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 |
11,328.44 |
11,120.35 |
-208.09 |
-1.8% |
11,286.90 |
High |
11,336.58 |
11,295.36 |
-41.22 |
-0.4% |
11,546.87 |
Low |
11,038.94 |
10,966.95 |
-71.99 |
-0.7% |
10,966.95 |
Close |
11,164.78 |
10,971.22 |
-193.56 |
-1.7% |
10,971.22 |
Range |
297.64 |
328.41 |
30.77 |
10.3% |
579.92 |
ATR |
298.02 |
300.19 |
2.17 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,063.07 |
11,845.56 |
11,151.85 |
|
R3 |
11,734.66 |
11,517.15 |
11,061.53 |
|
R2 |
11,406.25 |
11,406.25 |
11,031.43 |
|
R1 |
11,188.74 |
11,188.74 |
11,001.32 |
11,133.29 |
PP |
11,077.84 |
11,077.84 |
11,077.84 |
11,050.12 |
S1 |
10,860.33 |
10,860.33 |
10,941.12 |
10,804.88 |
S2 |
10,749.43 |
10,749.43 |
10,911.01 |
|
S3 |
10,421.02 |
10,531.92 |
10,880.91 |
|
S4 |
10,092.61 |
10,203.51 |
10,790.59 |
|
|
Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,901.44 |
12,516.25 |
11,290.18 |
|
R3 |
12,321.52 |
11,936.33 |
11,130.70 |
|
R2 |
11,741.60 |
11,741.60 |
11,077.54 |
|
R1 |
11,356.41 |
11,356.41 |
11,024.38 |
11,259.05 |
PP |
11,161.68 |
11,161.68 |
11,161.68 |
11,113.00 |
S1 |
10,776.49 |
10,776.49 |
10,918.06 |
10,679.13 |
S2 |
10,581.76 |
10,581.76 |
10,864.90 |
|
S3 |
10,001.84 |
10,196.57 |
10,811.74 |
|
S4 |
9,421.92 |
9,616.65 |
10,652.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,546.87 |
10,966.95 |
579.92 |
5.3% |
304.76 |
2.8% |
1% |
False |
True |
|
10 |
12,062.52 |
10,966.95 |
1,095.57 |
10.0% |
274.21 |
2.5% |
0% |
False |
True |
|
20 |
12,752.83 |
10,966.95 |
1,785.88 |
16.3% |
260.58 |
2.4% |
0% |
False |
True |
|
40 |
13,720.91 |
10,966.95 |
2,753.96 |
25.1% |
242.83 |
2.2% |
0% |
False |
True |
|
60 |
13,720.91 |
10,966.95 |
2,753.96 |
25.1% |
250.41 |
2.3% |
0% |
False |
True |
|
80 |
13,720.91 |
10,966.95 |
2,753.96 |
25.1% |
257.59 |
2.3% |
0% |
False |
True |
|
100 |
13,720.91 |
10,966.95 |
2,753.96 |
25.1% |
274.76 |
2.5% |
0% |
False |
True |
|
120 |
14,277.21 |
10,966.95 |
3,310.26 |
30.2% |
295.64 |
2.7% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,691.10 |
2.618 |
12,155.14 |
1.618 |
11,826.73 |
1.000 |
11,623.77 |
0.618 |
11,498.32 |
HIGH |
11,295.36 |
0.618 |
11,169.91 |
0.500 |
11,131.16 |
0.382 |
11,092.40 |
LOW |
10,966.95 |
0.618 |
10,763.99 |
1.000 |
10,638.54 |
1.618 |
10,435.58 |
2.618 |
10,107.17 |
4.250 |
9,571.21 |
|
|
Fisher Pivots for day following 30-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,131.16 |
11,256.91 |
PP |
11,077.84 |
11,161.68 |
S1 |
11,024.53 |
11,066.45 |
|