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 |
19,200 |
18,700 |
-500 |
-2.6% |
19,490 |
High |
19,495 |
19,300 |
-195 |
-1.0% |
19,885 |
Low |
18,455 |
18,545 |
90 |
0.5% |
18,085 |
Close |
18,745 |
19,180 |
435 |
2.3% |
18,745 |
Range |
1,040 |
755 |
-285 |
-27.4% |
1,800 |
ATR |
1,201 |
1,169 |
-32 |
-2.7% |
0 |
Volume |
9,164 |
11,533 |
2,369 |
25.9% |
54,676 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,273 |
20,982 |
19,595 |
|
R3 |
20,518 |
20,227 |
19,388 |
|
R2 |
19,763 |
19,763 |
19,318 |
|
R1 |
19,472 |
19,472 |
19,249 |
19,618 |
PP |
19,008 |
19,008 |
19,008 |
19,081 |
S1 |
18,717 |
18,717 |
19,111 |
18,863 |
S2 |
18,253 |
18,253 |
19,042 |
|
S3 |
17,498 |
17,962 |
18,972 |
|
S4 |
16,743 |
17,207 |
18,765 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,305 |
23,325 |
19,735 |
|
R3 |
22,505 |
21,525 |
19,240 |
|
R2 |
20,705 |
20,705 |
19,075 |
|
R1 |
19,725 |
19,725 |
18,910 |
19,315 |
PP |
18,905 |
18,905 |
18,905 |
18,700 |
S1 |
17,925 |
17,925 |
18,580 |
17,515 |
S2 |
17,105 |
17,105 |
18,415 |
|
S3 |
15,305 |
16,125 |
18,250 |
|
S4 |
13,505 |
14,325 |
17,755 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,885 |
18,085 |
1,800 |
9.4% |
1,073 |
5.6% |
61% |
False |
False |
10,793 |
10 |
22,875 |
18,085 |
4,790 |
25.0% |
1,208 |
6.3% |
23% |
False |
False |
10,279 |
20 |
22,875 |
18,085 |
4,790 |
25.0% |
1,172 |
6.1% |
23% |
False |
False |
9,847 |
40 |
25,295 |
18,085 |
7,210 |
37.6% |
1,091 |
5.7% |
15% |
False |
False |
6,100 |
60 |
25,295 |
18,085 |
7,210 |
37.6% |
1,183 |
6.2% |
15% |
False |
False |
4,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,509 |
2.618 |
21,277 |
1.618 |
20,522 |
1.000 |
20,055 |
0.618 |
19,767 |
HIGH |
19,300 |
0.618 |
19,012 |
0.500 |
18,923 |
0.382 |
18,833 |
LOW |
18,545 |
0.618 |
18,078 |
1.000 |
17,790 |
1.618 |
17,323 |
2.618 |
16,568 |
4.250 |
15,336 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,094 |
19,050 |
PP |
19,008 |
18,920 |
S1 |
18,923 |
18,790 |
|