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 |
18,700 |
19,060 |
360 |
1.9% |
19,490 |
High |
19,300 |
20,400 |
1,100 |
5.7% |
19,885 |
Low |
18,545 |
18,775 |
230 |
1.2% |
18,085 |
Close |
19,180 |
19,045 |
-135 |
-0.7% |
18,745 |
Range |
755 |
1,625 |
870 |
115.2% |
1,800 |
ATR |
1,169 |
1,202 |
33 |
2.8% |
0 |
Volume |
11,533 |
18,567 |
7,034 |
61.0% |
54,676 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,282 |
23,288 |
19,939 |
|
R3 |
22,657 |
21,663 |
19,492 |
|
R2 |
21,032 |
21,032 |
19,343 |
|
R1 |
20,038 |
20,038 |
19,194 |
19,723 |
PP |
19,407 |
19,407 |
19,407 |
19,249 |
S1 |
18,413 |
18,413 |
18,896 |
18,098 |
S2 |
17,782 |
17,782 |
18,747 |
|
S3 |
16,157 |
16,788 |
18,598 |
|
S4 |
14,532 |
15,163 |
18,151 |
|
|
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 |
20,400 |
18,085 |
2,315 |
12.2% |
1,205 |
6.3% |
41% |
True |
False |
12,733 |
10 |
20,500 |
18,085 |
2,415 |
12.7% |
1,088 |
5.7% |
40% |
False |
False |
10,600 |
20 |
22,875 |
18,085 |
4,790 |
25.2% |
1,204 |
6.3% |
20% |
False |
False |
10,376 |
40 |
25,295 |
18,085 |
7,210 |
37.9% |
1,115 |
5.9% |
13% |
False |
False |
6,551 |
60 |
25,295 |
18,085 |
7,210 |
37.9% |
1,176 |
6.2% |
13% |
False |
False |
4,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,306 |
2.618 |
24,654 |
1.618 |
23,029 |
1.000 |
22,025 |
0.618 |
21,404 |
HIGH |
20,400 |
0.618 |
19,779 |
0.500 |
19,588 |
0.382 |
19,396 |
LOW |
18,775 |
0.618 |
17,771 |
1.000 |
17,150 |
1.618 |
16,146 |
2.618 |
14,521 |
4.250 |
11,869 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,588 |
19,428 |
PP |
19,407 |
19,300 |
S1 |
19,226 |
19,173 |
|