714.1 |
|
0.618 |
1,671.8 |
|
1.000 |
1,645.7 |
|
1.618 |
1,603.4 |
|
2.618 |
1,535.0 |
|
4.250 |
1,423.4 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,770.4 |
1,760.9 |
| PP |
1,759.4 |
1,740.3 |
| S1 |
1,748.3 |
1,719.7 |
|