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 |
18,645 |
19,100 |
455 |
2.4% |
19,365 |
High |
19,225 |
20,335 |
1,110 |
5.8% |
19,770 |
Low |
18,555 |
18,730 |
175 |
0.9% |
18,130 |
Close |
19,135 |
19,025 |
-110 |
-0.6% |
18,690 |
Range |
670 |
1,605 |
935 |
139.6% |
1,640 |
ATR |
1,091 |
1,128 |
37 |
3.4% |
0 |
Volume |
105 |
189 |
84 |
80.0% |
688 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,178 |
23,207 |
19,908 |
|
R3 |
22,573 |
21,602 |
19,466 |
|
R2 |
20,968 |
20,968 |
19,319 |
|
R1 |
19,997 |
19,997 |
19,172 |
19,680 |
PP |
19,363 |
19,363 |
19,363 |
19,205 |
S1 |
18,392 |
18,392 |
18,878 |
18,075 |
S2 |
17,758 |
17,758 |
18,731 |
|
S3 |
16,153 |
16,787 |
18,584 |
|
S4 |
14,548 |
15,182 |
18,142 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,783 |
22,877 |
19,592 |
|
R3 |
22,143 |
21,237 |
19,141 |
|
R2 |
20,503 |
20,503 |
18,991 |
|
R1 |
19,597 |
19,597 |
18,840 |
19,230 |
PP |
18,863 |
18,863 |
18,863 |
18,680 |
S1 |
17,957 |
17,957 |
18,540 |
17,590 |
S2 |
17,223 |
17,223 |
18,389 |
|
S3 |
15,583 |
16,317 |
18,239 |
|
S4 |
13,943 |
14,677 |
17,788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,335 |
18,130 |
2,205 |
11.6% |
1,126 |
5.9% |
41% |
True |
False |
161 |
10 |
20,525 |
18,130 |
2,395 |
12.6% |
1,020 |
5.4% |
37% |
False |
False |
105 |
20 |
22,865 |
18,130 |
4,735 |
24.9% |
1,117 |
5.9% |
19% |
False |
False |
80 |
40 |
25,380 |
18,130 |
7,250 |
38.1% |
1,017 |
5.3% |
12% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,156 |
2.618 |
24,537 |
1.618 |
22,932 |
1.000 |
21,940 |
0.618 |
21,327 |
HIGH |
20,335 |
0.618 |
19,722 |
0.500 |
19,533 |
0.382 |
19,343 |
LOW |
18,730 |
0.618 |
17,738 |
1.000 |
17,125 |
1.618 |
16,133 |
2.618 |
14,528 |
4.250 |
11,909 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,533 |
19,393 |
PP |
19,363 |
19,270 |
S1 |
19,194 |
19,148 |
|