| 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 |
7,026.0 |
7,026.0 |
0.0 |
0.0% |
7,249.0 |
| High |
7,085.5 |
7,086.0 |
0.5 |
0.0% |
7,340.5 |
| Low |
6,953.5 |
6,945.0 |
-8.5 |
-0.1% |
6,986.0 |
| Close |
7,018.0 |
7,003.0 |
-15.0 |
-0.2% |
7,017.0 |
| Range |
132.0 |
141.0 |
9.0 |
6.8% |
354.5 |
| ATR |
104.9 |
107.4 |
2.6 |
2.5% |
0.0 |
| Volume |
182,938 |
148,071 |
-34,867 |
-19.1% |
520,275 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,434.5 |
7,359.5 |
7,080.5 |
|
| R3 |
7,293.5 |
7,218.5 |
7,042.0 |
|
| R2 |
7,152.5 |
7,152.5 |
7,029.0 |
|
| R1 |
7,077.5 |
7,077.5 |
7,016.0 |
7,044.5 |
| PP |
7,011.5 |
7,011.5 |
7,011.5 |
6,995.0 |
| S1 |
6,936.5 |
6,936.5 |
6,990.0 |
6,903.5 |
| S2 |
6,870.5 |
6,870.5 |
6,977.0 |
|
| S3 |
6,729.5 |
6,795.5 |
6,964.0 |
|
| S4 |
6,588.5 |
6,654.5 |
6,925.5 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,178.0 |
7,952.0 |
7,212.0 |
|
| R3 |
7,823.5 |
7,597.5 |
7,114.5 |
|
| R2 |
7,469.0 |
7,469.0 |
7,082.0 |
|
| R1 |
7,243.0 |
7,243.0 |
7,049.5 |
7,179.0 |
| PP |
7,114.5 |
7,114.5 |
7,114.5 |
7,082.5 |
| S1 |
6,888.5 |
6,888.5 |
6,984.5 |
6,824.0 |
| S2 |
6,760.0 |
6,760.0 |
6,952.0 |
|
| S3 |
6,405.5 |
6,534.0 |
6,919.5 |
|
| S4 |
6,051.0 |
6,179.5 |
6,822.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,292.5 |
6,945.0 |
347.5 |
5.0% |
142.5 |
2.0% |
17% |
False |
True |
146,656 |
| 10 |
7,363.0 |
6,945.0 |
418.0 |
6.0% |
112.5 |
1.6% |
14% |
False |
True |
124,012 |
| 20 |
7,529.5 |
6,945.0 |
584.5 |
8.3% |
111.0 |
1.6% |
10% |
False |
True |
102,521 |
| 40 |
7,580.0 |
6,945.0 |
635.0 |
9.1% |
74.5 |
1.1% |
9% |
False |
True |
51,288 |
| 60 |
7,580.0 |
6,945.0 |
635.0 |
9.1% |
53.5 |
0.8% |
9% |
False |
True |
34,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,685.0 |
|
2.618 |
7,455.0 |
|
1.618 |
7,314.0 |
|
1.000 |
7,227.0 |
|
0.618 |
7,173.0 |
|
HIGH |
7,086.0 |
|
0.618 |
7,032.0 |
|
0.500 |
7,015.5 |
|
0.382 |
6,999.0 |
|
LOW |
6,945.0 |
|
0.618 |
6,858.0 |
|
1.000 |
6,804.0 |
|
1.618 |
6,717.0 |
|
2.618 |
6,576.0 |
|
4.250 |
6,346.0 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,015.5 |
7,074.0 |
| PP |
7,011.5 |
7,050.5 |
| S1 |
7,007.0 |
7,027.0 |
|