| 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 |
11,544.00 |
11,220.00 |
-324.00 |
-2.8% |
11,362.50 |
| High |
11,567.25 |
11,357.25 |
-210.00 |
-1.8% |
11,613.50 |
| Low |
11,091.50 |
11,024.25 |
-67.25 |
-0.6% |
11,024.25 |
| Close |
11,228.25 |
11,035.50 |
-192.75 |
-1.7% |
11,035.50 |
| Range |
475.75 |
333.00 |
-142.75 |
-30.0% |
589.25 |
| ATR |
348.20 |
347.11 |
-1.09 |
-0.3% |
0.00 |
| Volume |
891,823 |
878,168 |
-13,655 |
-1.5% |
4,318,659 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,138.00 |
11,919.75 |
11,218.75 |
|
| R3 |
11,805.00 |
11,586.75 |
11,127.00 |
|
| R2 |
11,472.00 |
11,472.00 |
11,096.50 |
|
| R1 |
11,253.75 |
11,253.75 |
11,066.00 |
11,196.50 |
| PP |
11,139.00 |
11,139.00 |
11,139.00 |
11,110.25 |
| S1 |
10,920.75 |
10,920.75 |
11,005.00 |
10,863.50 |
| S2 |
10,806.00 |
10,806.00 |
10,974.50 |
|
| S3 |
10,473.00 |
10,587.75 |
10,944.00 |
|
| S4 |
10,140.00 |
10,254.75 |
10,852.25 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,992.25 |
12,603.00 |
11,359.50 |
|
| R3 |
12,403.00 |
12,013.75 |
11,197.50 |
|
| R2 |
11,813.75 |
11,813.75 |
11,143.50 |
|
| R1 |
11,424.50 |
11,424.50 |
11,089.50 |
11,324.50 |
| PP |
11,224.50 |
11,224.50 |
11,224.50 |
11,174.50 |
| S1 |
10,835.25 |
10,835.25 |
10,981.50 |
10,735.25 |
| S2 |
10,635.25 |
10,635.25 |
10,927.50 |
|
| S3 |
10,046.00 |
10,246.00 |
10,873.50 |
|
| S4 |
9,456.75 |
9,656.75 |
10,711.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,613.50 |
11,024.25 |
589.25 |
5.3% |
379.25 |
3.4% |
2% |
False |
True |
863,731 |
| 10 |
12,140.50 |
11,024.25 |
1,116.25 |
10.1% |
358.50 |
3.2% |
1% |
False |
True |
806,472 |
| 20 |
12,992.00 |
11,024.25 |
1,967.75 |
17.8% |
352.50 |
3.2% |
1% |
False |
True |
591,063 |
| 40 |
13,822.00 |
11,024.25 |
2,797.75 |
25.4% |
319.00 |
2.9% |
0% |
False |
True |
296,114 |
| 60 |
13,822.00 |
11,024.25 |
2,797.75 |
25.4% |
319.25 |
2.9% |
0% |
False |
True |
197,629 |
| 80 |
13,822.00 |
11,024.25 |
2,797.75 |
25.4% |
332.25 |
3.0% |
0% |
False |
True |
148,368 |
| 100 |
13,822.00 |
11,024.25 |
2,797.75 |
25.4% |
344.50 |
3.1% |
0% |
False |
True |
118,702 |
| 120 |
14,440.00 |
11,024.25 |
3,415.75 |
31.0% |
357.50 |
3.2% |
0% |
False |
True |
98,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,772.50 |
|
2.618 |
12,229.00 |
|
1.618 |
11,896.00 |
|
1.000 |
11,690.25 |
|
0.618 |
11,563.00 |
|
HIGH |
11,357.25 |
|
0.618 |
11,230.00 |
|
0.500 |
11,190.75 |
|
0.382 |
11,151.50 |
|
LOW |
11,024.25 |
|
0.618 |
10,818.50 |
|
1.000 |
10,691.25 |
|
1.618 |
10,485.50 |
|
2.618 |
10,152.50 |
|
4.250 |
9,609.00 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,190.75 |
11,319.00 |
| PP |
11,139.00 |
11,224.50 |
| S1 |
11,087.25 |
11,130.00 |
|