| 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 |
1,662.5 |
1,671.8 |
9.3 |
0.6% |
1,802.0 |
| High |
1,697.8 |
1,731.8 |
34.0 |
2.0% |
1,830.0 |
| Low |
1,653.6 |
1,647.5 |
-6.1 |
-0.4% |
1,662.0 |
| Close |
1,668.4 |
1,720.8 |
52.4 |
3.1% |
1,686.1 |
| Range |
44.2 |
84.3 |
40.1 |
90.7% |
168.0 |
| ATR |
49.7 |
52.2 |
2.5 |
5.0% |
0.0 |
| Volume |
279,805 |
312,199 |
32,394 |
11.6% |
1,094,890 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,952.9 |
1,921.2 |
1,767.2 |
|
| R3 |
1,868.6 |
1,836.9 |
1,744.0 |
|
| R2 |
1,784.3 |
1,784.3 |
1,736.3 |
|
| R1 |
1,752.6 |
1,752.6 |
1,728.5 |
1,768.5 |
| PP |
1,700.0 |
1,700.0 |
1,700.0 |
1,708.0 |
| S1 |
1,668.3 |
1,668.3 |
1,713.1 |
1,684.2 |
| S2 |
1,615.7 |
1,615.7 |
1,705.3 |
|
| S3 |
1,531.4 |
1,584.0 |
1,697.6 |
|
| S4 |
1,447.1 |
1,499.7 |
1,674.4 |
|
|
| 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 |
1,783.5 |
1,647.5 |
136.0 |
7.9% |
63.6 |
3.7% |
54% |
False |
True |
281,194 |
| 10 |
1,861.7 |
1,647.5 |
214.2 |
12.4% |
56.0 |
3.3% |
34% |
False |
True |
245,423 |
| 20 |
1,935.4 |
1,647.5 |
287.9 |
16.7% |
51.9 |
3.0% |
25% |
False |
True |
191,915 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
22.7% |
45.9 |
2.7% |
19% |
False |
True |
96,107 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
22.7% |
42.8 |
2.5% |
19% |
False |
True |
64,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,090.1 |
|
2.618 |
1,952.5 |
|
1.618 |
1,868.2 |
|
1.000 |
1,816.1 |
|
0.618 |
1,783.9 |
|
HIGH |
1,731.8 |
|
0.618 |
1,699.6 |
|
0.500 |
1,689.7 |
|
0.382 |
1,679.7 |
|
LOW |
1,647.5 |
|
0.618 |
1,595.4 |
|
1.000 |
1,563.2 |
|
1.618 |
1,511.1 |
|
2.618 |
1,426.8 |
|
4.250 |
1,289.2 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,710.4 |
1,710.4 |
| PP |
1,700.0 |
1,700.0 |
| S1 |
1,689.7 |
1,689.7 |
|