| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,745.75 |
3,638.75 |
-107.00 |
-2.9% |
3,593.25 |
| High |
3,772.00 |
3,667.50 |
-104.50 |
-2.8% |
3,820.00 |
| Low |
3,632.50 |
3,600.00 |
-32.50 |
-0.9% |
3,571.75 |
| Close |
3,653.25 |
3,625.25 |
-28.00 |
-0.8% |
3,653.25 |
| Range |
139.50 |
67.50 |
-72.00 |
-51.6% |
248.25 |
| ATR |
98.96 |
96.72 |
-2.25 |
-2.3% |
0.00 |
| Volume |
2,238,683 |
2,024,447 |
-214,236 |
-9.6% |
11,182,462 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,833.50 |
3,796.75 |
3,662.50 |
|
| R3 |
3,766.00 |
3,729.25 |
3,643.75 |
|
| R2 |
3,698.50 |
3,698.50 |
3,637.50 |
|
| R1 |
3,661.75 |
3,661.75 |
3,631.50 |
3,646.50 |
| PP |
3,631.00 |
3,631.00 |
3,631.00 |
3,623.25 |
| S1 |
3,594.25 |
3,594.25 |
3,619.00 |
3,579.00 |
| S2 |
3,563.50 |
3,563.50 |
3,613.00 |
|
| S3 |
3,496.00 |
3,526.75 |
3,606.75 |
|
| S4 |
3,428.50 |
3,459.25 |
3,588.00 |
|
|
| 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 |
3,600.00 |
220.00 |
6.1% |
97.00 |
2.7% |
11% |
False |
True |
2,178,278 |
| 10 |
3,820.00 |
3,571.75 |
248.25 |
6.8% |
107.25 |
3.0% |
22% |
False |
False |
2,478,771 |
| 20 |
4,175.00 |
3,571.75 |
603.25 |
16.6% |
103.00 |
2.8% |
9% |
False |
False |
2,549,203 |
| 40 |
4,345.75 |
3,571.75 |
774.00 |
21.4% |
88.25 |
2.4% |
7% |
False |
False |
1,393,445 |
| 60 |
4,345.75 |
3,571.75 |
774.00 |
21.4% |
82.25 |
2.3% |
7% |
False |
False |
930,068 |
| 80 |
4,345.75 |
3,571.75 |
774.00 |
21.4% |
84.25 |
2.3% |
7% |
False |
False |
698,308 |
| 100 |
4,345.75 |
3,571.75 |
774.00 |
21.4% |
88.50 |
2.4% |
7% |
False |
False |
558,776 |
| 120 |
4,525.75 |
3,571.75 |
954.00 |
26.3% |
93.00 |
2.6% |
6% |
False |
False |
465,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,954.50 |
|
2.618 |
3,844.25 |
|
1.618 |
3,776.75 |
|
1.000 |
3,735.00 |
|
0.618 |
3,709.25 |
|
HIGH |
3,667.50 |
|
0.618 |
3,641.75 |
|
0.500 |
3,633.75 |
|
0.382 |
3,625.75 |
|
LOW |
3,600.00 |
|
0.618 |
3,558.25 |
|
1.000 |
3,532.50 |
|
1.618 |
3,490.75 |
|
2.618 |
3,423.25 |
|
4.250 |
3,313.00 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,633.75 |
3,709.75 |
| PP |
3,631.00 |
3,681.50 |
| S1 |
3,628.00 |
3,653.50 |
|