| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,705.25 |
3,668.00 |
-37.25 |
-1.0% |
3,889.50 |
| High |
3,730.50 |
3,733.00 |
2.50 |
0.1% |
3,936.25 |
| Low |
3,657.50 |
3,635.25 |
-22.25 |
-0.6% |
3,660.25 |
| Close |
3,670.00 |
3,661.00 |
-9.00 |
-0.2% |
3,709.00 |
| Range |
73.00 |
97.75 |
24.75 |
33.9% |
276.00 |
| ATR |
87.36 |
88.10 |
0.74 |
0.8% |
0.00 |
| Volume |
2,899,415 |
2,963,065 |
63,650 |
2.2% |
12,389,474 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,969.75 |
3,913.00 |
3,714.75 |
|
| R3 |
3,872.00 |
3,815.25 |
3,688.00 |
|
| R2 |
3,774.25 |
3,774.25 |
3,679.00 |
|
| R1 |
3,717.50 |
3,717.50 |
3,670.00 |
3,697.00 |
| PP |
3,676.50 |
3,676.50 |
3,676.50 |
3,666.00 |
| S1 |
3,619.75 |
3,619.75 |
3,652.00 |
3,599.25 |
| S2 |
3,578.75 |
3,578.75 |
3,643.00 |
|
| S3 |
3,481.00 |
3,522.00 |
3,634.00 |
|
| S4 |
3,383.25 |
3,424.25 |
3,607.25 |
|
|
| 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 |
3,925.25 |
3,635.25 |
290.00 |
7.9% |
99.25 |
2.7% |
9% |
False |
True |
2,758,912 |
| 10 |
3,981.25 |
3,635.25 |
346.00 |
9.5% |
84.75 |
2.3% |
7% |
False |
True |
2,595,148 |
| 20 |
4,175.00 |
3,635.25 |
539.75 |
14.7% |
90.75 |
2.5% |
5% |
False |
True |
1,691,512 |
| 40 |
4,345.75 |
3,635.25 |
710.50 |
19.4% |
78.25 |
2.1% |
4% |
False |
True |
849,010 |
| 60 |
4,345.75 |
3,635.25 |
710.50 |
19.4% |
77.75 |
2.1% |
4% |
False |
True |
566,829 |
| 80 |
4,345.75 |
3,635.25 |
710.50 |
19.4% |
83.25 |
2.3% |
4% |
False |
True |
425,567 |
| 100 |
4,345.75 |
3,635.25 |
710.50 |
19.4% |
89.00 |
2.4% |
4% |
False |
True |
340,586 |
| 120 |
4,543.75 |
3,635.25 |
908.50 |
24.8% |
90.00 |
2.5% |
3% |
False |
True |
283,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,148.50 |
|
2.618 |
3,989.00 |
|
1.618 |
3,891.25 |
|
1.000 |
3,830.75 |
|
0.618 |
3,793.50 |
|
HIGH |
3,733.00 |
|
0.618 |
3,695.75 |
|
0.500 |
3,684.00 |
|
0.382 |
3,672.50 |
|
LOW |
3,635.25 |
|
0.618 |
3,574.75 |
|
1.000 |
3,537.50 |
|
1.618 |
3,477.00 |
|
2.618 |
3,379.25 |
|
4.250 |
3,219.75 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,684.00 |
3,709.25 |
| PP |
3,676.50 |
3,693.25 |
| S1 |
3,668.75 |
3,677.00 |
|