Trading Metrics calculated at close of trading on 28-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,629.2 |
1,636.5 |
7.3 |
0.4% |
1,685.4 |
High |
1,650.1 |
1,671.6 |
21.5 |
1.3% |
1,696.9 |
Low |
1,628.7 |
1,622.2 |
-6.5 |
-0.4% |
1,646.6 |
Close |
1,636.2 |
1,670.0 |
33.8 |
2.1% |
1,655.6 |
Range |
21.4 |
49.4 |
28.0 |
130.8% |
50.3 |
ATR |
26.3 |
27.9 |
1.7 |
6.3% |
0.0 |
Volume |
197,058 |
279,817 |
82,759 |
42.0% |
997,366 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.8 |
1,785.8 |
1,697.2 |
|
R3 |
1,753.4 |
1,736.4 |
1,683.6 |
|
R2 |
1,704.0 |
1,704.0 |
1,679.1 |
|
R1 |
1,687.0 |
1,687.0 |
1,674.5 |
1,695.5 |
PP |
1,654.6 |
1,654.6 |
1,654.6 |
1,658.9 |
S1 |
1,637.6 |
1,637.6 |
1,665.5 |
1,646.1 |
S2 |
1,605.2 |
1,605.2 |
1,660.9 |
|
S3 |
1,555.8 |
1,588.2 |
1,656.4 |
|
S4 |
1,506.4 |
1,538.8 |
1,642.8 |
|
|
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 |
1,693.5 |
1,622.2 |
71.3 |
4.3% |
33.8 |
2.0% |
67% |
False |
True |
236,212 |
10 |
1,707.8 |
1,622.2 |
85.6 |
5.1% |
31.3 |
1.9% |
56% |
False |
True |
217,942 |
20 |
1,746.4 |
1,622.2 |
124.2 |
7.4% |
27.8 |
1.7% |
38% |
False |
True |
199,929 |
40 |
1,824.6 |
1,622.2 |
202.4 |
12.1% |
24.5 |
1.5% |
24% |
False |
True |
167,658 |
60 |
1,824.6 |
1,622.2 |
202.4 |
12.1% |
24.5 |
1.5% |
24% |
False |
True |
139,676 |
80 |
1,900.8 |
1,622.2 |
278.6 |
16.7% |
25.3 |
1.5% |
17% |
False |
True |
107,841 |
100 |
1,916.8 |
1,622.2 |
294.6 |
17.6% |
25.3 |
1.5% |
16% |
False |
True |
86,861 |
120 |
2,024.3 |
1,622.2 |
402.1 |
24.1% |
25.6 |
1.5% |
12% |
False |
True |
72,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,881.6 |
2.618 |
1,800.9 |
1.618 |
1,751.5 |
1.000 |
1,721.0 |
0.618 |
1,702.1 |
HIGH |
1,671.6 |
0.618 |
1,652.7 |
0.500 |
1,646.9 |
0.382 |
1,641.1 |
LOW |
1,622.2 |
0.618 |
1,591.7 |
1.000 |
1,572.8 |
1.618 |
1,542.3 |
2.618 |
1,492.9 |
4.250 |
1,412.3 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,662.3 |
1,662.3 |
PP |
1,654.6 |
1,654.6 |
S1 |
1,646.9 |
1,646.9 |
|