| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,560.0 |
12,625.0 |
65.0 |
0.5% |
12,785.0 |
| High |
12,804.0 |
12,641.0 |
-163.0 |
-1.3% |
12,962.0 |
| Low |
12,465.0 |
12,198.0 |
-267.0 |
-2.1% |
12,198.0 |
| Close |
12,559.0 |
12,299.0 |
-260.0 |
-2.1% |
12,299.0 |
| Range |
339.0 |
443.0 |
104.0 |
30.7% |
764.0 |
| ATR |
282.9 |
294.4 |
11.4 |
4.0% |
0.0 |
| Volume |
78,091 |
95,390 |
17,299 |
22.2% |
374,414 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,708.3 |
13,446.7 |
12,542.7 |
|
| R3 |
13,265.3 |
13,003.7 |
12,420.8 |
|
| R2 |
12,822.3 |
12,822.3 |
12,380.2 |
|
| R1 |
12,560.7 |
12,560.7 |
12,339.6 |
12,470.0 |
| PP |
12,379.3 |
12,379.3 |
12,379.3 |
12,334.0 |
| S1 |
12,117.7 |
12,117.7 |
12,258.4 |
12,027.0 |
| S2 |
11,936.3 |
11,936.3 |
12,217.8 |
|
| S3 |
11,493.3 |
11,674.7 |
12,177.2 |
|
| S4 |
11,050.3 |
11,231.7 |
12,055.4 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,778.3 |
14,302.7 |
12,719.2 |
|
| R3 |
14,014.3 |
13,538.7 |
12,509.1 |
|
| R2 |
13,250.3 |
13,250.3 |
12,439.1 |
|
| R1 |
12,774.7 |
12,774.7 |
12,369.0 |
12,630.5 |
| PP |
12,486.3 |
12,486.3 |
12,486.3 |
12,414.3 |
| S1 |
12,010.7 |
12,010.7 |
12,229.0 |
11,866.5 |
| S2 |
11,722.3 |
11,722.3 |
12,158.9 |
|
| S3 |
10,958.3 |
11,246.7 |
12,088.9 |
|
| S4 |
10,194.3 |
10,482.7 |
11,878.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,962.0 |
12,198.0 |
764.0 |
6.2% |
363.0 |
3.0% |
13% |
False |
True |
74,882 |
| 10 |
13,590.0 |
12,198.0 |
1,392.0 |
11.3% |
327.3 |
2.7% |
7% |
False |
True |
64,876 |
| 20 |
13,590.0 |
12,198.0 |
1,392.0 |
11.3% |
299.8 |
2.4% |
7% |
False |
True |
33,708 |
| 40 |
13,957.0 |
12,198.0 |
1,759.0 |
14.3% |
205.2 |
1.7% |
6% |
False |
True |
16,867 |
| 60 |
13,957.0 |
12,198.0 |
1,759.0 |
14.3% |
203.5 |
1.7% |
6% |
False |
True |
11,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,523.8 |
|
2.618 |
13,800.8 |
|
1.618 |
13,357.8 |
|
1.000 |
13,084.0 |
|
0.618 |
12,914.8 |
|
HIGH |
12,641.0 |
|
0.618 |
12,471.8 |
|
0.500 |
12,419.5 |
|
0.382 |
12,367.2 |
|
LOW |
12,198.0 |
|
0.618 |
11,924.2 |
|
1.000 |
11,755.0 |
|
1.618 |
11,481.2 |
|
2.618 |
11,038.2 |
|
4.250 |
10,315.3 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,419.5 |
12,540.0 |
| PP |
12,379.3 |
12,459.7 |
| S1 |
12,339.2 |
12,379.3 |
|