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 |
3,668.50 |
3,730.25 |
61.75 |
1.7% |
3,889.50 |
High |
3,751.25 |
3,736.00 |
-15.25 |
-0.4% |
3,936.25 |
Low |
3,613.00 |
3,622.00 |
9.00 |
0.2% |
3,660.25 |
Close |
3,732.00 |
3,654.25 |
-77.75 |
-2.1% |
3,709.00 |
Range |
138.25 |
114.00 |
-24.25 |
-17.5% |
276.00 |
ATR |
91.68 |
93.28 |
1.59 |
1.7% |
0.00 |
Volume |
2,780,935 |
2,860,631 |
79,696 |
2.9% |
12,389,474 |
|
Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,012.75 |
3,947.50 |
3,717.00 |
|
R3 |
3,898.75 |
3,833.50 |
3,685.50 |
|
R2 |
3,784.75 |
3,784.75 |
3,675.25 |
|
R1 |
3,719.50 |
3,719.50 |
3,664.75 |
3,695.00 |
PP |
3,670.75 |
3,670.75 |
3,670.75 |
3,658.50 |
S1 |
3,605.50 |
3,605.50 |
3,643.75 |
3,581.00 |
S2 |
3,556.75 |
3,556.75 |
3,633.25 |
|
S3 |
3,442.75 |
3,491.50 |
3,623.00 |
|
S4 |
3,328.75 |
3,377.50 |
3,591.50 |
|
|
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 |
3,783.25 |
3,613.00 |
170.25 |
4.7% |
109.25 |
3.0% |
24% |
False |
False |
2,883,521 |
10 |
3,936.25 |
3,613.00 |
323.25 |
8.8% |
97.50 |
2.7% |
13% |
False |
False |
2,658,215 |
20 |
4,175.00 |
3,613.00 |
562.00 |
15.4% |
94.75 |
2.6% |
7% |
False |
False |
1,971,774 |
40 |
4,345.75 |
3,613.00 |
732.75 |
20.1% |
81.00 |
2.2% |
6% |
False |
False |
989,906 |
60 |
4,345.75 |
3,613.00 |
732.75 |
20.1% |
79.00 |
2.2% |
6% |
False |
False |
660,701 |
80 |
4,345.75 |
3,613.00 |
732.75 |
20.1% |
84.50 |
2.3% |
6% |
False |
False |
496,084 |
100 |
4,345.75 |
3,613.00 |
732.75 |
20.1% |
88.50 |
2.4% |
6% |
False |
False |
396,989 |
120 |
4,531.50 |
3,613.00 |
918.50 |
25.1% |
90.75 |
2.5% |
4% |
False |
False |
330,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,220.50 |
2.618 |
4,034.50 |
1.618 |
3,920.50 |
1.000 |
3,850.00 |
0.618 |
3,806.50 |
HIGH |
3,736.00 |
0.618 |
3,692.50 |
0.500 |
3,679.00 |
0.382 |
3,665.50 |
LOW |
3,622.00 |
0.618 |
3,551.50 |
1.000 |
3,508.00 |
1.618 |
3,437.50 |
2.618 |
3,323.50 |
4.250 |
3,137.50 |
|
|
Fisher Pivots for day following 29-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,679.00 |
3,682.00 |
PP |
3,670.75 |
3,672.75 |
S1 |
3,662.50 |
3,663.50 |
|