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 |
12,625.0 |
12,308.0 |
-317.0 |
-2.5% |
12,785.0 |
High |
12,641.0 |
12,390.0 |
-251.0 |
-2.0% |
12,962.0 |
Low |
12,198.0 |
12,184.0 |
-14.0 |
-0.1% |
12,198.0 |
Close |
12,299.0 |
12,260.0 |
-39.0 |
-0.3% |
12,299.0 |
Range |
443.0 |
206.0 |
-237.0 |
-53.5% |
764.0 |
ATR |
294.4 |
288.1 |
-6.3 |
-2.1% |
0.0 |
Volume |
95,390 |
74,312 |
-21,078 |
-22.1% |
374,414 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,896.0 |
12,784.0 |
12,373.3 |
|
R3 |
12,690.0 |
12,578.0 |
12,316.7 |
|
R2 |
12,484.0 |
12,484.0 |
12,297.8 |
|
R1 |
12,372.0 |
12,372.0 |
12,278.9 |
12,325.0 |
PP |
12,278.0 |
12,278.0 |
12,278.0 |
12,254.5 |
S1 |
12,166.0 |
12,166.0 |
12,241.1 |
12,119.0 |
S2 |
12,072.0 |
12,072.0 |
12,222.2 |
|
S3 |
11,866.0 |
11,960.0 |
12,203.4 |
|
S4 |
11,660.0 |
11,754.0 |
12,146.7 |
|
|
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 |
12,184.0 |
778.0 |
6.3% |
348.2 |
2.8% |
10% |
False |
True |
78,732 |
10 |
13,590.0 |
12,184.0 |
1,406.0 |
11.5% |
317.7 |
2.6% |
5% |
False |
True |
69,317 |
20 |
13,590.0 |
12,184.0 |
1,406.0 |
11.5% |
286.2 |
2.3% |
5% |
False |
True |
37,418 |
40 |
13,957.0 |
12,184.0 |
1,773.0 |
14.5% |
209.0 |
1.7% |
4% |
False |
True |
18,725 |
60 |
13,957.0 |
12,184.0 |
1,773.0 |
14.5% |
204.0 |
1.7% |
4% |
False |
True |
12,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,265.5 |
2.618 |
12,929.3 |
1.618 |
12,723.3 |
1.000 |
12,596.0 |
0.618 |
12,517.3 |
HIGH |
12,390.0 |
0.618 |
12,311.3 |
0.500 |
12,287.0 |
0.382 |
12,262.7 |
LOW |
12,184.0 |
0.618 |
12,056.7 |
1.000 |
11,978.0 |
1.618 |
11,850.7 |
2.618 |
11,644.7 |
4.250 |
11,308.5 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,287.0 |
12,494.0 |
PP |
12,278.0 |
12,416.0 |
S1 |
12,269.0 |
12,338.0 |
|