Trading Metrics calculated at close of trading on 27-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,683.0 |
1,662.5 |
-20.5 |
-1.2% |
1,802.0 |
High |
1,710.9 |
1,697.8 |
-13.1 |
-0.8% |
1,830.0 |
Low |
1,656.6 |
1,653.6 |
-3.0 |
-0.2% |
1,662.0 |
Close |
1,662.5 |
1,668.4 |
5.9 |
0.4% |
1,686.1 |
Range |
54.3 |
44.2 |
-10.1 |
-18.6% |
168.0 |
ATR |
50.1 |
49.7 |
-0.4 |
-0.8% |
0.0 |
Volume |
289,775 |
279,805 |
-9,970 |
-3.4% |
1,094,890 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.9 |
1,781.3 |
1,692.7 |
|
R3 |
1,761.7 |
1,737.1 |
1,680.6 |
|
R2 |
1,717.5 |
1,717.5 |
1,676.5 |
|
R1 |
1,692.9 |
1,692.9 |
1,672.5 |
1,705.2 |
PP |
1,673.3 |
1,673.3 |
1,673.3 |
1,679.4 |
S1 |
1,648.7 |
1,648.7 |
1,664.3 |
1,661.0 |
S2 |
1,629.1 |
1,629.1 |
1,660.3 |
|
S3 |
1,584.9 |
1,604.5 |
1,656.2 |
|
S4 |
1,540.7 |
1,560.3 |
1,644.1 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,230.0 |
2,126.1 |
1,778.5 |
|
R3 |
2,062.0 |
1,958.1 |
1,732.3 |
|
R2 |
1,894.0 |
1,894.0 |
1,716.9 |
|
R1 |
1,790.1 |
1,790.1 |
1,701.5 |
1,758.1 |
PP |
1,726.0 |
1,726.0 |
1,726.0 |
1,710.0 |
S1 |
1,622.1 |
1,622.1 |
1,670.7 |
1,590.1 |
S2 |
1,558.0 |
1,558.0 |
1,655.3 |
|
S3 |
1,390.0 |
1,454.1 |
1,639.9 |
|
S4 |
1,222.0 |
1,286.1 |
1,593.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,825.6 |
1,653.6 |
172.0 |
10.3% |
59.7 |
3.6% |
9% |
False |
True |
266,937 |
10 |
1,861.7 |
1,653.6 |
208.1 |
12.5% |
50.7 |
3.0% |
7% |
False |
True |
239,426 |
20 |
1,935.4 |
1,653.6 |
281.8 |
16.9% |
50.6 |
3.0% |
5% |
False |
True |
176,337 |
40 |
2,038.8 |
1,653.6 |
385.2 |
23.1% |
44.6 |
2.7% |
4% |
False |
True |
88,304 |
60 |
2,038.8 |
1,653.6 |
385.2 |
23.1% |
42.4 |
2.5% |
4% |
False |
True |
58,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,885.7 |
2.618 |
1,813.5 |
1.618 |
1,769.3 |
1.000 |
1,742.0 |
0.618 |
1,725.1 |
HIGH |
1,697.8 |
0.618 |
1,680.9 |
0.500 |
1,675.7 |
0.382 |
1,670.5 |
LOW |
1,653.6 |
0.618 |
1,626.3 |
1.000 |
1,609.4 |
1.618 |
1,582.1 |
2.618 |
1,537.9 |
4.250 |
1,465.8 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,675.7 |
1,693.9 |
PP |
1,673.3 |
1,685.4 |
S1 |
1,670.8 |
1,676.9 |
|