| 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 |
12,305.0 |
12,034.0 |
-271.0 |
-2.2% |
12,308.0 |
| High |
12,316.0 |
12,157.0 |
-159.0 |
-1.3% |
12,435.0 |
| Low |
11,882.0 |
11,939.0 |
57.0 |
0.5% |
11,878.0 |
| Close |
11,976.0 |
12,134.0 |
158.0 |
1.3% |
12,134.0 |
| Range |
434.0 |
218.0 |
-216.0 |
-49.8% |
557.0 |
| ATR |
319.0 |
311.7 |
-7.2 |
-2.3% |
0.0 |
| Volume |
97,281 |
84,571 |
-12,710 |
-13.1% |
462,437 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,730.7 |
12,650.3 |
12,253.9 |
|
| R3 |
12,512.7 |
12,432.3 |
12,194.0 |
|
| R2 |
12,294.7 |
12,294.7 |
12,174.0 |
|
| R1 |
12,214.3 |
12,214.3 |
12,154.0 |
12,254.5 |
| PP |
12,076.7 |
12,076.7 |
12,076.7 |
12,096.8 |
| S1 |
11,996.3 |
11,996.3 |
12,114.0 |
12,036.5 |
| S2 |
11,858.7 |
11,858.7 |
12,094.0 |
|
| S3 |
11,640.7 |
11,778.3 |
12,074.1 |
|
| S4 |
11,422.7 |
11,560.3 |
12,014.1 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,820.0 |
13,534.0 |
12,440.4 |
|
| R3 |
13,263.0 |
12,977.0 |
12,287.2 |
|
| R2 |
12,706.0 |
12,706.0 |
12,236.1 |
|
| R1 |
12,420.0 |
12,420.0 |
12,185.1 |
12,284.5 |
| PP |
12,149.0 |
12,149.0 |
12,149.0 |
12,081.3 |
| S1 |
11,863.0 |
11,863.0 |
12,082.9 |
11,727.5 |
| S2 |
11,592.0 |
11,592.0 |
12,031.9 |
|
| S3 |
11,035.0 |
11,306.0 |
11,980.8 |
|
| S4 |
10,478.0 |
10,749.0 |
11,827.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,435.0 |
11,878.0 |
557.0 |
4.6% |
350.6 |
2.9% |
46% |
False |
False |
92,487 |
| 10 |
12,962.0 |
11,878.0 |
1,084.0 |
8.9% |
356.8 |
2.9% |
24% |
False |
False |
83,685 |
| 20 |
13,590.0 |
11,878.0 |
1,712.0 |
14.1% |
322.7 |
2.7% |
15% |
False |
False |
56,800 |
| 40 |
13,957.0 |
11,878.0 |
2,079.0 |
17.1% |
236.7 |
2.0% |
12% |
False |
False |
28,426 |
| 60 |
13,957.0 |
11,878.0 |
2,079.0 |
17.1% |
212.6 |
1.8% |
12% |
False |
False |
18,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,083.5 |
|
2.618 |
12,727.7 |
|
1.618 |
12,509.7 |
|
1.000 |
12,375.0 |
|
0.618 |
12,291.7 |
|
HIGH |
12,157.0 |
|
0.618 |
12,073.7 |
|
0.500 |
12,048.0 |
|
0.382 |
12,022.3 |
|
LOW |
11,939.0 |
|
0.618 |
11,804.3 |
|
1.000 |
11,721.0 |
|
1.618 |
11,586.3 |
|
2.618 |
11,368.3 |
|
4.250 |
11,012.5 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,105.3 |
12,125.8 |
| PP |
12,076.7 |
12,117.7 |
| S1 |
12,048.0 |
12,109.5 |
|