| 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 |
11,220.00 |
11,030.00 |
-190.00 |
-1.7% |
11,362.50 |
| High |
11,357.25 |
11,358.25 |
1.00 |
0.0% |
11,613.50 |
| Low |
11,024.25 |
10,890.75 |
-133.50 |
-1.2% |
11,024.25 |
| Close |
11,035.50 |
11,285.75 |
250.25 |
2.3% |
11,035.50 |
| Range |
333.00 |
467.50 |
134.50 |
40.4% |
589.25 |
| ATR |
347.11 |
355.71 |
8.60 |
2.5% |
0.00 |
| Volume |
878,168 |
757,581 |
-120,587 |
-13.7% |
4,318,659 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,580.75 |
12,400.75 |
11,543.00 |
|
| R3 |
12,113.25 |
11,933.25 |
11,414.25 |
|
| R2 |
11,645.75 |
11,645.75 |
11,371.50 |
|
| R1 |
11,465.75 |
11,465.75 |
11,328.50 |
11,555.75 |
| PP |
11,178.25 |
11,178.25 |
11,178.25 |
11,223.25 |
| S1 |
10,998.25 |
10,998.25 |
11,243.00 |
11,088.25 |
| S2 |
10,710.75 |
10,710.75 |
11,200.00 |
|
| S3 |
10,243.25 |
10,530.75 |
11,157.25 |
|
| S4 |
9,775.75 |
10,063.25 |
11,028.50 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,992.25 |
12,603.00 |
11,359.50 |
|
| R3 |
12,403.00 |
12,013.75 |
11,197.50 |
|
| R2 |
11,813.75 |
11,813.75 |
11,143.50 |
|
| R1 |
11,424.50 |
11,424.50 |
11,089.50 |
11,324.50 |
| PP |
11,224.50 |
11,224.50 |
11,224.50 |
11,174.50 |
| S1 |
10,835.25 |
10,835.25 |
10,981.50 |
10,735.25 |
| S2 |
10,635.25 |
10,635.25 |
10,927.50 |
|
| S3 |
10,046.00 |
10,246.00 |
10,873.50 |
|
| S4 |
9,456.75 |
9,656.75 |
10,711.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,613.50 |
10,890.75 |
722.75 |
6.4% |
416.50 |
3.7% |
55% |
False |
True |
853,277 |
| 10 |
12,140.50 |
10,890.75 |
1,249.75 |
11.1% |
378.00 |
3.3% |
32% |
False |
True |
818,964 |
| 20 |
12,992.00 |
10,890.75 |
2,101.25 |
18.6% |
355.00 |
3.1% |
19% |
False |
True |
628,776 |
| 40 |
13,822.00 |
10,890.75 |
2,931.25 |
26.0% |
323.25 |
2.9% |
13% |
False |
True |
315,042 |
| 60 |
13,822.00 |
10,890.75 |
2,931.25 |
26.0% |
322.75 |
2.9% |
13% |
False |
True |
210,242 |
| 80 |
13,822.00 |
10,890.75 |
2,931.25 |
26.0% |
336.00 |
3.0% |
13% |
False |
True |
157,836 |
| 100 |
13,822.00 |
10,890.75 |
2,931.25 |
26.0% |
345.25 |
3.1% |
13% |
False |
True |
126,277 |
| 120 |
14,381.75 |
10,890.75 |
3,491.00 |
30.9% |
358.25 |
3.2% |
11% |
False |
True |
105,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,345.00 |
|
2.618 |
12,582.25 |
|
1.618 |
12,114.75 |
|
1.000 |
11,825.75 |
|
0.618 |
11,647.25 |
|
HIGH |
11,358.25 |
|
0.618 |
11,179.75 |
|
0.500 |
11,124.50 |
|
0.382 |
11,069.25 |
|
LOW |
10,890.75 |
|
0.618 |
10,601.75 |
|
1.000 |
10,423.25 |
|
1.618 |
10,134.25 |
|
2.618 |
9,666.75 |
|
4.250 |
8,904.00 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,232.00 |
11,266.75 |
| PP |
11,178.25 |
11,248.00 |
| S1 |
11,124.50 |
11,229.00 |
|