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 |
7,041.0 |
6,902.0 |
-139.0 |
-2.0% |
7,026.0 |
High |
7,052.0 |
6,968.5 |
-83.5 |
-1.2% |
7,086.0 |
Low |
6,841.5 |
6,829.0 |
-12.5 |
-0.2% |
6,829.0 |
Close |
6,877.0 |
6,914.5 |
37.5 |
0.5% |
6,914.5 |
Range |
210.5 |
139.5 |
-71.0 |
-33.7% |
257.0 |
ATR |
121.9 |
123.2 |
1.3 |
1.0% |
0.0 |
Volume |
165,088 |
167,585 |
2,497 |
1.5% |
853,352 |
|
Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,322.5 |
7,258.0 |
6,991.0 |
|
R3 |
7,183.0 |
7,118.5 |
6,953.0 |
|
R2 |
7,043.5 |
7,043.5 |
6,940.0 |
|
R1 |
6,979.0 |
6,979.0 |
6,927.5 |
7,011.0 |
PP |
6,904.0 |
6,904.0 |
6,904.0 |
6,920.0 |
S1 |
6,839.5 |
6,839.5 |
6,901.5 |
6,872.0 |
S2 |
6,764.5 |
6,764.5 |
6,889.0 |
|
S3 |
6,625.0 |
6,700.0 |
6,876.0 |
|
S4 |
6,485.5 |
6,560.5 |
6,838.0 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,714.0 |
7,571.5 |
7,056.0 |
|
R3 |
7,457.0 |
7,314.5 |
6,985.0 |
|
R2 |
7,200.0 |
7,200.0 |
6,961.5 |
|
R1 |
7,057.5 |
7,057.5 |
6,938.0 |
7,000.0 |
PP |
6,943.0 |
6,943.0 |
6,943.0 |
6,914.5 |
S1 |
6,800.5 |
6,800.5 |
6,891.0 |
6,743.0 |
S2 |
6,686.0 |
6,686.0 |
6,867.5 |
|
S3 |
6,429.0 |
6,543.5 |
6,844.0 |
|
S4 |
6,172.0 |
6,286.5 |
6,773.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,086.0 |
6,829.0 |
257.0 |
3.7% |
167.5 |
2.4% |
33% |
False |
True |
170,670 |
10 |
7,340.5 |
6,829.0 |
511.5 |
7.4% |
144.5 |
2.1% |
17% |
False |
True |
137,362 |
20 |
7,529.5 |
6,829.0 |
700.5 |
10.1% |
122.0 |
1.8% |
12% |
False |
True |
128,622 |
40 |
7,580.0 |
6,829.0 |
751.0 |
10.9% |
87.5 |
1.3% |
11% |
False |
True |
64,346 |
60 |
7,580.0 |
6,829.0 |
751.0 |
10.9% |
61.5 |
0.9% |
11% |
False |
True |
42,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,561.5 |
2.618 |
7,333.5 |
1.618 |
7,194.0 |
1.000 |
7,108.0 |
0.618 |
7,054.5 |
HIGH |
6,968.5 |
0.618 |
6,915.0 |
0.500 |
6,899.0 |
0.382 |
6,882.5 |
LOW |
6,829.0 |
0.618 |
6,743.0 |
1.000 |
6,689.5 |
1.618 |
6,603.5 |
2.618 |
6,464.0 |
4.250 |
6,236.0 |
|
|
Fisher Pivots for day following 30-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
6,909.0 |
6,944.0 |
PP |
6,904.0 |
6,934.0 |
S1 |
6,899.0 |
6,924.5 |
|