| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
19,395 |
19,190 |
-205 |
-1.1% |
18,615 |
| High |
20,180 |
19,690 |
-490 |
-2.4% |
20,345 |
| Low |
19,130 |
18,785 |
-345 |
-1.8% |
18,370 |
| Close |
19,425 |
19,525 |
100 |
0.5% |
19,425 |
| Range |
1,050 |
905 |
-145 |
-13.8% |
1,975 |
| ATR |
1,149 |
1,131 |
-17 |
-1.5% |
0 |
| Volume |
12,261 |
12,200 |
-61 |
-0.5% |
42,797 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,048 |
21,692 |
20,023 |
|
| R3 |
21,143 |
20,787 |
19,774 |
|
| R2 |
20,238 |
20,238 |
19,691 |
|
| R1 |
19,882 |
19,882 |
19,608 |
20,060 |
| PP |
19,333 |
19,333 |
19,333 |
19,423 |
| S1 |
18,977 |
18,977 |
19,442 |
19,155 |
| S2 |
18,428 |
18,428 |
19,359 |
|
| S3 |
17,523 |
18,072 |
19,276 |
|
| S4 |
16,618 |
17,167 |
19,027 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,305 |
24,340 |
20,511 |
|
| R3 |
23,330 |
22,365 |
19,968 |
|
| R2 |
21,355 |
21,355 |
19,787 |
|
| R1 |
20,390 |
20,390 |
19,606 |
20,873 |
| PP |
19,380 |
19,380 |
19,380 |
19,621 |
| S1 |
18,415 |
18,415 |
19,244 |
18,898 |
| S2 |
17,405 |
17,405 |
19,063 |
|
| S3 |
15,430 |
16,440 |
18,882 |
|
| S4 |
13,455 |
14,465 |
18,339 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,345 |
18,370 |
1,975 |
10.1% |
1,151 |
5.9% |
58% |
False |
False |
9,970 |
| 10 |
20,345 |
18,085 |
2,260 |
11.6% |
1,099 |
5.6% |
64% |
False |
False |
5,893 |
| 20 |
22,920 |
18,085 |
4,835 |
24.8% |
1,195 |
6.1% |
30% |
False |
False |
3,235 |
| 40 |
25,325 |
18,085 |
7,240 |
37.1% |
1,071 |
5.5% |
20% |
False |
False |
1,850 |
| 60 |
25,325 |
18,085 |
7,240 |
37.1% |
1,043 |
5.3% |
20% |
False |
False |
1,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,536 |
|
2.618 |
22,059 |
|
1.618 |
21,154 |
|
1.000 |
20,595 |
|
0.618 |
20,249 |
|
HIGH |
19,690 |
|
0.618 |
19,344 |
|
0.500 |
19,238 |
|
0.382 |
19,131 |
|
LOW |
18,785 |
|
0.618 |
18,226 |
|
1.000 |
17,880 |
|
1.618 |
17,321 |
|
2.618 |
16,416 |
|
4.250 |
14,939 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,429 |
19,503 |
| PP |
19,333 |
19,480 |
| S1 |
19,238 |
19,458 |
|