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 |
1,643.42 |
1,622.26 |
-21.16 |
-1.3% |
1,675.07 |
High |
1,647.95 |
1,640.65 |
-7.30 |
-0.4% |
1,685.79 |
Low |
1,621.44 |
1,621.10 |
-0.34 |
0.0% |
1,640.90 |
Close |
1,622.65 |
1,628.82 |
6.17 |
0.4% |
1,643.72 |
Range |
26.51 |
19.55 |
-6.96 |
-26.3% |
44.89 |
ATR |
23.54 |
23.26 |
-0.29 |
-1.2% |
0.00 |
Volume |
7,772 |
7,854 |
82 |
1.1% |
43,016 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.84 |
1,678.38 |
1,639.57 |
|
R3 |
1,669.29 |
1,658.83 |
1,634.20 |
|
R2 |
1,649.74 |
1,649.74 |
1,632.40 |
|
R1 |
1,639.28 |
1,639.28 |
1,630.61 |
1,644.51 |
PP |
1,630.19 |
1,630.19 |
1,630.19 |
1,632.81 |
S1 |
1,619.73 |
1,619.73 |
1,627.03 |
1,624.96 |
S2 |
1,610.64 |
1,610.64 |
1,625.24 |
|
S3 |
1,591.09 |
1,600.18 |
1,623.44 |
|
S4 |
1,571.54 |
1,580.63 |
1,618.07 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,791.47 |
1,762.49 |
1,668.41 |
|
R3 |
1,746.58 |
1,717.60 |
1,656.06 |
|
R2 |
1,701.69 |
1,701.69 |
1,651.95 |
|
R1 |
1,672.71 |
1,672.71 |
1,647.83 |
1,664.76 |
PP |
1,656.80 |
1,656.80 |
1,656.80 |
1,652.83 |
S1 |
1,627.82 |
1,627.82 |
1,639.61 |
1,619.87 |
S2 |
1,611.91 |
1,611.91 |
1,635.49 |
|
S3 |
1,567.02 |
1,582.93 |
1,631.38 |
|
S4 |
1,522.13 |
1,538.04 |
1,619.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,685.79 |
1,621.10 |
64.69 |
4.0% |
27.04 |
1.7% |
12% |
False |
True |
8,169 |
10 |
1,706.09 |
1,621.10 |
84.99 |
5.2% |
24.64 |
1.5% |
9% |
False |
True |
8,423 |
20 |
1,739.95 |
1,621.10 |
118.85 |
7.3% |
23.76 |
1.5% |
6% |
False |
True |
8,134 |
40 |
1,805.22 |
1,621.10 |
184.12 |
11.3% |
21.42 |
1.3% |
4% |
False |
True |
7,026 |
60 |
1,811.73 |
1,621.10 |
190.63 |
11.7% |
21.68 |
1.3% |
4% |
False |
True |
7,020 |
80 |
1,877.31 |
1,621.10 |
256.21 |
15.7% |
21.88 |
1.3% |
3% |
False |
True |
7,082 |
100 |
1,895.53 |
1,621.10 |
274.43 |
16.8% |
22.35 |
1.4% |
3% |
False |
True |
7,084 |
120 |
1,996.96 |
1,621.10 |
375.86 |
23.1% |
22.79 |
1.4% |
2% |
False |
True |
7,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.74 |
2.618 |
1,691.83 |
1.618 |
1,672.28 |
1.000 |
1,660.20 |
0.618 |
1,652.73 |
HIGH |
1,640.65 |
0.618 |
1,633.18 |
0.500 |
1,630.88 |
0.382 |
1,628.57 |
LOW |
1,621.10 |
0.618 |
1,609.02 |
1.000 |
1,601.55 |
1.618 |
1,589.47 |
2.618 |
1,569.92 |
4.250 |
1,538.01 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,630.88 |
1,647.90 |
PP |
1,630.19 |
1,641.54 |
S1 |
1,629.51 |
1,635.18 |
|