| 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 |
3,716.25 |
3,826.75 |
110.50 |
3.0% |
3,731.50 |
| High |
3,838.50 |
3,848.50 |
10.00 |
0.3% |
3,778.00 |
| Low |
3,714.00 |
3,763.00 |
49.00 |
1.3% |
3,622.50 |
| Close |
3,832.25 |
3,823.00 |
-9.25 |
-0.2% |
3,628.00 |
| Range |
124.50 |
85.50 |
-39.00 |
-31.3% |
155.50 |
| ATR |
97.83 |
96.95 |
-0.88 |
-0.9% |
0.00 |
| Volume |
2,747 |
4,525 |
1,778 |
64.7% |
16,713 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,068.00 |
4,031.00 |
3,870.00 |
|
| R3 |
3,982.50 |
3,945.50 |
3,846.50 |
|
| R2 |
3,897.00 |
3,897.00 |
3,838.75 |
|
| R1 |
3,860.00 |
3,860.00 |
3,830.75 |
3,835.75 |
| PP |
3,811.50 |
3,811.50 |
3,811.50 |
3,799.50 |
| S1 |
3,774.50 |
3,774.50 |
3,815.25 |
3,750.25 |
| S2 |
3,726.00 |
3,726.00 |
3,807.25 |
|
| S3 |
3,640.50 |
3,689.00 |
3,799.50 |
|
| S4 |
3,555.00 |
3,603.50 |
3,776.00 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,142.75 |
4,040.75 |
3,713.50 |
|
| R3 |
3,987.25 |
3,885.25 |
3,670.75 |
|
| R2 |
3,831.75 |
3,831.75 |
3,656.50 |
|
| R1 |
3,729.75 |
3,729.75 |
3,642.25 |
3,703.00 |
| PP |
3,676.25 |
3,676.25 |
3,676.25 |
3,662.75 |
| S1 |
3,574.25 |
3,574.25 |
3,613.75 |
3,547.50 |
| S2 |
3,520.75 |
3,520.75 |
3,599.50 |
|
| S3 |
3,365.25 |
3,418.75 |
3,585.25 |
|
| S4 |
3,209.75 |
3,263.25 |
3,542.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,848.50 |
3,598.75 |
249.75 |
6.5% |
112.50 |
2.9% |
90% |
True |
False |
3,447 |
| 10 |
3,861.75 |
3,598.75 |
263.00 |
6.9% |
105.75 |
2.8% |
85% |
False |
False |
4,032 |
| 20 |
4,194.25 |
3,598.75 |
595.50 |
15.6% |
97.75 |
2.6% |
38% |
False |
False |
2,776 |
| 40 |
4,373.50 |
3,598.75 |
774.75 |
20.3% |
85.25 |
2.2% |
29% |
False |
False |
1,649 |
| 60 |
4,373.50 |
3,598.75 |
774.75 |
20.3% |
79.75 |
2.1% |
29% |
False |
False |
1,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,212.00 |
|
2.618 |
4,072.25 |
|
1.618 |
3,986.75 |
|
1.000 |
3,934.00 |
|
0.618 |
3,901.25 |
|
HIGH |
3,848.50 |
|
0.618 |
3,815.75 |
|
0.500 |
3,805.75 |
|
0.382 |
3,795.75 |
|
LOW |
3,763.00 |
|
0.618 |
3,710.25 |
|
1.000 |
3,677.50 |
|
1.618 |
3,624.75 |
|
2.618 |
3,539.25 |
|
4.250 |
3,399.50 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,817.25 |
3,790.00 |
| PP |
3,811.50 |
3,756.75 |
| S1 |
3,805.75 |
3,723.50 |
|