| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,777.25 |
3,705.25 |
-72.00 |
-1.9% |
3,889.50 |
| High |
3,783.25 |
3,730.50 |
-52.75 |
-1.4% |
3,936.25 |
| Low |
3,660.25 |
3,657.50 |
-2.75 |
-0.1% |
3,660.25 |
| Close |
3,709.00 |
3,670.00 |
-39.00 |
-1.1% |
3,709.00 |
| Range |
123.00 |
73.00 |
-50.00 |
-40.7% |
276.00 |
| ATR |
88.46 |
87.36 |
-1.10 |
-1.2% |
0.00 |
| Volume |
2,913,560 |
2,899,415 |
-14,145 |
-0.5% |
12,389,474 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,905.00 |
3,860.50 |
3,710.25 |
|
| R3 |
3,832.00 |
3,787.50 |
3,690.00 |
|
| R2 |
3,759.00 |
3,759.00 |
3,683.50 |
|
| R1 |
3,714.50 |
3,714.50 |
3,676.75 |
3,700.25 |
| PP |
3,686.00 |
3,686.00 |
3,686.00 |
3,679.00 |
| S1 |
3,641.50 |
3,641.50 |
3,663.25 |
3,627.25 |
| S2 |
3,613.00 |
3,613.00 |
3,656.50 |
|
| S3 |
3,540.00 |
3,568.50 |
3,650.00 |
|
| S4 |
3,467.00 |
3,495.50 |
3,629.75 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,596.50 |
4,428.75 |
3,860.75 |
|
| R3 |
4,320.50 |
4,152.75 |
3,785.00 |
|
| R2 |
4,044.50 |
4,044.50 |
3,759.50 |
|
| R1 |
3,876.75 |
3,876.75 |
3,734.25 |
3,822.50 |
| PP |
3,768.50 |
3,768.50 |
3,768.50 |
3,741.50 |
| S1 |
3,600.75 |
3,600.75 |
3,683.75 |
3,546.50 |
| S2 |
3,492.50 |
3,492.50 |
3,658.50 |
|
| S3 |
3,216.50 |
3,324.75 |
3,633.00 |
|
| S4 |
2,940.50 |
3,048.75 |
3,557.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,936.25 |
3,657.50 |
278.75 |
7.6% |
98.25 |
2.7% |
4% |
False |
True |
2,637,758 |
| 10 |
4,175.00 |
3,657.50 |
517.50 |
14.1% |
98.50 |
2.7% |
2% |
False |
True |
2,619,634 |
| 20 |
4,175.00 |
3,657.50 |
517.50 |
14.1% |
88.75 |
2.4% |
2% |
False |
True |
1,544,061 |
| 40 |
4,345.75 |
3,657.50 |
688.25 |
18.8% |
77.00 |
2.1% |
2% |
False |
True |
774,970 |
| 60 |
4,345.75 |
3,657.50 |
688.25 |
18.8% |
77.50 |
2.1% |
2% |
False |
True |
517,514 |
| 80 |
4,345.75 |
3,654.50 |
691.25 |
18.8% |
83.25 |
2.3% |
2% |
False |
False |
388,536 |
| 100 |
4,345.75 |
3,654.50 |
691.25 |
18.8% |
89.50 |
2.4% |
2% |
False |
False |
310,961 |
| 120 |
4,604.00 |
3,654.50 |
949.50 |
25.9% |
89.75 |
2.4% |
2% |
False |
False |
259,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,040.75 |
|
2.618 |
3,921.50 |
|
1.618 |
3,848.50 |
|
1.000 |
3,803.50 |
|
0.618 |
3,775.50 |
|
HIGH |
3,730.50 |
|
0.618 |
3,702.50 |
|
0.500 |
3,694.00 |
|
0.382 |
3,685.50 |
|
LOW |
3,657.50 |
|
0.618 |
3,612.50 |
|
1.000 |
3,584.50 |
|
1.618 |
3,539.50 |
|
2.618 |
3,466.50 |
|
4.250 |
3,347.25 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,694.00 |
3,745.25 |
| PP |
3,686.00 |
3,720.25 |
| S1 |
3,678.00 |
3,695.00 |
|