| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
3,825.00 |
3,781.50 |
-43.50 |
-1.1% |
3,620.00 |
| High |
3,847.50 |
3,794.75 |
-52.75 |
-1.4% |
3,848.50 |
| Low |
3,779.25 |
3,661.00 |
-118.25 |
-3.1% |
3,598.75 |
| Close |
3,785.50 |
3,681.75 |
-103.75 |
-2.7% |
3,681.75 |
| Range |
68.25 |
133.75 |
65.50 |
96.0% |
249.75 |
| ATR |
94.90 |
97.67 |
2.78 |
2.9% |
0.00 |
| Volume |
4,793 |
2,800 |
-1,993 |
-41.6% |
17,688 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,113.75 |
4,031.50 |
3,755.25 |
|
| R3 |
3,980.00 |
3,897.75 |
3,718.50 |
|
| R2 |
3,846.25 |
3,846.25 |
3,706.25 |
|
| R1 |
3,764.00 |
3,764.00 |
3,694.00 |
3,738.25 |
| PP |
3,712.50 |
3,712.50 |
3,712.50 |
3,699.50 |
| S1 |
3,630.25 |
3,630.25 |
3,669.50 |
3,604.50 |
| S2 |
3,578.75 |
3,578.75 |
3,657.25 |
|
| S3 |
3,445.00 |
3,496.50 |
3,645.00 |
|
| S4 |
3,311.25 |
3,362.75 |
3,608.25 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,459.00 |
4,320.00 |
3,819.00 |
|
| R3 |
4,209.25 |
4,070.25 |
3,750.50 |
|
| R2 |
3,959.50 |
3,959.50 |
3,727.50 |
|
| R1 |
3,820.50 |
3,820.50 |
3,704.75 |
3,890.00 |
| PP |
3,709.75 |
3,709.75 |
3,709.75 |
3,744.50 |
| S1 |
3,570.75 |
3,570.75 |
3,658.75 |
3,640.25 |
| S2 |
3,460.00 |
3,460.00 |
3,636.00 |
|
| S3 |
3,210.25 |
3,321.00 |
3,613.00 |
|
| S4 |
2,960.50 |
3,071.25 |
3,544.50 |
|
|
| 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 |
6.8% |
110.50 |
3.0% |
33% |
False |
False |
3,537 |
| 10 |
3,848.50 |
3,598.75 |
249.75 |
6.8% |
107.00 |
2.9% |
33% |
False |
False |
3,440 |
| 20 |
4,194.25 |
3,598.75 |
595.50 |
16.2% |
100.75 |
2.7% |
14% |
False |
False |
3,011 |
| 40 |
4,373.50 |
3,598.75 |
774.75 |
21.0% |
86.50 |
2.4% |
11% |
False |
False |
1,789 |
| 60 |
4,373.50 |
3,598.75 |
774.75 |
21.0% |
80.25 |
2.2% |
11% |
False |
False |
1,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,363.25 |
|
2.618 |
4,145.00 |
|
1.618 |
4,011.25 |
|
1.000 |
3,928.50 |
|
0.618 |
3,877.50 |
|
HIGH |
3,794.75 |
|
0.618 |
3,743.75 |
|
0.500 |
3,728.00 |
|
0.382 |
3,712.00 |
|
LOW |
3,661.00 |
|
0.618 |
3,578.25 |
|
1.000 |
3,527.25 |
|
1.618 |
3,444.50 |
|
2.618 |
3,310.75 |
|
4.250 |
3,092.50 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,728.00 |
3,754.75 |
| PP |
3,712.50 |
3,730.50 |
| S1 |
3,697.00 |
3,706.00 |
|