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 |
1,642.3 |
1,650.5 |
8.2 |
0.5% |
1,697.6 |
High |
1,662.7 |
1,684.2 |
21.5 |
1.3% |
1,710.0 |
Low |
1,642.3 |
1,636.0 |
-6.3 |
-0.4% |
1,660.0 |
Close |
1,649.3 |
1,683.0 |
33.7 |
2.0% |
1,668.8 |
Range |
20.4 |
48.2 |
27.8 |
136.3% |
50.0 |
ATR |
25.0 |
26.6 |
1.7 |
6.6% |
0.0 |
Volume |
2,119 |
4,947 |
2,828 |
133.5% |
9,085 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,812.3 |
1,795.9 |
1,709.5 |
|
R3 |
1,764.1 |
1,747.7 |
1,696.3 |
|
R2 |
1,715.9 |
1,715.9 |
1,691.8 |
|
R1 |
1,699.5 |
1,699.5 |
1,687.4 |
1,707.7 |
PP |
1,667.7 |
1,667.7 |
1,667.7 |
1,671.9 |
S1 |
1,651.3 |
1,651.3 |
1,678.6 |
1,659.5 |
S2 |
1,619.5 |
1,619.5 |
1,674.2 |
|
S3 |
1,571.3 |
1,603.1 |
1,669.7 |
|
S4 |
1,523.1 |
1,554.9 |
1,656.5 |
|
|
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 |
1,705.8 |
1,636.0 |
69.8 |
4.1% |
32.3 |
1.9% |
67% |
False |
True |
2,509 |
10 |
1,720.8 |
1,636.0 |
84.8 |
5.0% |
29.9 |
1.8% |
55% |
False |
True |
2,536 |
20 |
1,758.9 |
1,636.0 |
122.9 |
7.3% |
26.4 |
1.6% |
38% |
False |
True |
3,163 |
40 |
1,836.7 |
1,636.0 |
200.7 |
11.9% |
23.2 |
1.4% |
23% |
False |
True |
2,597 |
60 |
1,836.7 |
1,636.0 |
200.7 |
11.9% |
22.8 |
1.4% |
23% |
False |
True |
2,125 |
80 |
1,910.6 |
1,636.0 |
274.6 |
16.3% |
23.5 |
1.4% |
17% |
False |
True |
1,742 |
100 |
1,924.2 |
1,636.0 |
288.2 |
17.1% |
22.7 |
1.3% |
16% |
False |
True |
1,527 |
120 |
2,030.0 |
1,636.0 |
394.0 |
23.4% |
20.8 |
1.2% |
12% |
False |
True |
1,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,889.1 |
2.618 |
1,810.4 |
1.618 |
1,762.2 |
1.000 |
1,732.4 |
0.618 |
1,714.0 |
HIGH |
1,684.2 |
0.618 |
1,665.8 |
0.500 |
1,660.1 |
0.382 |
1,654.4 |
LOW |
1,636.0 |
0.618 |
1,606.2 |
1.000 |
1,587.8 |
1.618 |
1,558.0 |
2.618 |
1,509.8 |
4.250 |
1,431.2 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,675.4 |
1,675.4 |
PP |
1,667.7 |
1,667.7 |
S1 |
1,660.1 |
1,660.1 |
|