| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,277.0 |
12,645.0 |
368.0 |
3.0% |
12,308.0 |
| High |
12,694.0 |
12,683.0 |
-11.0 |
-0.1% |
12,435.0 |
| Low |
12,277.0 |
12,471.0 |
194.0 |
1.6% |
11,878.0 |
| Close |
12,683.0 |
12,534.0 |
-149.0 |
-1.2% |
12,134.0 |
| Range |
417.0 |
212.0 |
-205.0 |
-49.2% |
557.0 |
| ATR |
333.4 |
324.8 |
-8.7 |
-2.6% |
0.0 |
| Volume |
89,316 |
68,895 |
-20,421 |
-22.9% |
462,437 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,198.7 |
13,078.3 |
12,650.6 |
|
| R3 |
12,986.7 |
12,866.3 |
12,592.3 |
|
| R2 |
12,774.7 |
12,774.7 |
12,572.9 |
|
| R1 |
12,654.3 |
12,654.3 |
12,553.4 |
12,608.5 |
| PP |
12,562.7 |
12,562.7 |
12,562.7 |
12,539.8 |
| S1 |
12,442.3 |
12,442.3 |
12,514.6 |
12,396.5 |
| S2 |
12,350.7 |
12,350.7 |
12,495.1 |
|
| S3 |
12,138.7 |
12,230.3 |
12,475.7 |
|
| S4 |
11,926.7 |
12,018.3 |
12,417.4 |
|
|
| 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 |
12,694.0 |
11,829.0 |
865.0 |
6.9% |
348.8 |
2.8% |
82% |
False |
False |
81,635 |
| 10 |
12,804.0 |
11,829.0 |
975.0 |
7.8% |
362.7 |
2.9% |
72% |
False |
False |
86,224 |
| 20 |
13,590.0 |
11,829.0 |
1,761.0 |
14.0% |
335.6 |
2.7% |
40% |
False |
False |
67,962 |
| 40 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
258.5 |
2.1% |
33% |
False |
False |
34,083 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
222.4 |
1.8% |
33% |
False |
False |
22,728 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
215.1 |
1.7% |
33% |
False |
False |
17,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,584.0 |
|
2.618 |
13,238.0 |
|
1.618 |
13,026.0 |
|
1.000 |
12,895.0 |
|
0.618 |
12,814.0 |
|
HIGH |
12,683.0 |
|
0.618 |
12,602.0 |
|
0.500 |
12,577.0 |
|
0.382 |
12,552.0 |
|
LOW |
12,471.0 |
|
0.618 |
12,340.0 |
|
1.000 |
12,259.0 |
|
1.618 |
12,128.0 |
|
2.618 |
11,916.0 |
|
4.250 |
11,570.0 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,577.0 |
12,443.2 |
| PP |
12,562.7 |
12,352.3 |
| S1 |
12,548.3 |
12,261.5 |
|