| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
1,719.1 |
1,777.0 |
57.9 |
3.4% |
1,683.0 |
| High |
1,782.5 |
1,777.7 |
-4.8 |
-0.3% |
1,731.8 |
| Low |
1,714.1 |
1,734.8 |
20.7 |
1.2% |
1,647.5 |
| Close |
1,781.5 |
1,768.0 |
-13.5 |
-0.8% |
1,669.8 |
| Range |
68.4 |
42.9 |
-25.5 |
-37.3% |
84.3 |
| ATR |
54.9 |
54.3 |
-0.6 |
-1.1% |
0.0 |
| Volume |
285,936 |
229,769 |
-56,167 |
-19.6% |
1,472,290 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,888.9 |
1,871.3 |
1,791.6 |
|
| R3 |
1,846.0 |
1,828.4 |
1,779.8 |
|
| R2 |
1,803.1 |
1,803.1 |
1,775.9 |
|
| R1 |
1,785.5 |
1,785.5 |
1,771.9 |
1,772.9 |
| PP |
1,760.2 |
1,760.2 |
1,760.2 |
1,753.8 |
| S1 |
1,742.6 |
1,742.6 |
1,764.1 |
1,730.0 |
| S2 |
1,717.3 |
1,717.3 |
1,760.1 |
|
| S3 |
1,674.4 |
1,699.7 |
1,756.2 |
|
| S4 |
1,631.5 |
1,656.8 |
1,744.4 |
|
|
| 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 |
1,656.8 |
125.7 |
7.1% |
58.6 |
3.3% |
88% |
False |
False |
276,794 |
| 10 |
1,783.5 |
1,647.5 |
136.0 |
7.7% |
61.1 |
3.5% |
89% |
False |
False |
278,994 |
| 20 |
1,935.4 |
1,647.5 |
287.9 |
16.3% |
55.3 |
3.1% |
42% |
False |
False |
260,722 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
22.1% |
48.8 |
2.8% |
31% |
False |
False |
130,695 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
22.1% |
45.0 |
2.5% |
31% |
False |
False |
87,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,960.0 |
|
2.618 |
1,890.0 |
|
1.618 |
1,847.1 |
|
1.000 |
1,820.6 |
|
0.618 |
1,804.2 |
|
HIGH |
1,777.7 |
|
0.618 |
1,761.3 |
|
0.500 |
1,756.3 |
|
0.382 |
1,751.2 |
|
LOW |
1,734.8 |
|
0.618 |
1,708.3 |
|
1.000 |
1,691.9 |
|
1.618 |
1,665.4 |
|
2.618 |
1,622.5 |
|
4.250 |
1,552.5 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,764.1 |
1,751.9 |
| PP |
1,760.2 |
1,735.8 |
| S1 |
1,756.3 |
1,719.7 |
|