| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
12,645.0 |
12,674.0 |
29.0 |
0.2% |
12,308.0 |
| High |
12,683.0 |
12,721.0 |
38.0 |
0.3% |
12,435.0 |
| Low |
12,471.0 |
12,435.0 |
-36.0 |
-0.3% |
11,878.0 |
| Close |
12,534.0 |
12,495.0 |
-39.0 |
-0.3% |
12,134.0 |
| Range |
212.0 |
286.0 |
74.0 |
34.9% |
557.0 |
| ATR |
324.8 |
322.0 |
-2.8 |
-0.9% |
0.0 |
| Volume |
68,895 |
64,327 |
-4,568 |
-6.6% |
462,437 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,408.3 |
13,237.7 |
12,652.3 |
|
| R3 |
13,122.3 |
12,951.7 |
12,573.7 |
|
| R2 |
12,836.3 |
12,836.3 |
12,547.4 |
|
| R1 |
12,665.7 |
12,665.7 |
12,521.2 |
12,608.0 |
| PP |
12,550.3 |
12,550.3 |
12,550.3 |
12,521.5 |
| S1 |
12,379.7 |
12,379.7 |
12,468.8 |
12,322.0 |
| S2 |
12,264.3 |
12,264.3 |
12,442.6 |
|
| S3 |
11,978.3 |
12,093.7 |
12,416.4 |
|
| S4 |
11,692.3 |
11,807.7 |
12,337.7 |
|
|
| 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 |
12,721.0 |
11,829.0 |
892.0 |
7.1% |
319.2 |
2.6% |
75% |
True |
False |
75,044 |
| 10 |
12,721.0 |
11,829.0 |
892.0 |
7.1% |
357.4 |
2.9% |
75% |
True |
False |
84,847 |
| 20 |
13,590.0 |
11,829.0 |
1,761.0 |
14.1% |
332.8 |
2.7% |
38% |
False |
False |
70,838 |
| 40 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
260.3 |
2.1% |
31% |
False |
False |
35,691 |
| 60 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
225.4 |
1.8% |
31% |
False |
False |
23,800 |
| 80 |
13,957.0 |
11,829.0 |
2,128.0 |
17.0% |
215.7 |
1.7% |
31% |
False |
False |
17,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,936.5 |
|
2.618 |
13,469.7 |
|
1.618 |
13,183.7 |
|
1.000 |
13,007.0 |
|
0.618 |
12,897.7 |
|
HIGH |
12,721.0 |
|
0.618 |
12,611.7 |
|
0.500 |
12,578.0 |
|
0.382 |
12,544.3 |
|
LOW |
12,435.0 |
|
0.618 |
12,258.3 |
|
1.000 |
12,149.0 |
|
1.618 |
11,972.3 |
|
2.618 |
11,686.3 |
|
4.250 |
11,219.5 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,578.0 |
12,499.0 |
| PP |
12,550.3 |
12,497.7 |
| S1 |
12,522.7 |
12,496.3 |
|