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 |
1,659.38 |
1,660.13 |
0.75 |
0.0% |
1,643.42 |
High |
1,663.63 |
1,674.11 |
10.48 |
0.6% |
1,674.11 |
Low |
1,641.94 |
1,659.30 |
17.36 |
1.1% |
1,616.14 |
Close |
1,660.25 |
1,660.66 |
0.41 |
0.0% |
1,660.66 |
Range |
21.69 |
14.81 |
-6.88 |
-31.7% |
57.97 |
ATR |
24.63 |
23.93 |
-0.70 |
-2.8% |
0.00 |
Volume |
7,952 |
8,247 |
295 |
3.7% |
39,583 |
|
Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.12 |
1,699.70 |
1,668.81 |
|
R3 |
1,694.31 |
1,684.89 |
1,664.73 |
|
R2 |
1,679.50 |
1,679.50 |
1,663.38 |
|
R1 |
1,670.08 |
1,670.08 |
1,662.02 |
1,674.79 |
PP |
1,664.69 |
1,664.69 |
1,664.69 |
1,667.05 |
S1 |
1,655.27 |
1,655.27 |
1,659.30 |
1,659.98 |
S2 |
1,649.88 |
1,649.88 |
1,657.94 |
|
S3 |
1,635.07 |
1,640.46 |
1,656.59 |
|
S4 |
1,620.26 |
1,625.65 |
1,652.51 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,824.21 |
1,800.41 |
1,692.54 |
|
R3 |
1,766.24 |
1,742.44 |
1,676.60 |
|
R2 |
1,708.27 |
1,708.27 |
1,671.29 |
|
R1 |
1,684.47 |
1,684.47 |
1,665.97 |
1,696.37 |
PP |
1,650.30 |
1,650.30 |
1,650.30 |
1,656.26 |
S1 |
1,626.50 |
1,626.50 |
1,655.35 |
1,638.40 |
S2 |
1,592.33 |
1,592.33 |
1,650.03 |
|
S3 |
1,534.36 |
1,568.53 |
1,644.72 |
|
S4 |
1,476.39 |
1,510.56 |
1,628.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.11 |
1,616.14 |
57.97 |
3.5% |
25.65 |
1.5% |
77% |
True |
False |
7,916 |
10 |
1,685.79 |
1,616.14 |
69.65 |
4.2% |
25.46 |
1.5% |
64% |
False |
False |
8,259 |
20 |
1,733.96 |
1,616.14 |
117.82 |
7.1% |
25.08 |
1.5% |
38% |
False |
False |
8,440 |
40 |
1,805.22 |
1,616.14 |
189.08 |
11.4% |
21.65 |
1.3% |
24% |
False |
False |
7,192 |
60 |
1,805.22 |
1,616.14 |
189.08 |
11.4% |
21.42 |
1.3% |
24% |
False |
False |
7,062 |
80 |
1,877.31 |
1,616.14 |
261.17 |
15.7% |
22.33 |
1.3% |
17% |
False |
False |
7,099 |
100 |
1,877.31 |
1,616.14 |
261.17 |
15.7% |
22.20 |
1.3% |
17% |
False |
False |
7,122 |
120 |
1,996.96 |
1,616.14 |
380.82 |
22.9% |
22.97 |
1.4% |
12% |
False |
False |
7,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,737.05 |
2.618 |
1,712.88 |
1.618 |
1,698.07 |
1.000 |
1,688.92 |
0.618 |
1,683.26 |
HIGH |
1,674.11 |
0.618 |
1,668.45 |
0.500 |
1,666.71 |
0.382 |
1,664.96 |
LOW |
1,659.30 |
0.618 |
1,650.15 |
1.000 |
1,644.49 |
1.618 |
1,635.34 |
2.618 |
1,620.53 |
4.250 |
1,596.36 |
|
|
Fisher Pivots for day following 30-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,666.71 |
1,655.48 |
PP |
1,664.69 |
1,650.30 |
S1 |
1,662.68 |
1,645.13 |
|