| 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 |
1,325.1680 |
1,324.9200 |
-0.2480 |
0.0% |
1,437.4940 |
| High |
1,400.0110 |
1,353.8030 |
-46.2080 |
-3.3% |
1,475.4060 |
| Low |
1,304.6100 |
1,265.8040 |
-38.8060 |
-3.0% |
1,222.8790 |
| Close |
1,324.8950 |
1,350.4040 |
25.5090 |
1.9% |
1,300.6530 |
| Range |
95.4010 |
87.9990 |
-7.4020 |
-7.8% |
252.5270 |
| ATR |
111.1544 |
109.5004 |
-1.6540 |
-1.5% |
0.0000 |
| Volume |
886,244 |
1,001,296 |
115,052 |
13.0% |
3,890,927 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,587.3340 |
1,556.8680 |
1,398.8035 |
|
| R3 |
1,499.3350 |
1,468.8690 |
1,374.6037 |
|
| R2 |
1,411.3360 |
1,411.3360 |
1,366.5372 |
|
| R1 |
1,380.8700 |
1,380.8700 |
1,358.4706 |
1,396.1030 |
| PP |
1,323.3370 |
1,323.3370 |
1,323.3370 |
1,330.9535 |
| S1 |
1,292.8710 |
1,292.8710 |
1,342.3374 |
1,308.1040 |
| S2 |
1,235.3380 |
1,235.3380 |
1,334.2709 |
|
| S3 |
1,147.3390 |
1,204.8720 |
1,326.2043 |
|
| S4 |
1,059.3400 |
1,116.8730 |
1,302.0046 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.5603 |
1,948.1337 |
1,439.5429 |
|
| R3 |
1,838.0333 |
1,695.6067 |
1,370.0979 |
|
| R2 |
1,585.5063 |
1,585.5063 |
1,346.9496 |
|
| R1 |
1,443.0797 |
1,443.0797 |
1,323.8013 |
1,388.0295 |
| PP |
1,332.9793 |
1,332.9793 |
1,332.9793 |
1,305.4543 |
| S1 |
1,190.5527 |
1,190.5527 |
1,277.5047 |
1,135.5025 |
| S2 |
1,080.4523 |
1,080.4523 |
1,254.3564 |
|
| S3 |
827.9253 |
938.0257 |
1,231.2081 |
|
| S4 |
575.3983 |
685.4987 |
1,161.7632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.0110 |
1,222.8790 |
177.1320 |
13.1% |
93.1488 |
6.9% |
72% |
False |
False |
821,256 |
| 10 |
1,652.8470 |
1,222.8790 |
429.9680 |
31.8% |
107.2652 |
7.9% |
30% |
False |
False |
767,208 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
41.8% |
106.8213 |
7.9% |
23% |
False |
False |
706,679 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
59.7% |
113.6792 |
8.4% |
16% |
False |
False |
673,929 |
| 60 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
75.3% |
122.8562 |
9.1% |
33% |
False |
False |
698,927 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
84.8% |
127.4642 |
9.4% |
41% |
False |
False |
705,856 |
| 100 |
2,706.2750 |
883.1590 |
1,823.1160 |
135.0% |
141.4593 |
10.5% |
26% |
False |
False |
669,837 |
| 120 |
3,311.4080 |
883.1590 |
2,428.2490 |
179.8% |
145.6636 |
10.8% |
19% |
False |
False |
597,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,727.7988 |
|
2.618 |
1,584.1844 |
|
1.618 |
1,496.1854 |
|
1.000 |
1,441.8020 |
|
0.618 |
1,408.1864 |
|
HIGH |
1,353.8030 |
|
0.618 |
1,320.1874 |
|
0.500 |
1,309.8035 |
|
0.382 |
1,299.4196 |
|
LOW |
1,265.8040 |
|
0.618 |
1,211.4206 |
|
1.000 |
1,177.8050 |
|
1.618 |
1,123.4216 |
|
2.618 |
1,035.4226 |
|
4.250 |
891.8083 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.8705 |
1,344.5718 |
| PP |
1,323.3370 |
1,338.7397 |
| S1 |
1,309.8035 |
1,332.9075 |
|