| 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 |
3,730.25 |
3,656.50 |
-73.75 |
-2.0% |
3,705.25 |
| High |
3,736.00 |
3,693.75 |
-42.25 |
-1.1% |
3,751.25 |
| Low |
3,622.00 |
3,595.25 |
-26.75 |
-0.7% |
3,595.25 |
| Close |
3,654.25 |
3,601.50 |
-52.75 |
-1.4% |
3,601.50 |
| Range |
114.00 |
98.50 |
-15.50 |
-13.6% |
156.00 |
| ATR |
93.28 |
93.65 |
0.37 |
0.4% |
0.00 |
| Volume |
2,860,631 |
2,976,179 |
115,548 |
4.0% |
14,480,225 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,925.75 |
3,862.00 |
3,655.75 |
|
| R3 |
3,827.25 |
3,763.50 |
3,628.50 |
|
| R2 |
3,728.75 |
3,728.75 |
3,619.50 |
|
| R1 |
3,665.00 |
3,665.00 |
3,610.50 |
3,647.50 |
| PP |
3,630.25 |
3,630.25 |
3,630.25 |
3,621.50 |
| S1 |
3,566.50 |
3,566.50 |
3,592.50 |
3,549.00 |
| S2 |
3,531.75 |
3,531.75 |
3,583.50 |
|
| S3 |
3,433.25 |
3,468.00 |
3,574.50 |
|
| S4 |
3,334.75 |
3,369.50 |
3,547.25 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,117.25 |
4,015.50 |
3,687.25 |
|
| R3 |
3,961.25 |
3,859.50 |
3,644.50 |
|
| R2 |
3,805.25 |
3,805.25 |
3,630.00 |
|
| R1 |
3,703.50 |
3,703.50 |
3,615.75 |
3,676.50 |
| PP |
3,649.25 |
3,649.25 |
3,649.25 |
3,635.75 |
| S1 |
3,547.50 |
3,547.50 |
3,587.25 |
3,520.50 |
| S2 |
3,493.25 |
3,493.25 |
3,573.00 |
|
| S3 |
3,337.25 |
3,391.50 |
3,558.50 |
|
| S4 |
3,181.25 |
3,235.50 |
3,515.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,751.25 |
3,595.25 |
156.00 |
4.3% |
104.25 |
2.9% |
4% |
False |
True |
2,896,045 |
| 10 |
3,936.25 |
3,595.25 |
341.00 |
9.5% |
102.00 |
2.8% |
2% |
False |
True |
2,686,969 |
| 20 |
4,175.00 |
3,595.25 |
579.75 |
16.1% |
96.25 |
2.7% |
1% |
False |
True |
2,119,561 |
| 40 |
4,345.75 |
3,595.25 |
750.50 |
20.8% |
82.50 |
2.3% |
1% |
False |
True |
1,064,256 |
| 60 |
4,345.75 |
3,595.25 |
750.50 |
20.8% |
79.25 |
2.2% |
1% |
False |
True |
710,263 |
| 80 |
4,345.75 |
3,595.25 |
750.50 |
20.8% |
84.75 |
2.4% |
1% |
False |
True |
533,285 |
| 100 |
4,345.75 |
3,595.25 |
750.50 |
20.8% |
88.25 |
2.5% |
1% |
False |
True |
426,748 |
| 120 |
4,525.75 |
3,595.25 |
930.50 |
25.8% |
91.25 |
2.5% |
1% |
False |
True |
355,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,112.50 |
|
2.618 |
3,951.50 |
|
1.618 |
3,853.00 |
|
1.000 |
3,792.25 |
|
0.618 |
3,754.50 |
|
HIGH |
3,693.75 |
|
0.618 |
3,656.00 |
|
0.500 |
3,644.50 |
|
0.382 |
3,633.00 |
|
LOW |
3,595.25 |
|
0.618 |
3,534.50 |
|
1.000 |
3,496.75 |
|
1.618 |
3,436.00 |
|
2.618 |
3,337.50 |
|
4.250 |
3,176.50 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,644.50 |
3,673.25 |
| PP |
3,630.25 |
3,649.25 |
| S1 |
3,615.75 |
3,625.50 |
|