Trading Metrics calculated at close of trading on 30-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
19,571.68 |
19,505.58 |
-66.10 |
-0.3% |
18,857.62 |
High |
19,729.79 |
20,152.65 |
422.86 |
2.1% |
20,360.82 |
Low |
18,874.58 |
19,218.45 |
343.87 |
1.8% |
18,505.32 |
Close |
19,505.58 |
19,416.50 |
-89.08 |
-0.5% |
19,416.50 |
Range |
855.21 |
934.20 |
78.99 |
9.2% |
1,855.50 |
ATR |
1,102.99 |
1,090.93 |
-12.06 |
-1.1% |
0.00 |
Volume |
72,952 |
80,315 |
7,363 |
10.1% |
365,275 |
|
Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,398.47 |
21,841.68 |
19,930.31 |
|
R3 |
21,464.27 |
20,907.48 |
19,673.41 |
|
R2 |
20,530.07 |
20,530.07 |
19,587.77 |
|
R1 |
19,973.28 |
19,973.28 |
19,502.14 |
19,784.58 |
PP |
19,595.87 |
19,595.87 |
19,595.87 |
19,501.51 |
S1 |
19,039.08 |
19,039.08 |
19,330.87 |
18,850.38 |
S2 |
18,661.67 |
18,661.67 |
19,245.23 |
|
S3 |
17,727.47 |
18,104.88 |
19,159.60 |
|
S4 |
16,793.27 |
17,170.68 |
18,902.69 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,994.05 |
24,060.77 |
20,437.03 |
|
R3 |
23,138.55 |
22,205.27 |
19,926.76 |
|
R2 |
21,283.05 |
21,283.05 |
19,756.68 |
|
R1 |
20,349.77 |
20,349.77 |
19,586.59 |
20,816.41 |
PP |
19,427.55 |
19,427.55 |
19,427.55 |
19,660.87 |
S1 |
18,494.27 |
18,494.27 |
19,246.41 |
18,960.91 |
S2 |
17,572.05 |
17,572.05 |
19,076.33 |
|
S3 |
15,716.55 |
16,638.77 |
18,906.24 |
|
S4 |
13,861.05 |
14,783.27 |
18,395.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,360.82 |
18,505.32 |
1,855.50 |
9.6% |
1,034.45 |
5.3% |
49% |
False |
False |
73,055 |
10 |
20,360.82 |
18,222.21 |
2,138.61 |
11.0% |
1,097.77 |
5.7% |
56% |
False |
False |
71,073 |
20 |
22,718.84 |
18,222.21 |
4,496.63 |
23.2% |
1,130.64 |
5.8% |
27% |
False |
False |
62,123 |
40 |
25,198.76 |
18,222.21 |
6,976.55 |
35.9% |
1,065.22 |
5.5% |
17% |
False |
False |
54,516 |
60 |
25,198.76 |
18,222.21 |
6,976.55 |
35.9% |
1,163.22 |
6.0% |
17% |
False |
False |
53,573 |
80 |
30,655.74 |
17,614.34 |
13,041.40 |
67.2% |
1,307.51 |
6.7% |
14% |
False |
False |
55,345 |
100 |
32,329.54 |
17,614.34 |
14,715.20 |
75.8% |
1,439.08 |
7.4% |
12% |
False |
False |
51,036 |
120 |
42,946.95 |
17,614.34 |
25,332.61 |
130.5% |
1,554.46 |
8.0% |
7% |
False |
False |
46,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,123.00 |
2.618 |
22,598.39 |
1.618 |
21,664.19 |
1.000 |
21,086.85 |
0.618 |
20,729.99 |
HIGH |
20,152.65 |
0.618 |
19,795.79 |
0.500 |
19,685.55 |
0.382 |
19,575.31 |
LOW |
19,218.45 |
0.618 |
18,641.11 |
1.000 |
18,284.25 |
1.618 |
17,706.91 |
2.618 |
16,772.71 |
4.250 |
15,248.10 |
|
|
Fisher Pivots for day following 30-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,685.55 |
19,387.33 |
PP |
19,595.87 |
19,358.16 |
S1 |
19,506.18 |
19,328.99 |
|