| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,801.00 |
3,795.75 |
-5.25 |
-0.1% |
3,705.25 |
| High |
3,820.00 |
3,819.50 |
-0.50 |
0.0% |
3,751.25 |
| Low |
3,734.00 |
3,750.00 |
16.00 |
0.4% |
3,595.25 |
| Close |
3,794.00 |
3,756.75 |
-37.25 |
-1.0% |
3,601.50 |
| Range |
86.00 |
69.50 |
-16.50 |
-19.2% |
156.00 |
| ATR |
97.87 |
95.85 |
-2.03 |
-2.1% |
0.00 |
| Volume |
2,089,198 |
2,157,569 |
68,371 |
3.3% |
14,480,225 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,984.00 |
3,939.75 |
3,795.00 |
|
| R3 |
3,914.50 |
3,870.25 |
3,775.75 |
|
| R2 |
3,845.00 |
3,845.00 |
3,769.50 |
|
| R1 |
3,800.75 |
3,800.75 |
3,763.00 |
3,788.00 |
| PP |
3,775.50 |
3,775.50 |
3,775.50 |
3,769.00 |
| S1 |
3,731.25 |
3,731.25 |
3,750.50 |
3,718.50 |
| S2 |
3,706.00 |
3,706.00 |
3,744.00 |
|
| S3 |
3,636.50 |
3,661.75 |
3,737.75 |
|
| S4 |
3,567.00 |
3,592.25 |
3,718.50 |
|
|
| 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 |
3,820.00 |
3,571.75 |
248.25 |
6.6% |
103.25 |
2.7% |
75% |
False |
False |
2,383,991 |
| 10 |
3,820.00 |
3,571.75 |
248.25 |
6.6% |
106.25 |
2.8% |
75% |
False |
False |
2,633,756 |
| 20 |
4,175.00 |
3,571.75 |
603.25 |
16.1% |
99.00 |
2.6% |
31% |
False |
False |
2,537,697 |
| 40 |
4,345.75 |
3,571.75 |
774.00 |
20.6% |
86.50 |
2.3% |
24% |
False |
False |
1,287,220 |
| 60 |
4,345.75 |
3,571.75 |
774.00 |
20.6% |
81.50 |
2.2% |
24% |
False |
False |
859,119 |
| 80 |
4,345.75 |
3,571.75 |
774.00 |
20.6% |
84.25 |
2.2% |
24% |
False |
False |
645,047 |
| 100 |
4,345.75 |
3,571.75 |
774.00 |
20.6% |
87.75 |
2.3% |
24% |
False |
False |
516,152 |
| 120 |
4,525.75 |
3,571.75 |
954.00 |
25.4% |
92.25 |
2.5% |
19% |
False |
False |
430,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,115.00 |
|
2.618 |
4,001.50 |
|
1.618 |
3,932.00 |
|
1.000 |
3,889.00 |
|
0.618 |
3,862.50 |
|
HIGH |
3,819.50 |
|
0.618 |
3,793.00 |
|
0.500 |
3,784.75 |
|
0.382 |
3,776.50 |
|
LOW |
3,750.00 |
|
0.618 |
3,707.00 |
|
1.000 |
3,680.50 |
|
1.618 |
3,637.50 |
|
2.618 |
3,568.00 |
|
4.250 |
3,454.50 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,784.75 |
3,755.50 |
| PP |
3,775.50 |
3,754.25 |
| S1 |
3,766.00 |
3,753.00 |
|