| 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 |
1,351.3160 |
1,338.0740 |
-13.2420 |
-1.0% |
1,300.3390 |
| High |
1,354.8130 |
1,371.9300 |
17.1170 |
1.3% |
1,400.0110 |
| Low |
1,289.8910 |
1,317.4810 |
27.5900 |
2.1% |
1,265.8040 |
| Close |
1,337.9730 |
1,330.9890 |
-6.9840 |
-0.5% |
1,330.9890 |
| Range |
64.9220 |
54.4490 |
-10.4730 |
-16.1% |
134.2070 |
| ATR |
106.3163 |
102.6115 |
-3.7048 |
-3.5% |
0.0000 |
| Volume |
726,252 |
849,147 |
122,895 |
16.9% |
3,472,608 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.4803 |
1,471.6837 |
1,360.9360 |
|
| R3 |
1,449.0313 |
1,417.2347 |
1,345.9625 |
|
| R2 |
1,394.5823 |
1,394.5823 |
1,340.9713 |
|
| R1 |
1,362.7857 |
1,362.7857 |
1,335.9802 |
1,351.4595 |
| PP |
1,340.1333 |
1,340.1333 |
1,340.1333 |
1,334.4703 |
| S1 |
1,308.3367 |
1,308.3367 |
1,325.9978 |
1,297.0105 |
| S2 |
1,285.6843 |
1,285.6843 |
1,321.0067 |
|
| S3 |
1,231.2353 |
1,253.8877 |
1,316.0155 |
|
| S4 |
1,176.7863 |
1,199.4387 |
1,301.0421 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.8890 |
1,667.1460 |
1,404.8029 |
|
| R3 |
1,600.6820 |
1,532.9390 |
1,367.8959 |
|
| R2 |
1,466.4750 |
1,466.4750 |
1,355.5936 |
|
| R1 |
1,398.7320 |
1,398.7320 |
1,343.2913 |
1,432.6035 |
| PP |
1,332.2680 |
1,332.2680 |
1,332.2680 |
1,349.2038 |
| S1 |
1,264.5250 |
1,264.5250 |
1,318.6867 |
1,298.3965 |
| S2 |
1,198.0610 |
1,198.0610 |
1,306.3844 |
|
| S3 |
1,063.8540 |
1,130.3180 |
1,294.0821 |
|
| S4 |
929.6470 |
996.1110 |
1,257.1752 |
|
|
| 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 |
1,265.8040 |
134.2070 |
10.1% |
75.9254 |
5.7% |
49% |
False |
False |
694,521 |
| 10 |
1,475.4060 |
1,222.8790 |
252.5270 |
19.0% |
91.2887 |
6.9% |
43% |
False |
False |
736,353 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.4% |
104.4321 |
7.8% |
19% |
False |
False |
701,735 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
60.5% |
112.3976 |
8.4% |
13% |
False |
False |
680,856 |
| 60 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
76.4% |
122.2808 |
9.2% |
31% |
False |
False |
700,286 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
86.1% |
126.0981 |
9.5% |
39% |
False |
False |
712,612 |
| 100 |
2,447.9500 |
883.1590 |
1,564.7910 |
117.6% |
135.3610 |
10.2% |
29% |
False |
False |
674,631 |
| 120 |
3,176.1690 |
883.1590 |
2,293.0100 |
172.3% |
142.9444 |
10.7% |
20% |
False |
False |
607,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,603.3383 |
|
2.618 |
1,514.4775 |
|
1.618 |
1,460.0285 |
|
1.000 |
1,426.3790 |
|
0.618 |
1,405.5795 |
|
HIGH |
1,371.9300 |
|
0.618 |
1,351.1305 |
|
0.500 |
1,344.7055 |
|
0.382 |
1,338.2805 |
|
LOW |
1,317.4810 |
|
0.618 |
1,283.8315 |
|
1.000 |
1,263.0320 |
|
1.618 |
1,229.3825 |
|
2.618 |
1,174.9335 |
|
4.250 |
1,086.0728 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.7055 |
1,326.9483 |
| PP |
1,340.1333 |
1,322.9077 |
| S1 |
1,335.5612 |
1,318.8670 |
|