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 |
3,439.0 |
3,347.0 |
-92.0 |
-2.7% |
3,499.0 |
High |
3,446.0 |
3,374.0 |
-72.0 |
-2.1% |
3,533.0 |
Low |
3,324.0 |
3,314.0 |
-10.0 |
-0.3% |
3,324.0 |
Close |
3,343.0 |
3,338.0 |
-5.0 |
-0.1% |
3,343.0 |
Range |
122.0 |
60.0 |
-62.0 |
-50.8% |
209.0 |
ATR |
79.6 |
78.2 |
-1.4 |
-1.8% |
0.0 |
Volume |
1,292,743 |
1,126,929 |
-165,814 |
-12.8% |
4,731,441 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,522.0 |
3,490.0 |
3,371.0 |
|
R3 |
3,462.0 |
3,430.0 |
3,354.5 |
|
R2 |
3,402.0 |
3,402.0 |
3,349.0 |
|
R1 |
3,370.0 |
3,370.0 |
3,343.5 |
3,356.0 |
PP |
3,342.0 |
3,342.0 |
3,342.0 |
3,335.0 |
S1 |
3,310.0 |
3,310.0 |
3,332.5 |
3,296.0 |
S2 |
3,282.0 |
3,282.0 |
3,327.0 |
|
S3 |
3,222.0 |
3,250.0 |
3,321.5 |
|
S4 |
3,162.0 |
3,190.0 |
3,305.0 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,027.0 |
3,894.0 |
3,458.0 |
|
R3 |
3,818.0 |
3,685.0 |
3,400.5 |
|
R2 |
3,609.0 |
3,609.0 |
3,381.3 |
|
R1 |
3,476.0 |
3,476.0 |
3,362.2 |
3,438.0 |
PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,381.0 |
S1 |
3,267.0 |
3,267.0 |
3,323.8 |
3,229.0 |
S2 |
3,191.0 |
3,191.0 |
3,304.7 |
|
S3 |
2,982.0 |
3,058.0 |
3,285.5 |
|
S4 |
2,773.0 |
2,849.0 |
3,228.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,533.0 |
3,314.0 |
219.0 |
6.6% |
94.4 |
2.8% |
11% |
False |
True |
1,042,654 |
10 |
3,678.0 |
3,314.0 |
364.0 |
10.9% |
83.8 |
2.5% |
7% |
False |
True |
1,164,525 |
20 |
3,678.0 |
3,314.0 |
364.0 |
10.9% |
78.5 |
2.4% |
7% |
False |
True |
753,271 |
40 |
3,810.0 |
3,314.0 |
496.0 |
14.9% |
62.7 |
1.9% |
5% |
False |
True |
381,919 |
60 |
3,810.0 |
3,314.0 |
496.0 |
14.9% |
59.5 |
1.8% |
5% |
False |
True |
256,415 |
80 |
3,814.0 |
3,314.0 |
500.0 |
15.0% |
55.8 |
1.7% |
5% |
False |
True |
193,602 |
100 |
3,815.0 |
3,314.0 |
501.0 |
15.0% |
48.2 |
1.4% |
5% |
False |
True |
155,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,629.0 |
2.618 |
3,531.1 |
1.618 |
3,471.1 |
1.000 |
3,434.0 |
0.618 |
3,411.1 |
HIGH |
3,374.0 |
0.618 |
3,351.1 |
0.500 |
3,344.0 |
0.382 |
3,336.9 |
LOW |
3,314.0 |
0.618 |
3,276.9 |
1.000 |
3,254.0 |
1.618 |
3,216.9 |
2.618 |
3,156.9 |
4.250 |
3,059.0 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,344.0 |
3,403.0 |
PP |
3,342.0 |
3,381.3 |
S1 |
3,340.0 |
3,359.7 |
|