| 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 |
12,034.0 |
11,900.0 |
-134.0 |
-1.1% |
12,308.0 |
| High |
12,157.0 |
12,292.0 |
135.0 |
1.1% |
12,435.0 |
| Low |
11,939.0 |
11,829.0 |
-110.0 |
-0.9% |
11,878.0 |
| Close |
12,134.0 |
12,219.0 |
85.0 |
0.7% |
12,134.0 |
| Range |
218.0 |
463.0 |
245.0 |
112.4% |
557.0 |
| ATR |
311.7 |
322.5 |
10.8 |
3.5% |
0.0 |
| Volume |
84,571 |
68,114 |
-16,457 |
-19.5% |
462,437 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,502.3 |
13,323.7 |
12,473.7 |
|
| R3 |
13,039.3 |
12,860.7 |
12,346.3 |
|
| R2 |
12,576.3 |
12,576.3 |
12,303.9 |
|
| R1 |
12,397.7 |
12,397.7 |
12,261.4 |
12,487.0 |
| PP |
12,113.3 |
12,113.3 |
12,113.3 |
12,158.0 |
| S1 |
11,934.7 |
11,934.7 |
12,176.6 |
12,024.0 |
| S2 |
11,650.3 |
11,650.3 |
12,134.1 |
|
| S3 |
11,187.3 |
11,471.7 |
12,091.7 |
|
| S4 |
10,724.3 |
11,008.7 |
11,964.4 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,820.0 |
13,534.0 |
12,440.4 |
|
| R3 |
13,263.0 |
12,977.0 |
12,287.2 |
|
| R2 |
12,706.0 |
12,706.0 |
12,236.1 |
|
| R1 |
12,420.0 |
12,420.0 |
12,185.1 |
12,284.5 |
| PP |
12,149.0 |
12,149.0 |
12,149.0 |
12,081.3 |
| S1 |
11,863.0 |
11,863.0 |
12,082.9 |
11,727.5 |
| S2 |
11,592.0 |
11,592.0 |
12,031.9 |
|
| S3 |
11,035.0 |
11,306.0 |
11,980.8 |
|
| S4 |
10,478.0 |
10,749.0 |
11,827.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,435.0 |
11,829.0 |
606.0 |
5.0% |
402.0 |
3.3% |
64% |
False |
True |
91,247 |
| 10 |
12,962.0 |
11,829.0 |
1,133.0 |
9.3% |
375.1 |
3.1% |
34% |
False |
True |
84,989 |
| 20 |
13,590.0 |
11,829.0 |
1,761.0 |
14.4% |
327.0 |
2.7% |
22% |
False |
True |
60,184 |
| 40 |
13,957.0 |
11,829.0 |
2,128.0 |
17.4% |
245.9 |
2.0% |
18% |
False |
True |
30,128 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
17.4% |
216.6 |
1.8% |
18% |
False |
True |
20,092 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
17.4% |
211.2 |
1.7% |
18% |
False |
True |
15,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,259.8 |
|
2.618 |
13,504.1 |
|
1.618 |
13,041.1 |
|
1.000 |
12,755.0 |
|
0.618 |
12,578.1 |
|
HIGH |
12,292.0 |
|
0.618 |
12,115.1 |
|
0.500 |
12,060.5 |
|
0.382 |
12,005.9 |
|
LOW |
11,829.0 |
|
0.618 |
11,542.9 |
|
1.000 |
11,366.0 |
|
1.618 |
11,079.9 |
|
2.618 |
10,616.9 |
|
4.250 |
9,861.3 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,166.2 |
12,170.2 |
| PP |
12,113.3 |
12,121.3 |
| S1 |
12,060.5 |
12,072.5 |
|