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 |
3,355.0 |
3,285.0 |
-70.0 |
-2.1% |
3,347.0 |
High |
3,358.0 |
3,321.0 |
-37.0 |
-1.1% |
3,392.0 |
Low |
3,243.0 |
3,263.0 |
20.0 |
0.6% |
3,243.0 |
Close |
3,268.0 |
3,315.0 |
47.0 |
1.4% |
3,315.0 |
Range |
115.0 |
58.0 |
-57.0 |
-49.6% |
149.0 |
ATR |
84.8 |
82.9 |
-1.9 |
-2.3% |
0.0 |
Volume |
1,297,677 |
1,184,712 |
-112,965 |
-8.7% |
6,259,830 |
|
Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,473.7 |
3,452.3 |
3,346.9 |
|
R3 |
3,415.7 |
3,394.3 |
3,331.0 |
|
R2 |
3,357.7 |
3,357.7 |
3,325.6 |
|
R1 |
3,336.3 |
3,336.3 |
3,320.3 |
3,347.0 |
PP |
3,299.7 |
3,299.7 |
3,299.7 |
3,305.0 |
S1 |
3,278.3 |
3,278.3 |
3,309.7 |
3,289.0 |
S2 |
3,241.7 |
3,241.7 |
3,304.4 |
|
S3 |
3,183.7 |
3,220.3 |
3,299.1 |
|
S4 |
3,125.7 |
3,162.3 |
3,283.1 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,763.7 |
3,688.3 |
3,397.0 |
|
R3 |
3,614.7 |
3,539.3 |
3,356.0 |
|
R2 |
3,465.7 |
3,465.7 |
3,342.3 |
|
R1 |
3,390.3 |
3,390.3 |
3,328.7 |
3,353.5 |
PP |
3,316.7 |
3,316.7 |
3,316.7 |
3,298.3 |
S1 |
3,241.3 |
3,241.3 |
3,301.3 |
3,204.5 |
S2 |
3,167.7 |
3,167.7 |
3,287.7 |
|
S3 |
3,018.7 |
3,092.3 |
3,274.0 |
|
S4 |
2,869.7 |
2,943.3 |
3,233.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,392.0 |
3,243.0 |
149.0 |
4.5% |
90.2 |
2.7% |
48% |
False |
False |
1,251,966 |
10 |
3,533.0 |
3,243.0 |
290.0 |
8.7% |
93.5 |
2.8% |
25% |
False |
False |
1,099,127 |
20 |
3,678.0 |
3,243.0 |
435.0 |
13.1% |
84.7 |
2.6% |
17% |
False |
False |
1,006,768 |
40 |
3,810.0 |
3,243.0 |
567.0 |
17.1% |
69.4 |
2.1% |
13% |
False |
False |
509,748 |
60 |
3,810.0 |
3,243.0 |
567.0 |
17.1% |
62.4 |
1.9% |
13% |
False |
False |
341,826 |
80 |
3,810.0 |
3,243.0 |
567.0 |
17.1% |
59.8 |
1.8% |
13% |
False |
False |
257,724 |
100 |
3,815.0 |
3,243.0 |
572.0 |
17.3% |
51.5 |
1.6% |
13% |
False |
False |
206,393 |
120 |
3,833.0 |
3,243.0 |
590.0 |
17.8% |
43.8 |
1.3% |
12% |
False |
False |
172,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,567.5 |
2.618 |
3,472.8 |
1.618 |
3,414.8 |
1.000 |
3,379.0 |
0.618 |
3,356.8 |
HIGH |
3,321.0 |
0.618 |
3,298.8 |
0.500 |
3,292.0 |
0.382 |
3,285.2 |
LOW |
3,263.0 |
0.618 |
3,227.2 |
1.000 |
3,205.0 |
1.618 |
3,169.2 |
2.618 |
3,111.2 |
4.250 |
3,016.5 |
|
|
Fisher Pivots for day following 30-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,307.3 |
3,311.3 |
PP |
3,299.7 |
3,307.7 |
S1 |
3,292.0 |
3,304.0 |
|