| 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 |
1,324.7720 |
1,300.3390 |
-24.4330 |
-1.8% |
1,437.4940 |
| High |
1,357.0230 |
1,348.5490 |
-8.4740 |
-0.6% |
1,475.4060 |
| Low |
1,264.2300 |
1,271.6930 |
7.4630 |
0.6% |
1,222.8790 |
| Close |
1,300.6530 |
1,325.1660 |
24.5130 |
1.9% |
1,300.6530 |
| Range |
92.7930 |
76.8560 |
-15.9370 |
-17.2% |
252.5270 |
| ATR |
115.0978 |
112.3662 |
-2.7316 |
-2.4% |
0.0000 |
| Volume |
967,380 |
9,669 |
-957,711 |
-99.0% |
3,890,927 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,545.7040 |
1,512.2910 |
1,367.4368 |
|
| R3 |
1,468.8480 |
1,435.4350 |
1,346.3014 |
|
| R2 |
1,391.9920 |
1,391.9920 |
1,339.2563 |
|
| R1 |
1,358.5790 |
1,358.5790 |
1,332.2111 |
1,375.2855 |
| PP |
1,315.1360 |
1,315.1360 |
1,315.1360 |
1,323.4893 |
| S1 |
1,281.7230 |
1,281.7230 |
1,318.1209 |
1,298.4295 |
| S2 |
1,238.2800 |
1,238.2800 |
1,311.0757 |
|
| S3 |
1,161.4240 |
1,204.8670 |
1,304.0306 |
|
| S4 |
1,084.5680 |
1,128.0110 |
1,282.8952 |
|
|
| 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 |
1,391.1650 |
1,222.8790 |
168.2860 |
12.7% |
84.1636 |
6.4% |
61% |
False |
False |
778,150 |
| 10 |
1,752.2240 |
1,222.8790 |
529.3450 |
39.9% |
113.1497 |
8.5% |
19% |
False |
False |
738,841 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.6% |
110.7998 |
8.4% |
18% |
False |
False |
663,412 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
60.8% |
115.6461 |
8.7% |
13% |
False |
False |
643,934 |
| 60 |
2,028.6500 |
1,011.6300 |
1,017.0200 |
76.7% |
122.9404 |
9.3% |
31% |
False |
False |
698,040 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
86.4% |
128.6654 |
9.7% |
39% |
False |
False |
682,263 |
| 100 |
2,952.0600 |
883.1590 |
2,068.9010 |
156.1% |
143.3968 |
10.8% |
21% |
False |
False |
660,245 |
| 120 |
3,461.7630 |
883.1590 |
2,578.6040 |
194.6% |
147.4829 |
11.1% |
17% |
False |
False |
589,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,675.1870 |
|
2.618 |
1,549.7580 |
|
1.618 |
1,472.9020 |
|
1.000 |
1,425.4050 |
|
0.618 |
1,396.0460 |
|
HIGH |
1,348.5490 |
|
0.618 |
1,319.1900 |
|
0.500 |
1,310.1210 |
|
0.382 |
1,301.0520 |
|
LOW |
1,271.6930 |
|
0.618 |
1,224.1960 |
|
1.000 |
1,194.8370 |
|
1.618 |
1,147.3400 |
|
2.618 |
1,070.4840 |
|
4.250 |
945.0550 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,320.1510 |
1,313.4277 |
| PP |
1,315.1360 |
1,301.6893 |
| S1 |
1,310.1210 |
1,289.9510 |
|