| 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 |
1,671.8 |
1,721.2 |
49.4 |
3.0% |
1,802.0 |
| High |
1,731.8 |
1,724.9 |
-6.9 |
-0.4% |
1,830.0 |
| Low |
1,647.5 |
1,658.2 |
10.7 |
0.6% |
1,662.0 |
| Close |
1,720.8 |
1,682.1 |
-38.7 |
-2.2% |
1,686.1 |
| Range |
84.3 |
66.7 |
-17.6 |
-20.9% |
168.0 |
| ATR |
52.2 |
53.2 |
1.0 |
2.0% |
0.0 |
| Volume |
312,199 |
266,908 |
-45,291 |
-14.5% |
1,094,890 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,888.5 |
1,852.0 |
1,718.8 |
|
| R3 |
1,821.8 |
1,785.3 |
1,700.4 |
|
| R2 |
1,755.1 |
1,755.1 |
1,694.3 |
|
| R1 |
1,718.6 |
1,718.6 |
1,688.2 |
1,703.5 |
| PP |
1,688.4 |
1,688.4 |
1,688.4 |
1,680.9 |
| S1 |
1,651.9 |
1,651.9 |
1,676.0 |
1,636.8 |
| S2 |
1,621.7 |
1,621.7 |
1,669.9 |
|
| S3 |
1,555.0 |
1,585.2 |
1,663.8 |
|
| S4 |
1,488.3 |
1,518.5 |
1,645.4 |
|
|
| 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 |
1,734.2 |
1,647.5 |
86.7 |
5.2% |
64.3 |
3.8% |
40% |
False |
False |
285,012 |
| 10 |
1,830.0 |
1,647.5 |
182.5 |
10.8% |
58.8 |
3.5% |
19% |
False |
False |
248,690 |
| 20 |
1,935.4 |
1,647.5 |
287.9 |
17.1% |
53.8 |
3.2% |
12% |
False |
False |
205,249 |
| 40 |
2,038.8 |
1,647.5 |
391.3 |
23.3% |
46.7 |
2.8% |
9% |
False |
False |
102,776 |
| 60 |
2,038.8 |
1,647.5 |
391.3 |
23.3% |
43.3 |
2.6% |
9% |
False |
False |
68,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,008.4 |
|
2.618 |
1,899.5 |
|
1.618 |
1,832.8 |
|
1.000 |
1,791.6 |
|
0.618 |
1,766.1 |
|
HIGH |
1,724.9 |
|
0.618 |
1,699.4 |
|
0.500 |
1,691.6 |
|
0.382 |
1,683.7 |
|
LOW |
1,658.2 |
|
0.618 |
1,617.0 |
|
1.000 |
1,591.5 |
|
1.618 |
1,550.3 |
|
2.618 |
1,483.6 |
|
4.250 |
1,374.7 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,691.6 |
1,689.7 |
| PP |
1,688.4 |
1,687.1 |
| S1 |
1,685.3 |
1,684.6 |
|