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 |
6,979.0 |
7,041.0 |
62.0 |
0.9% |
7,249.0 |
High |
7,059.0 |
7,052.0 |
-7.0 |
-0.1% |
7,340.5 |
Low |
6,844.5 |
6,841.5 |
-3.0 |
0.0% |
6,986.0 |
Close |
7,013.0 |
6,877.0 |
-136.0 |
-1.9% |
7,017.0 |
Range |
214.5 |
210.5 |
-4.0 |
-1.9% |
354.5 |
ATR |
115.1 |
121.9 |
6.8 |
5.9% |
0.0 |
Volume |
189,670 |
165,088 |
-24,582 |
-13.0% |
520,275 |
|
Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,555.0 |
7,426.5 |
6,993.0 |
|
R3 |
7,344.5 |
7,216.0 |
6,935.0 |
|
R2 |
7,134.0 |
7,134.0 |
6,915.5 |
|
R1 |
7,005.5 |
7,005.5 |
6,896.5 |
6,964.5 |
PP |
6,923.5 |
6,923.5 |
6,923.5 |
6,903.0 |
S1 |
6,795.0 |
6,795.0 |
6,857.5 |
6,754.0 |
S2 |
6,713.0 |
6,713.0 |
6,838.5 |
|
S3 |
6,502.5 |
6,584.5 |
6,819.0 |
|
S4 |
6,292.0 |
6,374.0 |
6,761.0 |
|
|
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 |
7,203.5 |
6,841.5 |
362.0 |
5.3% |
183.0 |
2.7% |
10% |
False |
True |
174,548 |
10 |
7,340.5 |
6,841.5 |
499.0 |
7.3% |
138.5 |
2.0% |
7% |
False |
True |
133,082 |
20 |
7,529.5 |
6,841.5 |
688.0 |
10.0% |
121.0 |
1.8% |
5% |
False |
True |
120,249 |
40 |
7,580.0 |
6,841.5 |
738.5 |
10.7% |
85.0 |
1.2% |
5% |
False |
True |
60,157 |
60 |
7,580.0 |
6,841.5 |
738.5 |
10.7% |
59.5 |
0.9% |
5% |
False |
True |
40,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,946.5 |
2.618 |
7,603.0 |
1.618 |
7,392.5 |
1.000 |
7,262.5 |
0.618 |
7,182.0 |
HIGH |
7,052.0 |
0.618 |
6,971.5 |
0.500 |
6,947.0 |
0.382 |
6,922.0 |
LOW |
6,841.5 |
0.618 |
6,711.5 |
1.000 |
6,631.0 |
1.618 |
6,501.0 |
2.618 |
6,290.5 |
4.250 |
5,947.0 |
|
|
Fisher Pivots for day following 29-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
6,947.0 |
6,964.0 |
PP |
6,923.5 |
6,935.0 |
S1 |
6,900.0 |
6,906.0 |
|