| 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 |
3,656.50 |
3,593.25 |
-63.25 |
-1.7% |
3,705.25 |
| High |
3,693.75 |
3,711.75 |
18.00 |
0.5% |
3,751.25 |
| Low |
3,595.25 |
3,571.75 |
-23.50 |
-0.7% |
3,595.25 |
| Close |
3,601.50 |
3,690.25 |
88.75 |
2.5% |
3,601.50 |
| Range |
98.50 |
140.00 |
41.50 |
42.1% |
156.00 |
| ATR |
93.65 |
96.96 |
3.31 |
3.5% |
0.00 |
| Volume |
2,976,179 |
2,315,515 |
-660,664 |
-22.2% |
14,480,225 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,078.00 |
4,024.00 |
3,767.25 |
|
| R3 |
3,938.00 |
3,884.00 |
3,728.75 |
|
| R2 |
3,798.00 |
3,798.00 |
3,716.00 |
|
| R1 |
3,744.00 |
3,744.00 |
3,703.00 |
3,771.00 |
| PP |
3,658.00 |
3,658.00 |
3,658.00 |
3,671.50 |
| S1 |
3,604.00 |
3,604.00 |
3,677.50 |
3,631.00 |
| S2 |
3,518.00 |
3,518.00 |
3,664.50 |
|
| S3 |
3,378.00 |
3,464.00 |
3,651.75 |
|
| S4 |
3,238.00 |
3,324.00 |
3,613.25 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,117.25 |
4,015.50 |
3,687.25 |
|
| R3 |
3,961.25 |
3,859.50 |
3,644.50 |
|
| R2 |
3,805.25 |
3,805.25 |
3,630.00 |
|
| R1 |
3,703.50 |
3,703.50 |
3,615.75 |
3,676.50 |
| PP |
3,649.25 |
3,649.25 |
3,649.25 |
3,635.75 |
| S1 |
3,547.50 |
3,547.50 |
3,587.25 |
3,520.50 |
| S2 |
3,493.25 |
3,493.25 |
3,573.00 |
|
| S3 |
3,337.25 |
3,391.50 |
3,558.50 |
|
| S4 |
3,181.25 |
3,235.50 |
3,515.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,751.25 |
3,571.75 |
179.50 |
4.9% |
117.75 |
3.2% |
66% |
False |
True |
2,779,265 |
| 10 |
3,936.25 |
3,571.75 |
364.50 |
9.9% |
108.00 |
2.9% |
33% |
False |
True |
2,708,511 |
| 20 |
4,175.00 |
3,571.75 |
603.25 |
16.3% |
97.75 |
2.6% |
20% |
False |
True |
2,234,363 |
| 40 |
4,345.75 |
3,571.75 |
774.00 |
21.0% |
84.50 |
2.3% |
15% |
False |
True |
1,122,065 |
| 60 |
4,345.75 |
3,571.75 |
774.00 |
21.0% |
80.75 |
2.2% |
15% |
False |
True |
748,807 |
| 80 |
4,345.75 |
3,571.75 |
774.00 |
21.0% |
85.75 |
2.3% |
15% |
False |
True |
562,226 |
| 100 |
4,345.75 |
3,571.75 |
774.00 |
21.0% |
88.50 |
2.4% |
15% |
False |
True |
449,895 |
| 120 |
4,525.75 |
3,571.75 |
954.00 |
25.9% |
92.00 |
2.5% |
12% |
False |
True |
374,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,306.75 |
|
2.618 |
4,078.25 |
|
1.618 |
3,938.25 |
|
1.000 |
3,851.75 |
|
0.618 |
3,798.25 |
|
HIGH |
3,711.75 |
|
0.618 |
3,658.25 |
|
0.500 |
3,641.75 |
|
0.382 |
3,625.25 |
|
LOW |
3,571.75 |
|
0.618 |
3,485.25 |
|
1.000 |
3,431.75 |
|
1.618 |
3,345.25 |
|
2.618 |
3,205.25 |
|
4.250 |
2,976.75 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,674.00 |
3,678.00 |
| PP |
3,658.00 |
3,666.00 |
| S1 |
3,641.75 |
3,654.00 |
|