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 |
7,026.0 |
6,979.0 |
-47.0 |
-0.7% |
7,249.0 |
High |
7,086.0 |
7,059.0 |
-27.0 |
-0.4% |
7,340.5 |
Low |
6,945.0 |
6,844.5 |
-100.5 |
-1.4% |
6,986.0 |
Close |
7,003.0 |
7,013.0 |
10.0 |
0.1% |
7,017.0 |
Range |
141.0 |
214.5 |
73.5 |
52.1% |
354.5 |
ATR |
107.4 |
115.1 |
7.6 |
7.1% |
0.0 |
Volume |
148,071 |
189,670 |
41,599 |
28.1% |
520,275 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,615.5 |
7,529.0 |
7,131.0 |
|
R3 |
7,401.0 |
7,314.5 |
7,072.0 |
|
R2 |
7,186.5 |
7,186.5 |
7,052.5 |
|
R1 |
7,100.0 |
7,100.0 |
7,032.5 |
7,143.0 |
PP |
6,972.0 |
6,972.0 |
6,972.0 |
6,994.0 |
S1 |
6,885.5 |
6,885.5 |
6,993.5 |
6,929.0 |
S2 |
6,757.5 |
6,757.5 |
6,973.5 |
|
S3 |
6,543.0 |
6,671.0 |
6,954.0 |
|
S4 |
6,328.5 |
6,456.5 |
6,895.0 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,178.0 |
7,952.0 |
7,212.0 |
|
R3 |
7,823.5 |
7,597.5 |
7,114.5 |
|
R2 |
7,469.0 |
7,469.0 |
7,082.0 |
|
R1 |
7,243.0 |
7,243.0 |
7,049.5 |
7,179.0 |
PP |
7,114.5 |
7,114.5 |
7,114.5 |
7,082.5 |
S1 |
6,888.5 |
6,888.5 |
6,984.5 |
6,824.0 |
S2 |
6,760.0 |
6,760.0 |
6,952.0 |
|
S3 |
6,405.5 |
6,534.0 |
6,919.5 |
|
S4 |
6,051.0 |
6,179.5 |
6,822.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,255.0 |
6,844.5 |
410.5 |
5.9% |
162.0 |
2.3% |
41% |
False |
True |
164,269 |
10 |
7,343.5 |
6,844.5 |
499.0 |
7.1% |
124.5 |
1.8% |
34% |
False |
True |
126,400 |
20 |
7,529.5 |
6,844.5 |
685.0 |
9.8% |
116.0 |
1.7% |
25% |
False |
True |
112,001 |
40 |
7,580.0 |
6,844.5 |
735.5 |
10.5% |
79.5 |
1.1% |
23% |
False |
True |
56,030 |
60 |
7,580.0 |
6,844.5 |
735.5 |
10.5% |
56.0 |
0.8% |
23% |
False |
True |
37,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,970.5 |
2.618 |
7,620.5 |
1.618 |
7,406.0 |
1.000 |
7,273.5 |
0.618 |
7,191.5 |
HIGH |
7,059.0 |
0.618 |
6,977.0 |
0.500 |
6,952.0 |
0.382 |
6,926.5 |
LOW |
6,844.5 |
0.618 |
6,712.0 |
1.000 |
6,630.0 |
1.618 |
6,497.5 |
2.618 |
6,283.0 |
4.250 |
5,933.0 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
6,992.5 |
6,997.0 |
PP |
6,972.0 |
6,981.0 |
S1 |
6,952.0 |
6,965.0 |
|