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 |
1,680.1 |
1,651.0 |
-29.1 |
-1.7% |
1,685.4 |
High |
1,685.0 |
1,657.2 |
-27.8 |
-1.6% |
1,696.9 |
Low |
1,646.6 |
1,627.7 |
-18.9 |
-1.1% |
1,646.6 |
Close |
1,655.6 |
1,633.4 |
-22.2 |
-1.3% |
1,655.6 |
Range |
38.4 |
29.5 |
-8.9 |
-23.2% |
50.3 |
ATR |
26.4 |
26.6 |
0.2 |
0.8% |
0.0 |
Volume |
243,045 |
219,861 |
-23,184 |
-9.5% |
997,366 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.9 |
1,710.2 |
1,649.6 |
|
R3 |
1,698.4 |
1,680.7 |
1,641.5 |
|
R2 |
1,668.9 |
1,668.9 |
1,638.8 |
|
R1 |
1,651.2 |
1,651.2 |
1,636.1 |
1,645.3 |
PP |
1,639.4 |
1,639.4 |
1,639.4 |
1,636.5 |
S1 |
1,621.7 |
1,621.7 |
1,630.7 |
1,615.8 |
S2 |
1,609.9 |
1,609.9 |
1,628.0 |
|
S3 |
1,580.4 |
1,592.2 |
1,625.3 |
|
S4 |
1,550.9 |
1,562.7 |
1,617.2 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.3 |
1,786.7 |
1,683.3 |
|
R3 |
1,767.0 |
1,736.4 |
1,669.4 |
|
R2 |
1,716.7 |
1,716.7 |
1,664.8 |
|
R1 |
1,686.1 |
1,686.1 |
1,660.2 |
1,676.3 |
PP |
1,666.4 |
1,666.4 |
1,666.4 |
1,661.4 |
S1 |
1,635.8 |
1,635.8 |
1,651.0 |
1,626.0 |
S2 |
1,616.1 |
1,616.1 |
1,646.4 |
|
S3 |
1,565.8 |
1,585.5 |
1,641.8 |
|
S4 |
1,515.5 |
1,535.2 |
1,627.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,696.9 |
1,627.7 |
69.2 |
4.2% |
30.9 |
1.9% |
8% |
False |
True |
215,211 |
10 |
1,742.9 |
1,627.7 |
115.2 |
7.1% |
29.3 |
1.8% |
5% |
False |
True |
209,853 |
20 |
1,757.9 |
1,627.7 |
130.2 |
8.0% |
26.6 |
1.6% |
4% |
False |
True |
190,429 |
40 |
1,824.6 |
1,627.7 |
196.9 |
12.1% |
23.9 |
1.5% |
3% |
False |
True |
163,434 |
60 |
1,834.8 |
1,627.7 |
207.1 |
12.7% |
24.6 |
1.5% |
3% |
False |
True |
133,367 |
80 |
1,900.8 |
1,627.7 |
273.1 |
16.7% |
25.1 |
1.5% |
2% |
False |
True |
101,977 |
100 |
1,933.5 |
1,627.7 |
305.8 |
18.7% |
25.3 |
1.5% |
2% |
False |
True |
82,117 |
120 |
2,024.3 |
1,627.7 |
396.6 |
24.3% |
25.4 |
1.6% |
1% |
False |
True |
68,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,782.6 |
2.618 |
1,734.4 |
1.618 |
1,704.9 |
1.000 |
1,686.7 |
0.618 |
1,675.4 |
HIGH |
1,657.2 |
0.618 |
1,645.9 |
0.500 |
1,642.5 |
0.382 |
1,639.0 |
LOW |
1,627.7 |
0.618 |
1,609.5 |
1.000 |
1,598.2 |
1.618 |
1,580.0 |
2.618 |
1,550.5 |
4.250 |
1,502.3 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,642.5 |
1,660.6 |
PP |
1,639.4 |
1,651.5 |
S1 |
1,636.4 |
1,642.5 |
|