Trading Metrics calculated at close of trading on 27-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,665.0 |
1,642.3 |
-22.7 |
-1.4% |
1,697.6 |
High |
1,670.0 |
1,662.7 |
-7.3 |
-0.4% |
1,710.0 |
Low |
1,641.9 |
1,642.3 |
0.4 |
0.0% |
1,660.0 |
Close |
1,646.5 |
1,649.3 |
2.8 |
0.2% |
1,668.8 |
Range |
28.1 |
20.4 |
-7.7 |
-27.4% |
50.0 |
ATR |
25.3 |
25.0 |
-0.4 |
-1.4% |
0.0 |
Volume |
1,117 |
2,119 |
1,002 |
89.7% |
9,085 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.6 |
1,701.4 |
1,660.5 |
|
R3 |
1,692.2 |
1,681.0 |
1,654.9 |
|
R2 |
1,671.8 |
1,671.8 |
1,653.0 |
|
R1 |
1,660.6 |
1,660.6 |
1,651.2 |
1,666.2 |
PP |
1,651.4 |
1,651.4 |
1,651.4 |
1,654.3 |
S1 |
1,640.2 |
1,640.2 |
1,647.4 |
1,645.8 |
S2 |
1,631.0 |
1,631.0 |
1,645.6 |
|
S3 |
1,610.6 |
1,619.8 |
1,643.7 |
|
S4 |
1,590.2 |
1,599.4 |
1,638.1 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.6 |
1,799.2 |
1,696.3 |
|
R3 |
1,779.6 |
1,749.2 |
1,682.6 |
|
R2 |
1,729.6 |
1,729.6 |
1,678.0 |
|
R1 |
1,699.2 |
1,699.2 |
1,673.4 |
1,689.4 |
PP |
1,679.6 |
1,679.6 |
1,679.6 |
1,674.7 |
S1 |
1,649.2 |
1,649.2 |
1,664.2 |
1,639.4 |
S2 |
1,629.6 |
1,629.6 |
1,659.6 |
|
S3 |
1,579.6 |
1,599.2 |
1,655.1 |
|
S4 |
1,529.6 |
1,549.2 |
1,641.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,710.0 |
1,641.9 |
68.1 |
4.1% |
29.5 |
1.8% |
11% |
False |
False |
1,823 |
10 |
1,730.0 |
1,641.9 |
88.1 |
5.3% |
26.3 |
1.6% |
8% |
False |
False |
2,897 |
20 |
1,765.4 |
1,641.9 |
123.5 |
7.5% |
24.9 |
1.5% |
6% |
False |
False |
2,965 |
40 |
1,836.7 |
1,641.9 |
194.8 |
11.8% |
22.7 |
1.4% |
4% |
False |
False |
2,537 |
60 |
1,843.2 |
1,641.9 |
201.3 |
12.2% |
22.9 |
1.4% |
4% |
False |
False |
2,055 |
80 |
1,910.6 |
1,641.9 |
268.7 |
16.3% |
23.3 |
1.4% |
3% |
False |
False |
1,682 |
100 |
1,924.2 |
1,641.9 |
282.3 |
17.1% |
22.3 |
1.4% |
3% |
False |
False |
1,480 |
120 |
2,030.0 |
1,641.9 |
388.1 |
23.5% |
20.5 |
1.2% |
2% |
False |
False |
1,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,749.4 |
2.618 |
1,716.1 |
1.618 |
1,695.7 |
1.000 |
1,683.1 |
0.618 |
1,675.3 |
HIGH |
1,662.7 |
0.618 |
1,654.9 |
0.500 |
1,652.5 |
0.382 |
1,650.1 |
LOW |
1,642.3 |
0.618 |
1,629.7 |
1.000 |
1,621.9 |
1.618 |
1,609.3 |
2.618 |
1,588.9 |
4.250 |
1,555.6 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,652.5 |
1,668.8 |
PP |
1,651.4 |
1,662.3 |
S1 |
1,650.4 |
1,655.8 |
|