| 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 |
3,347.0 |
3,349.0 |
2.0 |
0.1% |
3,499.0 |
| High |
3,374.0 |
3,392.0 |
18.0 |
0.5% |
3,533.0 |
| Low |
3,314.0 |
3,285.0 |
-29.0 |
-0.9% |
3,324.0 |
| Close |
3,338.0 |
3,327.0 |
-11.0 |
-0.3% |
3,343.0 |
| Range |
60.0 |
107.0 |
47.0 |
78.3% |
209.0 |
| ATR |
78.2 |
80.2 |
2.1 |
2.6% |
0.0 |
| Volume |
1,126,929 |
1,195,288 |
68,359 |
6.1% |
4,731,441 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,655.7 |
3,598.3 |
3,385.9 |
|
| R3 |
3,548.7 |
3,491.3 |
3,356.4 |
|
| R2 |
3,441.7 |
3,441.7 |
3,346.6 |
|
| R1 |
3,384.3 |
3,384.3 |
3,336.8 |
3,359.5 |
| PP |
3,334.7 |
3,334.7 |
3,334.7 |
3,322.3 |
| S1 |
3,277.3 |
3,277.3 |
3,317.2 |
3,252.5 |
| S2 |
3,227.7 |
3,227.7 |
3,307.4 |
|
| S3 |
3,120.7 |
3,170.3 |
3,297.6 |
|
| S4 |
3,013.7 |
3,063.3 |
3,268.2 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,027.0 |
3,894.0 |
3,458.0 |
|
| R3 |
3,818.0 |
3,685.0 |
3,400.5 |
|
| R2 |
3,609.0 |
3,609.0 |
3,381.3 |
|
| R1 |
3,476.0 |
3,476.0 |
3,362.2 |
3,438.0 |
| PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,381.0 |
| S1 |
3,267.0 |
3,267.0 |
3,323.8 |
3,229.0 |
| S2 |
3,191.0 |
3,191.0 |
3,304.7 |
|
| S3 |
2,982.0 |
3,058.0 |
3,285.5 |
|
| S4 |
2,773.0 |
2,849.0 |
3,228.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,516.0 |
3,285.0 |
231.0 |
6.9% |
94.4 |
2.8% |
18% |
False |
True |
1,085,305 |
| 10 |
3,585.0 |
3,285.0 |
300.0 |
9.0% |
81.0 |
2.4% |
14% |
False |
True |
1,061,654 |
| 20 |
3,678.0 |
3,285.0 |
393.0 |
11.8% |
81.4 |
2.4% |
11% |
False |
True |
812,927 |
| 40 |
3,810.0 |
3,285.0 |
525.0 |
15.8% |
64.6 |
1.9% |
8% |
False |
True |
411,799 |
| 60 |
3,810.0 |
3,285.0 |
525.0 |
15.8% |
60.9 |
1.8% |
8% |
False |
True |
276,336 |
| 80 |
3,810.0 |
3,285.0 |
525.0 |
15.8% |
57.2 |
1.7% |
8% |
False |
True |
208,543 |
| 100 |
3,815.0 |
3,285.0 |
530.0 |
15.9% |
48.6 |
1.5% |
8% |
False |
True |
167,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.8 |
|
2.618 |
3,672.1 |
|
1.618 |
3,565.1 |
|
1.000 |
3,499.0 |
|
0.618 |
3,458.1 |
|
HIGH |
3,392.0 |
|
0.618 |
3,351.1 |
|
0.500 |
3,338.5 |
|
0.382 |
3,325.9 |
|
LOW |
3,285.0 |
|
0.618 |
3,218.9 |
|
1.000 |
3,178.0 |
|
1.618 |
3,111.9 |
|
2.618 |
3,004.9 |
|
4.250 |
2,830.3 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,338.5 |
3,365.5 |
| PP |
3,334.7 |
3,352.7 |
| S1 |
3,330.8 |
3,339.8 |
|