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 |
3,668.00 |
3,668.50 |
0.50 |
0.0% |
3,889.50 |
High |
3,733.00 |
3,751.25 |
18.25 |
0.5% |
3,936.25 |
Low |
3,635.25 |
3,613.00 |
-22.25 |
-0.6% |
3,660.25 |
Close |
3,661.00 |
3,732.00 |
71.00 |
1.9% |
3,709.00 |
Range |
97.75 |
138.25 |
40.50 |
41.4% |
276.00 |
ATR |
88.10 |
91.68 |
3.58 |
4.1% |
0.00 |
Volume |
2,963,065 |
2,780,935 |
-182,130 |
-6.1% |
12,389,474 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,113.50 |
4,061.00 |
3,808.00 |
|
R3 |
3,975.25 |
3,922.75 |
3,770.00 |
|
R2 |
3,837.00 |
3,837.00 |
3,757.25 |
|
R1 |
3,784.50 |
3,784.50 |
3,744.75 |
3,810.75 |
PP |
3,698.75 |
3,698.75 |
3,698.75 |
3,712.00 |
S1 |
3,646.25 |
3,646.25 |
3,719.25 |
3,672.50 |
S2 |
3,560.50 |
3,560.50 |
3,706.75 |
|
S3 |
3,422.25 |
3,508.00 |
3,694.00 |
|
S4 |
3,284.00 |
3,369.75 |
3,656.00 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.50 |
4,428.75 |
3,860.75 |
|
R3 |
4,320.50 |
4,152.75 |
3,785.00 |
|
R2 |
4,044.50 |
4,044.50 |
3,759.50 |
|
R1 |
3,876.75 |
3,876.75 |
3,734.25 |
3,822.50 |
PP |
3,768.50 |
3,768.50 |
3,768.50 |
3,741.50 |
S1 |
3,600.75 |
3,600.75 |
3,683.75 |
3,546.50 |
S2 |
3,492.50 |
3,492.50 |
3,658.50 |
|
S3 |
3,216.50 |
3,324.75 |
3,633.00 |
|
S4 |
2,940.50 |
3,048.75 |
3,557.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,833.00 |
3,613.00 |
220.00 |
5.9% |
100.25 |
2.7% |
54% |
False |
True |
2,827,057 |
10 |
3,977.50 |
3,613.00 |
364.50 |
9.8% |
93.25 |
2.5% |
33% |
False |
True |
2,623,744 |
20 |
4,175.00 |
3,613.00 |
562.00 |
15.1% |
92.25 |
2.5% |
21% |
False |
True |
1,829,753 |
40 |
4,345.75 |
3,613.00 |
732.75 |
19.6% |
80.25 |
2.1% |
16% |
False |
True |
918,469 |
60 |
4,345.75 |
3,613.00 |
732.75 |
19.6% |
78.25 |
2.1% |
16% |
False |
True |
613,096 |
80 |
4,345.75 |
3,613.00 |
732.75 |
19.6% |
83.75 |
2.2% |
16% |
False |
True |
460,327 |
100 |
4,345.75 |
3,613.00 |
732.75 |
19.6% |
88.25 |
2.4% |
16% |
False |
True |
368,387 |
120 |
4,531.50 |
3,613.00 |
918.50 |
24.6% |
90.50 |
2.4% |
13% |
False |
True |
307,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,338.75 |
2.618 |
4,113.25 |
1.618 |
3,975.00 |
1.000 |
3,889.50 |
0.618 |
3,836.75 |
HIGH |
3,751.25 |
0.618 |
3,698.50 |
0.500 |
3,682.00 |
0.382 |
3,665.75 |
LOW |
3,613.00 |
0.618 |
3,527.50 |
1.000 |
3,474.75 |
1.618 |
3,389.25 |
2.618 |
3,251.00 |
4.250 |
3,025.50 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,715.50 |
3,715.50 |
PP |
3,698.75 |
3,698.75 |
S1 |
3,682.00 |
3,682.00 |
|