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 |
18,615 |
19,045 |
430 |
2.3% |
19,570 |
High |
19,240 |
20,345 |
1,105 |
5.7% |
19,840 |
Low |
18,510 |
18,710 |
200 |
1.1% |
18,085 |
Close |
19,125 |
19,010 |
-115 |
-0.6% |
18,675 |
Range |
730 |
1,635 |
905 |
124.0% |
1,755 |
ATR |
1,134 |
1,169 |
36 |
3.2% |
0 |
Volume |
5,145 |
8,672 |
3,527 |
68.6% |
4,379 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,260 |
23,270 |
19,909 |
|
R3 |
22,625 |
21,635 |
19,460 |
|
R2 |
20,990 |
20,990 |
19,310 |
|
R1 |
20,000 |
20,000 |
19,160 |
19,678 |
PP |
19,355 |
19,355 |
19,355 |
19,194 |
S1 |
18,365 |
18,365 |
18,860 |
18,043 |
S2 |
17,720 |
17,720 |
18,710 |
|
S3 |
16,085 |
16,730 |
18,560 |
|
S4 |
14,450 |
15,095 |
18,111 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,132 |
23,158 |
19,640 |
|
R3 |
22,377 |
21,403 |
19,158 |
|
R2 |
20,622 |
20,622 |
18,997 |
|
R1 |
19,648 |
19,648 |
18,836 |
19,258 |
PP |
18,867 |
18,867 |
18,867 |
18,671 |
S1 |
17,893 |
17,893 |
18,514 |
17,503 |
S2 |
17,112 |
17,112 |
18,353 |
|
S3 |
15,357 |
16,138 |
18,192 |
|
S4 |
13,602 |
14,383 |
17,710 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,345 |
18,085 |
2,260 |
11.9% |
1,180 |
6.2% |
41% |
True |
False |
3,463 |
10 |
20,505 |
18,085 |
2,420 |
12.7% |
1,058 |
5.6% |
38% |
False |
False |
1,971 |
20 |
22,920 |
18,085 |
4,835 |
25.4% |
1,168 |
6.1% |
19% |
False |
False |
1,314 |
40 |
25,325 |
18,085 |
7,240 |
38.1% |
1,036 |
5.4% |
13% |
False |
False |
826 |
60 |
25,325 |
18,085 |
7,240 |
38.1% |
1,050 |
5.5% |
13% |
False |
False |
561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,294 |
2.618 |
24,625 |
1.618 |
22,990 |
1.000 |
21,980 |
0.618 |
21,355 |
HIGH |
20,345 |
0.618 |
19,720 |
0.500 |
19,528 |
0.382 |
19,335 |
LOW |
18,710 |
0.618 |
17,700 |
1.000 |
17,075 |
1.618 |
16,065 |
2.618 |
14,430 |
4.250 |
11,761 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,528 |
19,385 |
PP |
19,355 |
19,260 |
S1 |
19,183 |
19,135 |
|