| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,300.3390 |
1,325.1680 |
24.8290 |
1.9% |
1,437.4940 |
| High |
1,348.5490 |
1,400.0110 |
51.4620 |
3.8% |
1,475.4060 |
| Low |
1,271.6930 |
1,304.6100 |
32.9170 |
2.6% |
1,222.8790 |
| Close |
1,325.1660 |
1,324.8950 |
-0.2710 |
0.0% |
1,300.6530 |
| Range |
76.8560 |
95.4010 |
18.5450 |
24.1% |
252.5270 |
| ATR |
112.3662 |
111.1544 |
-1.2118 |
-1.1% |
0.0000 |
| Volume |
9,669 |
886,244 |
876,575 |
9,065.8% |
3,890,927 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,629.3750 |
1,572.5360 |
1,377.3656 |
|
| R3 |
1,533.9740 |
1,477.1350 |
1,351.1303 |
|
| R2 |
1,438.5730 |
1,438.5730 |
1,342.3852 |
|
| R1 |
1,381.7340 |
1,381.7340 |
1,333.6401 |
1,362.4530 |
| PP |
1,343.1720 |
1,343.1720 |
1,343.1720 |
1,333.5315 |
| S1 |
1,286.3330 |
1,286.3330 |
1,316.1499 |
1,267.0520 |
| S2 |
1,247.7710 |
1,247.7710 |
1,307.4048 |
|
| S3 |
1,152.3700 |
1,190.9320 |
1,298.6597 |
|
| S4 |
1,056.9690 |
1,095.5310 |
1,272.4245 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.5603 |
1,948.1337 |
1,439.5429 |
|
| R3 |
1,838.0333 |
1,695.6067 |
1,370.0979 |
|
| R2 |
1,585.5063 |
1,585.5063 |
1,346.9496 |
|
| R1 |
1,443.0797 |
1,443.0797 |
1,323.8013 |
1,388.0295 |
| PP |
1,332.9793 |
1,332.9793 |
1,332.9793 |
1,305.4543 |
| S1 |
1,190.5527 |
1,190.5527 |
1,277.5047 |
1,135.5025 |
| S2 |
1,080.4523 |
1,080.4523 |
1,254.3564 |
|
| S3 |
827.9253 |
938.0257 |
1,231.2081 |
|
| S4 |
575.3983 |
685.4987 |
1,161.7632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.0110 |
1,222.8790 |
177.1320 |
13.4% |
91.3894 |
6.9% |
58% |
True |
False |
807,531 |
| 10 |
1,652.8470 |
1,222.8790 |
429.9680 |
32.5% |
104.9881 |
7.9% |
24% |
False |
False |
737,631 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.6% |
108.7540 |
8.2% |
18% |
False |
False |
707,263 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
60.8% |
114.2858 |
8.6% |
13% |
False |
False |
665,948 |
| 60 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
76.8% |
122.9159 |
9.3% |
31% |
False |
False |
695,576 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
86.5% |
128.4890 |
9.7% |
39% |
False |
False |
693,340 |
| 100 |
2,756.1220 |
883.1590 |
1,872.9630 |
141.4% |
141.7769 |
10.7% |
24% |
False |
False |
664,232 |
| 120 |
3,311.4080 |
883.1590 |
2,428.2490 |
183.3% |
145.9501 |
11.0% |
18% |
False |
False |
592,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,805.4653 |
|
2.618 |
1,649.7708 |
|
1.618 |
1,554.3698 |
|
1.000 |
1,495.4120 |
|
0.618 |
1,458.9688 |
|
HIGH |
1,400.0110 |
|
0.618 |
1,363.5678 |
|
0.500 |
1,352.3105 |
|
0.382 |
1,341.0532 |
|
LOW |
1,304.6100 |
|
0.618 |
1,245.6522 |
|
1.000 |
1,209.2090 |
|
1.618 |
1,150.2512 |
|
2.618 |
1,054.8502 |
|
4.250 |
899.1558 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,352.3105 |
1,332.1205 |
| PP |
1,343.1720 |
1,329.7120 |
| S1 |
1,334.0335 |
1,327.3035 |
|