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 |
1,682.0 |
1,682.7 |
0.7 |
0.0% |
1,665.0 |
High |
1,685.8 |
1,696.7 |
10.9 |
0.6% |
1,696.7 |
Low |
1,662.6 |
1,681.0 |
18.4 |
1.1% |
1,636.0 |
Close |
1,681.6 |
1,684.9 |
3.3 |
0.2% |
1,684.9 |
Range |
23.2 |
15.7 |
-7.5 |
-32.3% |
60.7 |
ATR |
26.4 |
25.6 |
-0.8 |
-2.9% |
0.0 |
Volume |
4,513 |
2,240 |
-2,273 |
-50.4% |
14,936 |
|
Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.6 |
1,725.5 |
1,693.5 |
|
R3 |
1,718.9 |
1,709.8 |
1,689.2 |
|
R2 |
1,703.2 |
1,703.2 |
1,687.8 |
|
R1 |
1,694.1 |
1,694.1 |
1,686.3 |
1,698.7 |
PP |
1,687.5 |
1,687.5 |
1,687.5 |
1,689.8 |
S1 |
1,678.4 |
1,678.4 |
1,683.5 |
1,683.0 |
S2 |
1,671.8 |
1,671.8 |
1,682.0 |
|
S3 |
1,656.1 |
1,662.7 |
1,680.6 |
|
S4 |
1,640.4 |
1,647.0 |
1,676.3 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.6 |
1,830.5 |
1,718.3 |
|
R3 |
1,793.9 |
1,769.8 |
1,701.6 |
|
R2 |
1,733.2 |
1,733.2 |
1,696.0 |
|
R1 |
1,709.1 |
1,709.1 |
1,690.5 |
1,721.2 |
PP |
1,672.5 |
1,672.5 |
1,672.5 |
1,678.6 |
S1 |
1,648.4 |
1,648.4 |
1,679.3 |
1,660.5 |
S2 |
1,611.8 |
1,611.8 |
1,673.8 |
|
S3 |
1,551.1 |
1,587.7 |
1,668.2 |
|
S4 |
1,490.4 |
1,527.0 |
1,651.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,696.7 |
1,636.0 |
60.7 |
3.6% |
27.1 |
1.6% |
81% |
True |
False |
2,987 |
10 |
1,710.0 |
1,636.0 |
74.0 |
4.4% |
27.3 |
1.6% |
66% |
False |
False |
2,402 |
20 |
1,758.9 |
1,636.0 |
122.9 |
7.3% |
26.4 |
1.6% |
40% |
False |
False |
3,245 |
40 |
1,836.7 |
1,636.0 |
200.7 |
11.9% |
23.0 |
1.4% |
24% |
False |
False |
2,514 |
60 |
1,836.7 |
1,636.0 |
200.7 |
11.9% |
22.7 |
1.3% |
24% |
False |
False |
2,201 |
80 |
1,910.6 |
1,636.0 |
274.6 |
16.3% |
23.6 |
1.4% |
18% |
False |
False |
1,815 |
100 |
1,910.6 |
1,636.0 |
274.6 |
16.3% |
22.7 |
1.3% |
18% |
False |
False |
1,568 |
120 |
2,030.0 |
1,636.0 |
394.0 |
23.4% |
21.1 |
1.3% |
12% |
False |
False |
1,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,763.4 |
2.618 |
1,737.8 |
1.618 |
1,722.1 |
1.000 |
1,712.4 |
0.618 |
1,706.4 |
HIGH |
1,696.7 |
0.618 |
1,690.7 |
0.500 |
1,688.9 |
0.382 |
1,687.0 |
LOW |
1,681.0 |
0.618 |
1,671.3 |
1.000 |
1,665.3 |
1.618 |
1,655.6 |
2.618 |
1,639.9 |
4.250 |
1,614.3 |
|
|
Fisher Pivots for day following 30-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,688.9 |
1,678.7 |
PP |
1,687.5 |
1,672.5 |
S1 |
1,686.2 |
1,666.4 |
|