| 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 |
11,314.50 |
11,630.25 |
315.75 |
2.8% |
11,362.50 |
| High |
11,675.00 |
11,711.00 |
36.00 |
0.3% |
11,613.50 |
| Low |
11,281.50 |
11,366.50 |
85.00 |
0.8% |
11,024.25 |
| Close |
11,640.75 |
11,623.75 |
-17.00 |
-0.1% |
11,035.50 |
| Range |
393.50 |
344.50 |
-49.00 |
-12.5% |
589.25 |
| ATR |
358.41 |
357.42 |
-0.99 |
-0.3% |
0.00 |
| Volume |
772,885 |
700,889 |
-71,996 |
-9.3% |
4,318,659 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,600.50 |
12,456.75 |
11,813.25 |
|
| R3 |
12,256.00 |
12,112.25 |
11,718.50 |
|
| R2 |
11,911.50 |
11,911.50 |
11,687.00 |
|
| R1 |
11,767.75 |
11,767.75 |
11,655.25 |
11,667.50 |
| PP |
11,567.00 |
11,567.00 |
11,567.00 |
11,517.00 |
| S1 |
11,423.25 |
11,423.25 |
11,592.25 |
11,323.00 |
| S2 |
11,222.50 |
11,222.50 |
11,560.50 |
|
| S3 |
10,878.00 |
11,078.75 |
11,529.00 |
|
| S4 |
10,533.50 |
10,734.25 |
11,434.25 |
|
|
| 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 |
11,711.00 |
10,890.75 |
820.25 |
7.1% |
402.75 |
3.5% |
89% |
True |
False |
800,269 |
| 10 |
11,796.00 |
10,890.75 |
905.25 |
7.8% |
376.00 |
3.2% |
81% |
False |
False |
813,557 |
| 20 |
12,992.00 |
10,890.75 |
2,101.25 |
18.1% |
357.25 |
3.1% |
35% |
False |
False |
701,510 |
| 40 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
327.75 |
2.8% |
25% |
False |
False |
351,838 |
| 60 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
325.25 |
2.8% |
25% |
False |
False |
234,791 |
| 80 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
333.25 |
2.9% |
25% |
False |
False |
176,255 |
| 100 |
13,822.00 |
10,890.75 |
2,931.25 |
25.2% |
342.75 |
2.9% |
25% |
False |
False |
141,014 |
| 120 |
14,377.00 |
10,890.75 |
3,486.25 |
30.0% |
358.75 |
3.1% |
21% |
False |
False |
117,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,175.00 |
|
2.618 |
12,613.00 |
|
1.618 |
12,268.50 |
|
1.000 |
12,055.50 |
|
0.618 |
11,924.00 |
|
HIGH |
11,711.00 |
|
0.618 |
11,579.50 |
|
0.500 |
11,538.75 |
|
0.382 |
11,498.00 |
|
LOW |
11,366.50 |
|
0.618 |
11,153.50 |
|
1.000 |
11,022.00 |
|
1.618 |
10,809.00 |
|
2.618 |
10,464.50 |
|
4.250 |
9,902.50 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,595.50 |
11,516.00 |
| PP |
11,567.00 |
11,408.50 |
| S1 |
11,538.75 |
11,301.00 |
|