| 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 |
3,758.75 |
3,690.00 |
-68.75 |
-1.8% |
3,731.50 |
| High |
3,763.50 |
3,720.00 |
-43.50 |
-1.2% |
3,778.00 |
| Low |
3,649.00 |
3,622.50 |
-26.50 |
-0.7% |
3,622.50 |
| Close |
3,680.75 |
3,628.00 |
-52.75 |
-1.4% |
3,628.00 |
| Range |
114.50 |
97.50 |
-17.00 |
-14.8% |
155.50 |
| ATR |
91.98 |
92.38 |
0.39 |
0.4% |
0.00 |
| Volume |
5,406 |
1,736 |
-3,670 |
-67.9% |
16,713 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,949.25 |
3,886.25 |
3,681.50 |
|
| R3 |
3,851.75 |
3,788.75 |
3,654.75 |
|
| R2 |
3,754.25 |
3,754.25 |
3,646.00 |
|
| R1 |
3,691.25 |
3,691.25 |
3,637.00 |
3,674.00 |
| PP |
3,656.75 |
3,656.75 |
3,656.75 |
3,648.25 |
| S1 |
3,593.75 |
3,593.75 |
3,619.00 |
3,576.50 |
| S2 |
3,559.25 |
3,559.25 |
3,610.00 |
|
| S3 |
3,461.75 |
3,496.25 |
3,601.25 |
|
| S4 |
3,364.25 |
3,398.75 |
3,574.50 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,142.75 |
4,040.75 |
3,713.50 |
|
| R3 |
3,987.25 |
3,885.25 |
3,670.75 |
|
| R2 |
3,831.75 |
3,831.75 |
3,656.50 |
|
| R1 |
3,729.75 |
3,729.75 |
3,642.25 |
3,703.00 |
| PP |
3,676.25 |
3,676.25 |
3,676.25 |
3,662.75 |
| S1 |
3,574.25 |
3,574.25 |
3,613.75 |
3,547.50 |
| S2 |
3,520.75 |
3,520.75 |
3,599.50 |
|
| S3 |
3,365.25 |
3,418.75 |
3,585.25 |
|
| S4 |
3,209.75 |
3,263.25 |
3,542.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,778.00 |
3,622.50 |
155.50 |
4.3% |
103.25 |
2.8% |
4% |
False |
True |
3,342 |
| 10 |
3,965.75 |
3,622.50 |
343.25 |
9.5% |
101.25 |
2.8% |
2% |
False |
True |
3,734 |
| 20 |
4,194.25 |
3,622.50 |
571.75 |
15.8% |
94.75 |
2.6% |
1% |
False |
True |
2,390 |
| 40 |
4,373.50 |
3,622.50 |
751.00 |
20.7% |
80.50 |
2.2% |
1% |
False |
True |
1,433 |
| 60 |
4,373.50 |
3,622.50 |
751.00 |
20.7% |
76.75 |
2.1% |
1% |
False |
True |
1,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,134.50 |
|
2.618 |
3,975.25 |
|
1.618 |
3,877.75 |
|
1.000 |
3,817.50 |
|
0.618 |
3,780.25 |
|
HIGH |
3,720.00 |
|
0.618 |
3,682.75 |
|
0.500 |
3,671.25 |
|
0.382 |
3,659.75 |
|
LOW |
3,622.50 |
|
0.618 |
3,562.25 |
|
1.000 |
3,525.00 |
|
1.618 |
3,464.75 |
|
2.618 |
3,367.25 |
|
4.250 |
3,208.00 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,671.25 |
3,700.25 |
| PP |
3,656.75 |
3,676.25 |
| S1 |
3,642.50 |
3,652.00 |
|