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 |
3,349.0 |
3,324.0 |
-25.0 |
-0.7% |
3,499.0 |
High |
3,392.0 |
3,365.0 |
-27.0 |
-0.8% |
3,533.0 |
Low |
3,285.0 |
3,254.0 |
-31.0 |
-0.9% |
3,324.0 |
Close |
3,327.0 |
3,332.0 |
5.0 |
0.2% |
3,343.0 |
Range |
107.0 |
111.0 |
4.0 |
3.7% |
209.0 |
ATR |
80.2 |
82.4 |
2.2 |
2.7% |
0.0 |
Volume |
1,195,288 |
1,455,224 |
259,936 |
21.7% |
4,731,441 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,650.0 |
3,602.0 |
3,393.1 |
|
R3 |
3,539.0 |
3,491.0 |
3,362.5 |
|
R2 |
3,428.0 |
3,428.0 |
3,352.4 |
|
R1 |
3,380.0 |
3,380.0 |
3,342.2 |
3,404.0 |
PP |
3,317.0 |
3,317.0 |
3,317.0 |
3,329.0 |
S1 |
3,269.0 |
3,269.0 |
3,321.8 |
3,293.0 |
S2 |
3,206.0 |
3,206.0 |
3,311.7 |
|
S3 |
3,095.0 |
3,158.0 |
3,301.5 |
|
S4 |
2,984.0 |
3,047.0 |
3,271.0 |
|
|
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 |
3,492.0 |
3,254.0 |
238.0 |
7.1% |
97.4 |
2.9% |
33% |
False |
True |
1,211,434 |
10 |
3,579.0 |
3,254.0 |
325.0 |
9.8% |
87.3 |
2.6% |
24% |
False |
True |
1,067,562 |
20 |
3,678.0 |
3,254.0 |
424.0 |
12.7% |
82.7 |
2.5% |
18% |
False |
True |
885,062 |
40 |
3,810.0 |
3,254.0 |
556.0 |
16.7% |
66.6 |
2.0% |
14% |
False |
True |
448,112 |
60 |
3,810.0 |
3,254.0 |
556.0 |
16.7% |
60.9 |
1.8% |
14% |
False |
True |
300,576 |
80 |
3,810.0 |
3,254.0 |
556.0 |
16.7% |
58.6 |
1.8% |
14% |
False |
True |
226,696 |
100 |
3,815.0 |
3,254.0 |
561.0 |
16.8% |
49.8 |
1.5% |
14% |
False |
True |
181,730 |
120 |
3,833.0 |
3,254.0 |
579.0 |
17.4% |
43.0 |
1.3% |
13% |
False |
True |
152,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,836.8 |
2.618 |
3,655.6 |
1.618 |
3,544.6 |
1.000 |
3,476.0 |
0.618 |
3,433.6 |
HIGH |
3,365.0 |
0.618 |
3,322.6 |
0.500 |
3,309.5 |
0.382 |
3,296.4 |
LOW |
3,254.0 |
0.618 |
3,185.4 |
1.000 |
3,143.0 |
1.618 |
3,074.4 |
2.618 |
2,963.4 |
4.250 |
2,782.3 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,324.5 |
3,329.0 |
PP |
3,317.0 |
3,326.0 |
S1 |
3,309.5 |
3,323.0 |
|