Trading Metrics calculated at close of trading on 07-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
3,795.75 |
3,745.75 |
-50.00 |
-1.3% |
3,593.25 |
High |
3,819.50 |
3,772.00 |
-47.50 |
-1.2% |
3,820.00 |
Low |
3,750.00 |
3,632.50 |
-117.50 |
-3.1% |
3,571.75 |
Close |
3,756.75 |
3,653.25 |
-103.50 |
-2.8% |
3,653.25 |
Range |
69.50 |
139.50 |
70.00 |
100.7% |
248.25 |
ATR |
95.85 |
98.96 |
3.12 |
3.3% |
0.00 |
Volume |
2,157,569 |
2,238,683 |
81,114 |
3.8% |
11,182,462 |
|
Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,104.50 |
4,018.25 |
3,730.00 |
|
R3 |
3,965.00 |
3,878.75 |
3,691.50 |
|
R2 |
3,825.50 |
3,825.50 |
3,678.75 |
|
R1 |
3,739.25 |
3,739.25 |
3,666.00 |
3,712.50 |
PP |
3,686.00 |
3,686.00 |
3,686.00 |
3,672.50 |
S1 |
3,599.75 |
3,599.75 |
3,640.50 |
3,573.00 |
S2 |
3,546.50 |
3,546.50 |
3,627.75 |
|
S3 |
3,407.00 |
3,460.25 |
3,615.00 |
|
S4 |
3,267.50 |
3,320.75 |
3,576.50 |
|
|
Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,426.50 |
4,288.00 |
3,789.75 |
|
R3 |
4,178.25 |
4,039.75 |
3,721.50 |
|
R2 |
3,930.00 |
3,930.00 |
3,698.75 |
|
R1 |
3,791.50 |
3,791.50 |
3,676.00 |
3,860.75 |
PP |
3,681.75 |
3,681.75 |
3,681.75 |
3,716.25 |
S1 |
3,543.25 |
3,543.25 |
3,630.50 |
3,612.50 |
S2 |
3,433.50 |
3,433.50 |
3,607.75 |
|
S3 |
3,185.25 |
3,295.00 |
3,585.00 |
|
S4 |
2,937.00 |
3,046.75 |
3,516.75 |
|
|
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 |
6.8% |
111.50 |
3.1% |
33% |
False |
False |
2,236,492 |
10 |
3,820.00 |
3,571.75 |
248.25 |
6.8% |
108.00 |
3.0% |
33% |
False |
False |
2,566,268 |
20 |
4,175.00 |
3,571.75 |
603.25 |
16.5% |
102.50 |
2.8% |
14% |
False |
False |
2,574,396 |
40 |
4,345.75 |
3,571.75 |
774.00 |
21.2% |
88.50 |
2.4% |
11% |
False |
False |
1,342,961 |
60 |
4,345.75 |
3,571.75 |
774.00 |
21.2% |
82.50 |
2.3% |
11% |
False |
False |
896,361 |
80 |
4,345.75 |
3,571.75 |
774.00 |
21.2% |
84.75 |
2.3% |
11% |
False |
False |
673,014 |
100 |
4,345.75 |
3,571.75 |
774.00 |
21.2% |
88.75 |
2.4% |
11% |
False |
False |
538,538 |
120 |
4,525.75 |
3,571.75 |
954.00 |
26.1% |
93.25 |
2.5% |
9% |
False |
False |
448,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,365.00 |
2.618 |
4,137.25 |
1.618 |
3,997.75 |
1.000 |
3,911.50 |
0.618 |
3,858.25 |
HIGH |
3,772.00 |
0.618 |
3,718.75 |
0.500 |
3,702.25 |
0.382 |
3,685.75 |
LOW |
3,632.50 |
0.618 |
3,546.25 |
1.000 |
3,493.00 |
1.618 |
3,406.75 |
2.618 |
3,267.25 |
4.250 |
3,039.50 |
|
|
Fisher Pivots for day following 07-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
3,702.25 |
3,726.25 |
PP |
3,686.00 |
3,702.00 |
S1 |
3,669.50 |
3,677.50 |
|