| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,324.9200 |
1,351.3160 |
26.3960 |
2.0% |
1,437.4940 |
| High |
1,353.8030 |
1,354.8130 |
1.0100 |
0.1% |
1,475.4060 |
| Low |
1,265.8040 |
1,289.8910 |
24.0870 |
1.9% |
1,222.8790 |
| Close |
1,350.4040 |
1,337.9730 |
-12.4310 |
-0.9% |
1,300.6530 |
| Range |
87.9990 |
64.9220 |
-23.0770 |
-26.2% |
252.5270 |
| ATR |
109.5004 |
106.3163 |
-3.1842 |
-2.9% |
0.0000 |
| Volume |
1,001,296 |
726,252 |
-275,044 |
-27.5% |
3,890,927 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.3250 |
1,495.0710 |
1,373.6801 |
|
| R3 |
1,457.4030 |
1,430.1490 |
1,355.8266 |
|
| R2 |
1,392.4810 |
1,392.4810 |
1,349.8754 |
|
| R1 |
1,365.2270 |
1,365.2270 |
1,343.9242 |
1,346.3930 |
| PP |
1,327.5590 |
1,327.5590 |
1,327.5590 |
1,318.1420 |
| S1 |
1,300.3050 |
1,300.3050 |
1,332.0218 |
1,281.4710 |
| S2 |
1,262.6370 |
1,262.6370 |
1,326.0706 |
|
| S3 |
1,197.7150 |
1,235.3830 |
1,320.1195 |
|
| S4 |
1,132.7930 |
1,170.4610 |
1,302.2659 |
|
|
| 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 |
1,264.2300 |
135.7810 |
10.1% |
83.5942 |
6.2% |
54% |
False |
False |
718,168 |
| 10 |
1,504.0060 |
1,222.8790 |
281.1270 |
21.0% |
95.2104 |
7.1% |
41% |
False |
False |
742,691 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.2% |
105.1286 |
7.9% |
20% |
False |
False |
694,500 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
60.2% |
113.0610 |
8.5% |
14% |
False |
False |
676,356 |
| 60 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
76.0% |
123.0052 |
9.2% |
32% |
False |
False |
698,855 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
85.6% |
126.4296 |
9.4% |
40% |
False |
False |
708,380 |
| 100 |
2,455.9690 |
883.1590 |
1,572.8100 |
117.6% |
137.3461 |
10.3% |
29% |
False |
False |
677,004 |
| 120 |
3,307.2140 |
883.1590 |
2,424.0550 |
181.2% |
145.2648 |
10.9% |
19% |
False |
False |
600,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,630.7315 |
|
2.618 |
1,524.7788 |
|
1.618 |
1,459.8568 |
|
1.000 |
1,419.7350 |
|
0.618 |
1,394.9348 |
|
HIGH |
1,354.8130 |
|
0.618 |
1,330.0128 |
|
0.500 |
1,322.3520 |
|
0.382 |
1,314.6912 |
|
LOW |
1,289.8910 |
|
0.618 |
1,249.7692 |
|
1.000 |
1,224.9690 |
|
1.618 |
1,184.8472 |
|
2.618 |
1,119.9252 |
|
4.250 |
1,013.9725 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.7660 |
1,336.2845 |
| PP |
1,327.5590 |
1,334.5960 |
| S1 |
1,322.3520 |
1,332.9075 |
|