| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
11,900.0 |
12,277.0 |
377.0 |
3.2% |
12,308.0 |
| High |
12,292.0 |
12,694.0 |
402.0 |
3.3% |
12,435.0 |
| Low |
11,829.0 |
12,277.0 |
448.0 |
3.8% |
11,878.0 |
| Close |
12,219.0 |
12,683.0 |
464.0 |
3.8% |
12,134.0 |
| Range |
463.0 |
417.0 |
-46.0 |
-9.9% |
557.0 |
| ATR |
322.5 |
333.4 |
10.9 |
3.4% |
0.0 |
| Volume |
68,114 |
89,316 |
21,202 |
31.1% |
462,437 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,802.3 |
13,659.7 |
12,912.4 |
|
| R3 |
13,385.3 |
13,242.7 |
12,797.7 |
|
| R2 |
12,968.3 |
12,968.3 |
12,759.5 |
|
| R1 |
12,825.7 |
12,825.7 |
12,721.2 |
12,897.0 |
| PP |
12,551.3 |
12,551.3 |
12,551.3 |
12,587.0 |
| S1 |
12,408.7 |
12,408.7 |
12,644.8 |
12,480.0 |
| S2 |
12,134.3 |
12,134.3 |
12,606.6 |
|
| S3 |
11,717.3 |
11,991.7 |
12,568.3 |
|
| S4 |
11,300.3 |
11,574.7 |
12,453.7 |
|
|
| 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 |
12,694.0 |
11,829.0 |
865.0 |
6.8% |
399.0 |
3.1% |
99% |
True |
False |
89,893 |
| 10 |
12,882.0 |
11,829.0 |
1,053.0 |
8.3% |
376.1 |
3.0% |
81% |
False |
False |
86,396 |
| 20 |
13,590.0 |
11,829.0 |
1,761.0 |
13.9% |
338.8 |
2.7% |
48% |
False |
False |
64,567 |
| 40 |
13,957.0 |
11,829.0 |
2,128.0 |
16.8% |
253.8 |
2.0% |
40% |
False |
False |
32,361 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
16.8% |
222.0 |
1.8% |
40% |
False |
False |
21,580 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
16.8% |
215.3 |
1.7% |
40% |
False |
False |
16,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,466.3 |
|
2.618 |
13,785.7 |
|
1.618 |
13,368.7 |
|
1.000 |
13,111.0 |
|
0.618 |
12,951.7 |
|
HIGH |
12,694.0 |
|
0.618 |
12,534.7 |
|
0.500 |
12,485.5 |
|
0.382 |
12,436.3 |
|
LOW |
12,277.0 |
|
0.618 |
12,019.3 |
|
1.000 |
11,860.0 |
|
1.618 |
11,602.3 |
|
2.618 |
11,185.3 |
|
4.250 |
10,504.8 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,617.2 |
12,542.5 |
| PP |
12,551.3 |
12,402.0 |
| S1 |
12,485.5 |
12,261.5 |
|