| 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 |
20,385 |
20,085 |
-300 |
-1.5% |
18,615 |
| High |
20,450 |
20,515 |
65 |
0.3% |
20,345 |
| Low |
19,740 |
19,870 |
130 |
0.7% |
18,370 |
| Close |
20,140 |
20,025 |
-115 |
-0.6% |
19,425 |
| Range |
710 |
645 |
-65 |
-9.2% |
1,975 |
| ATR |
1,094 |
1,062 |
-32 |
-2.9% |
0 |
| Volume |
9,665 |
9,200 |
-465 |
-4.8% |
42,797 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,072 |
21,693 |
20,380 |
|
| R3 |
21,427 |
21,048 |
20,202 |
|
| R2 |
20,782 |
20,782 |
20,143 |
|
| R1 |
20,403 |
20,403 |
20,084 |
20,270 |
| PP |
20,137 |
20,137 |
20,137 |
20,070 |
| S1 |
19,758 |
19,758 |
19,966 |
19,625 |
| S2 |
19,492 |
19,492 |
19,907 |
|
| S3 |
18,847 |
19,113 |
19,848 |
|
| S4 |
18,202 |
18,468 |
19,670 |
|
|
| 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 |
20,535 |
18,785 |
1,750 |
8.7% |
866 |
4.3% |
71% |
False |
False |
11,011 |
| 10 |
20,535 |
18,370 |
2,165 |
10.8% |
990 |
4.9% |
76% |
False |
False |
8,738 |
| 20 |
22,920 |
18,085 |
4,835 |
24.1% |
1,164 |
5.8% |
40% |
False |
False |
4,679 |
| 40 |
25,325 |
18,085 |
7,240 |
36.2% |
1,056 |
5.3% |
27% |
False |
False |
2,613 |
| 60 |
25,325 |
18,085 |
7,240 |
36.2% |
1,054 |
5.3% |
27% |
False |
False |
1,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,256 |
|
2.618 |
22,204 |
|
1.618 |
21,559 |
|
1.000 |
21,160 |
|
0.618 |
20,914 |
|
HIGH |
20,515 |
|
0.618 |
20,269 |
|
0.500 |
20,193 |
|
0.382 |
20,116 |
|
LOW |
19,870 |
|
0.618 |
19,471 |
|
1.000 |
19,225 |
|
1.618 |
18,826 |
|
2.618 |
18,181 |
|
4.250 |
17,129 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,193 |
20,025 |
| PP |
20,137 |
20,025 |
| S1 |
20,081 |
20,025 |
|