| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,324.0 |
3,355.0 |
31.0 |
0.9% |
3,499.0 |
| High |
3,365.0 |
3,358.0 |
-7.0 |
-0.2% |
3,533.0 |
| Low |
3,254.0 |
3,243.0 |
-11.0 |
-0.3% |
3,324.0 |
| Close |
3,332.0 |
3,268.0 |
-64.0 |
-1.9% |
3,343.0 |
| Range |
111.0 |
115.0 |
4.0 |
3.6% |
209.0 |
| ATR |
82.4 |
84.8 |
2.3 |
2.8% |
0.0 |
| Volume |
1,455,224 |
1,297,677 |
-157,547 |
-10.8% |
4,731,441 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,634.7 |
3,566.3 |
3,331.3 |
|
| R3 |
3,519.7 |
3,451.3 |
3,299.6 |
|
| R2 |
3,404.7 |
3,404.7 |
3,289.1 |
|
| R1 |
3,336.3 |
3,336.3 |
3,278.5 |
3,313.0 |
| PP |
3,289.7 |
3,289.7 |
3,289.7 |
3,278.0 |
| S1 |
3,221.3 |
3,221.3 |
3,257.5 |
3,198.0 |
| S2 |
3,174.7 |
3,174.7 |
3,246.9 |
|
| S3 |
3,059.7 |
3,106.3 |
3,236.4 |
|
| S4 |
2,944.7 |
2,991.3 |
3,204.8 |
|
|
| 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 |
3,446.0 |
3,243.0 |
203.0 |
6.2% |
103.0 |
3.2% |
12% |
False |
True |
1,273,572 |
| 10 |
3,533.0 |
3,243.0 |
290.0 |
8.9% |
92.5 |
2.8% |
9% |
False |
True |
1,099,025 |
| 20 |
3,678.0 |
3,243.0 |
435.0 |
13.3% |
84.1 |
2.6% |
6% |
False |
True |
949,026 |
| 40 |
3,810.0 |
3,243.0 |
567.0 |
17.4% |
68.5 |
2.1% |
4% |
False |
True |
480,541 |
| 60 |
3,810.0 |
3,243.0 |
567.0 |
17.4% |
62.1 |
1.9% |
4% |
False |
True |
322,150 |
| 80 |
3,810.0 |
3,243.0 |
567.0 |
17.4% |
59.7 |
1.8% |
4% |
False |
True |
242,915 |
| 100 |
3,815.0 |
3,243.0 |
572.0 |
17.5% |
50.9 |
1.6% |
4% |
False |
True |
194,706 |
| 120 |
3,833.0 |
3,243.0 |
590.0 |
18.1% |
44.0 |
1.3% |
4% |
False |
True |
163,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.8 |
|
2.618 |
3,659.1 |
|
1.618 |
3,544.1 |
|
1.000 |
3,473.0 |
|
0.618 |
3,429.1 |
|
HIGH |
3,358.0 |
|
0.618 |
3,314.1 |
|
0.500 |
3,300.5 |
|
0.382 |
3,286.9 |
|
LOW |
3,243.0 |
|
0.618 |
3,171.9 |
|
1.000 |
3,128.0 |
|
1.618 |
3,056.9 |
|
2.618 |
2,941.9 |
|
4.250 |
2,754.3 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,300.5 |
3,317.5 |
| PP |
3,289.7 |
3,301.0 |
| S1 |
3,278.8 |
3,284.5 |
|