| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
18,915.98 |
19,253.83 |
337.85 |
1.8% |
19,745.18 |
| High |
19,476.92 |
19,483.47 |
6.55 |
0.0% |
20,177.62 |
| Low |
18,222.21 |
18,542.36 |
320.15 |
1.8% |
18,222.21 |
| Close |
19,253.83 |
18,857.58 |
-396.25 |
-2.1% |
18,857.58 |
| Range |
1,254.71 |
941.11 |
-313.60 |
-25.0% |
1,955.41 |
| ATR |
1,131.84 |
1,118.21 |
-13.62 |
-1.2% |
0.00 |
| Volume |
119,554 |
70,855 |
-48,699 |
-40.7% |
345,459 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,784.47 |
21,262.13 |
19,375.19 |
|
| R3 |
20,843.36 |
20,321.02 |
19,116.39 |
|
| R2 |
19,902.25 |
19,902.25 |
19,030.12 |
|
| R1 |
19,379.91 |
19,379.91 |
18,943.85 |
19,170.53 |
| PP |
18,961.14 |
18,961.14 |
18,961.14 |
18,856.44 |
| S1 |
18,438.80 |
18,438.80 |
18,771.31 |
18,229.42 |
| S2 |
18,020.03 |
18,020.03 |
18,685.04 |
|
| S3 |
17,078.92 |
17,497.69 |
18,598.77 |
|
| S4 |
16,137.81 |
16,556.58 |
18,339.97 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,952.03 |
23,860.22 |
19,933.06 |
|
| R3 |
22,996.62 |
21,904.81 |
19,395.32 |
|
| R2 |
21,041.21 |
21,041.21 |
19,216.07 |
|
| R1 |
19,949.40 |
19,949.40 |
19,036.83 |
19,517.60 |
| PP |
19,085.80 |
19,085.80 |
19,085.80 |
18,869.91 |
| S1 |
17,993.99 |
17,993.99 |
18,678.33 |
17,562.19 |
| S2 |
17,130.39 |
17,130.39 |
18,499.09 |
|
| S3 |
15,174.98 |
16,038.58 |
18,319.84 |
|
| S4 |
13,219.57 |
14,083.17 |
17,782.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,177.62 |
18,222.21 |
1,955.41 |
10.4% |
1,161.08 |
6.2% |
32% |
False |
False |
69,091 |
| 10 |
22,718.84 |
18,222.21 |
4,496.63 |
23.8% |
1,196.50 |
6.3% |
14% |
False |
False |
61,749 |
| 20 |
22,718.84 |
18,222.21 |
4,496.63 |
23.8% |
1,110.39 |
5.9% |
14% |
False |
False |
56,514 |
| 40 |
25,198.76 |
18,222.21 |
6,976.55 |
37.0% |
1,066.89 |
5.7% |
9% |
False |
False |
49,803 |
| 60 |
25,198.76 |
18,222.21 |
6,976.55 |
37.0% |
1,197.46 |
6.4% |
9% |
False |
False |
52,930 |
| 80 |
31,724.20 |
17,614.34 |
14,109.86 |
74.8% |
1,348.65 |
7.2% |
9% |
False |
False |
52,623 |
| 100 |
39,948.97 |
17,614.34 |
22,334.63 |
118.4% |
1,548.97 |
8.2% |
6% |
False |
False |
48,883 |
| 120 |
47,184.11 |
17,614.34 |
29,569.77 |
156.8% |
1,600.55 |
8.5% |
4% |
False |
False |
44,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,483.19 |
|
2.618 |
21,947.30 |
|
1.618 |
21,006.19 |
|
1.000 |
20,424.58 |
|
0.618 |
20,065.08 |
|
HIGH |
19,483.47 |
|
0.618 |
19,123.97 |
|
0.500 |
19,012.92 |
|
0.382 |
18,901.86 |
|
LOW |
18,542.36 |
|
0.618 |
17,960.75 |
|
1.000 |
17,601.25 |
|
1.618 |
17,019.64 |
|
2.618 |
16,078.53 |
|
4.250 |
14,542.64 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,012.92 |
18,972.30 |
| PP |
18,961.14 |
18,934.06 |
| S1 |
18,909.36 |
18,895.82 |
|