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 |
1,651.0 |
1,629.2 |
-21.8 |
-1.3% |
1,685.4 |
High |
1,657.2 |
1,650.1 |
-7.1 |
-0.4% |
1,696.9 |
Low |
1,627.7 |
1,628.7 |
1.0 |
0.1% |
1,646.6 |
Close |
1,633.4 |
1,636.2 |
2.8 |
0.2% |
1,655.6 |
Range |
29.5 |
21.4 |
-8.1 |
-27.5% |
50.3 |
ATR |
26.6 |
26.3 |
-0.4 |
-1.4% |
0.0 |
Volume |
219,861 |
197,058 |
-22,803 |
-10.4% |
997,366 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.5 |
1,690.8 |
1,648.0 |
|
R3 |
1,681.1 |
1,669.4 |
1,642.1 |
|
R2 |
1,659.7 |
1,659.7 |
1,640.1 |
|
R1 |
1,648.0 |
1,648.0 |
1,638.2 |
1,653.9 |
PP |
1,638.3 |
1,638.3 |
1,638.3 |
1,641.3 |
S1 |
1,626.6 |
1,626.6 |
1,634.2 |
1,632.5 |
S2 |
1,616.9 |
1,616.9 |
1,632.3 |
|
S3 |
1,595.5 |
1,605.2 |
1,630.3 |
|
S4 |
1,574.1 |
1,583.8 |
1,624.4 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.3 |
1,786.7 |
1,683.3 |
|
R3 |
1,767.0 |
1,736.4 |
1,669.4 |
|
R2 |
1,716.7 |
1,716.7 |
1,664.8 |
|
R1 |
1,686.1 |
1,686.1 |
1,660.2 |
1,676.3 |
PP |
1,666.4 |
1,666.4 |
1,666.4 |
1,661.4 |
S1 |
1,635.8 |
1,635.8 |
1,651.0 |
1,626.0 |
S2 |
1,616.1 |
1,616.1 |
1,646.4 |
|
S3 |
1,565.8 |
1,585.5 |
1,641.8 |
|
S4 |
1,515.5 |
1,535.2 |
1,627.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,696.9 |
1,627.7 |
69.2 |
4.2% |
31.0 |
1.9% |
12% |
False |
False |
225,836 |
10 |
1,717.3 |
1,627.7 |
89.6 |
5.5% |
27.8 |
1.7% |
9% |
False |
False |
206,289 |
20 |
1,752.8 |
1,627.7 |
125.1 |
7.6% |
26.3 |
1.6% |
7% |
False |
False |
192,471 |
40 |
1,824.6 |
1,627.7 |
196.9 |
12.0% |
24.0 |
1.5% |
4% |
False |
False |
165,017 |
60 |
1,834.8 |
1,627.7 |
207.1 |
12.7% |
24.5 |
1.5% |
4% |
False |
False |
135,901 |
80 |
1,900.8 |
1,627.7 |
273.1 |
16.7% |
25.0 |
1.5% |
3% |
False |
False |
104,390 |
100 |
1,933.5 |
1,627.7 |
305.8 |
18.7% |
25.2 |
1.5% |
3% |
False |
False |
84,078 |
120 |
2,024.3 |
1,627.7 |
396.6 |
24.2% |
25.3 |
1.5% |
2% |
False |
False |
70,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,741.1 |
2.618 |
1,706.1 |
1.618 |
1,684.7 |
1.000 |
1,671.5 |
0.618 |
1,663.3 |
HIGH |
1,650.1 |
0.618 |
1,641.9 |
0.500 |
1,639.4 |
0.382 |
1,636.9 |
LOW |
1,628.7 |
0.618 |
1,615.5 |
1.000 |
1,607.3 |
1.618 |
1,594.1 |
2.618 |
1,572.7 |
4.250 |
1,537.8 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,639.4 |
1,656.4 |
PP |
1,638.3 |
1,649.6 |
S1 |
1,637.3 |
1,642.9 |
|