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 |
19,060 |
18,975 |
-85 |
-0.4% |
19,490 |
High |
20,400 |
19,685 |
-715 |
-3.5% |
19,885 |
Low |
18,775 |
18,440 |
-335 |
-1.8% |
18,085 |
Close |
19,045 |
19,565 |
520 |
2.7% |
18,745 |
Range |
1,625 |
1,245 |
-380 |
-23.4% |
1,800 |
ATR |
1,202 |
1,205 |
3 |
0.3% |
0 |
Volume |
18,567 |
14,508 |
-4,059 |
-21.9% |
54,676 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,965 |
22,510 |
20,250 |
|
R3 |
21,720 |
21,265 |
19,907 |
|
R2 |
20,475 |
20,475 |
19,793 |
|
R1 |
20,020 |
20,020 |
19,679 |
20,248 |
PP |
19,230 |
19,230 |
19,230 |
19,344 |
S1 |
18,775 |
18,775 |
19,451 |
19,003 |
S2 |
17,985 |
17,985 |
19,337 |
|
S3 |
16,740 |
17,530 |
19,223 |
|
S4 |
15,495 |
16,285 |
18,880 |
|
|
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 |
11.8% |
1,211 |
6.2% |
64% |
False |
False |
12,562 |
10 |
20,400 |
18,085 |
2,315 |
11.8% |
1,121 |
5.7% |
64% |
False |
False |
11,288 |
20 |
22,875 |
18,085 |
4,790 |
24.5% |
1,202 |
6.1% |
31% |
False |
False |
10,740 |
40 |
25,295 |
18,085 |
7,210 |
36.9% |
1,126 |
5.8% |
21% |
False |
False |
6,902 |
60 |
25,295 |
18,085 |
7,210 |
36.9% |
1,168 |
6.0% |
21% |
False |
False |
4,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,976 |
2.618 |
22,944 |
1.618 |
21,699 |
1.000 |
20,930 |
0.618 |
20,454 |
HIGH |
19,685 |
0.618 |
19,209 |
0.500 |
19,063 |
0.382 |
18,916 |
LOW |
18,440 |
0.618 |
17,671 |
1.000 |
17,195 |
1.618 |
16,426 |
2.618 |
15,181 |
4.250 |
13,149 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,398 |
19,517 |
PP |
19,230 |
19,468 |
S1 |
19,063 |
19,420 |
|