| 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 |
19,124.04 |
19,063.64 |
-60.40 |
-0.3% |
19,745.18 |
| High |
20,360.82 |
19,647.67 |
-713.15 |
-3.5% |
20,177.62 |
| Low |
18,849.62 |
18,505.32 |
-344.30 |
-1.8% |
18,222.21 |
| Close |
19,063.99 |
19,571.68 |
507.69 |
2.7% |
18,857.58 |
| Range |
1,511.20 |
1,142.35 |
-368.85 |
-24.4% |
1,955.41 |
| ATR |
1,120.49 |
1,122.05 |
1.56 |
0.1% |
0.00 |
| Volume |
108,031 |
102,926 |
-5,105 |
-4.7% |
345,459 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,668.61 |
22,262.49 |
20,199.97 |
|
| R3 |
21,526.26 |
21,120.14 |
19,885.83 |
|
| R2 |
20,383.91 |
20,383.91 |
19,781.11 |
|
| R1 |
19,977.79 |
19,977.79 |
19,676.40 |
20,180.85 |
| PP |
19,241.56 |
19,241.56 |
19,241.56 |
19,343.09 |
| S1 |
18,835.44 |
18,835.44 |
19,466.96 |
19,038.50 |
| S2 |
18,099.21 |
18,099.21 |
19,362.25 |
|
| S3 |
16,956.86 |
17,693.09 |
19,257.53 |
|
| S4 |
15,814.51 |
16,550.74 |
18,943.39 |
|
|
| 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 |
20,360.82 |
18,222.21 |
2,138.61 |
10.9% |
1,115.74 |
5.7% |
63% |
False |
False |
80,483 |
| 10 |
20,379.87 |
18,222.21 |
2,157.66 |
11.0% |
1,053.49 |
5.4% |
63% |
False |
False |
66,806 |
| 20 |
22,718.84 |
18,222.21 |
4,496.63 |
23.0% |
1,110.17 |
5.7% |
30% |
False |
False |
60,008 |
| 40 |
25,198.76 |
18,222.21 |
6,976.55 |
35.6% |
1,065.58 |
5.4% |
19% |
False |
False |
53,572 |
| 60 |
25,198.76 |
18,222.21 |
6,976.55 |
35.6% |
1,171.00 |
6.0% |
19% |
False |
False |
52,848 |
| 80 |
31,583.12 |
17,614.34 |
13,968.78 |
71.4% |
1,334.89 |
6.8% |
14% |
False |
False |
54,957 |
| 100 |
36,130.00 |
17,614.34 |
18,515.66 |
94.6% |
1,505.76 |
7.7% |
11% |
False |
False |
50,233 |
| 120 |
43,954.18 |
17,614.34 |
26,339.84 |
134.6% |
1,583.49 |
8.1% |
7% |
False |
False |
45,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,502.66 |
|
2.618 |
22,638.34 |
|
1.618 |
21,495.99 |
|
1.000 |
20,790.02 |
|
0.618 |
20,353.64 |
|
HIGH |
19,647.67 |
|
0.618 |
19,211.29 |
|
0.500 |
19,076.50 |
|
0.382 |
18,941.70 |
|
LOW |
18,505.32 |
|
0.618 |
17,799.35 |
|
1.000 |
17,362.97 |
|
1.618 |
16,657.00 |
|
2.618 |
15,514.65 |
|
4.250 |
13,650.33 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,406.62 |
19,525.48 |
| PP |
19,241.56 |
19,479.27 |
| S1 |
19,076.50 |
19,433.07 |
|