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 |
1,669.0 |
1,669.5 |
0.5 |
0.0% |
1,651.0 |
High |
1,673.1 |
1,684.4 |
11.3 |
0.7% |
1,684.4 |
Low |
1,649.3 |
1,667.5 |
18.2 |
1.1% |
1,622.2 |
Close |
1,668.6 |
1,672.0 |
3.4 |
0.2% |
1,672.0 |
Range |
23.8 |
16.9 |
-6.9 |
-29.0% |
62.2 |
ATR |
27.6 |
26.9 |
-0.8 |
-2.8% |
0.0 |
Volume |
201,961 |
179,989 |
-21,972 |
-10.9% |
1,078,686 |
|
Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.3 |
1,715.6 |
1,681.3 |
|
R3 |
1,708.4 |
1,698.7 |
1,676.6 |
|
R2 |
1,691.5 |
1,691.5 |
1,675.1 |
|
R1 |
1,681.8 |
1,681.8 |
1,673.5 |
1,686.7 |
PP |
1,674.6 |
1,674.6 |
1,674.6 |
1,677.1 |
S1 |
1,664.9 |
1,664.9 |
1,670.5 |
1,669.8 |
S2 |
1,657.7 |
1,657.7 |
1,668.9 |
|
S3 |
1,640.8 |
1,648.0 |
1,667.4 |
|
S4 |
1,623.9 |
1,631.1 |
1,662.7 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.1 |
1,821.3 |
1,706.2 |
|
R3 |
1,783.9 |
1,759.1 |
1,689.1 |
|
R2 |
1,721.7 |
1,721.7 |
1,683.4 |
|
R1 |
1,696.9 |
1,696.9 |
1,677.7 |
1,709.3 |
PP |
1,659.5 |
1,659.5 |
1,659.5 |
1,665.8 |
S1 |
1,634.7 |
1,634.7 |
1,666.3 |
1,647.1 |
S2 |
1,597.3 |
1,597.3 |
1,660.6 |
|
S3 |
1,535.1 |
1,572.5 |
1,654.9 |
|
S4 |
1,472.9 |
1,510.3 |
1,637.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,684.4 |
1,622.2 |
62.2 |
3.7% |
28.2 |
1.7% |
80% |
True |
False |
215,737 |
10 |
1,696.9 |
1,622.2 |
74.7 |
4.5% |
28.7 |
1.7% |
67% |
False |
False |
207,605 |
20 |
1,746.4 |
1,622.2 |
124.2 |
7.4% |
27.8 |
1.7% |
40% |
False |
False |
200,259 |
40 |
1,824.6 |
1,622.2 |
202.4 |
12.1% |
24.2 |
1.4% |
25% |
False |
False |
169,581 |
60 |
1,824.6 |
1,622.2 |
202.4 |
12.1% |
24.2 |
1.4% |
25% |
False |
False |
144,590 |
80 |
1,900.8 |
1,622.2 |
278.6 |
16.7% |
25.3 |
1.5% |
18% |
False |
False |
112,447 |
100 |
1,900.8 |
1,622.2 |
278.6 |
16.7% |
25.1 |
1.5% |
18% |
False |
False |
90,612 |
120 |
2,024.3 |
1,622.2 |
402.1 |
24.0% |
25.6 |
1.5% |
12% |
False |
False |
75,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,756.2 |
2.618 |
1,728.6 |
1.618 |
1,711.7 |
1.000 |
1,701.3 |
0.618 |
1,694.8 |
HIGH |
1,684.4 |
0.618 |
1,677.9 |
0.500 |
1,676.0 |
0.382 |
1,674.0 |
LOW |
1,667.5 |
0.618 |
1,657.1 |
1.000 |
1,650.6 |
1.618 |
1,640.2 |
2.618 |
1,623.3 |
4.250 |
1,595.7 |
|
|
Fisher Pivots for day following 30-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,676.0 |
1,665.8 |
PP |
1,674.6 |
1,659.5 |
S1 |
1,673.3 |
1,653.3 |
|