| 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 |
12,308.0 |
12,266.0 |
-42.0 |
-0.3% |
12,785.0 |
| High |
12,390.0 |
12,435.0 |
45.0 |
0.4% |
12,962.0 |
| Low |
12,184.0 |
12,003.0 |
-181.0 |
-1.5% |
12,198.0 |
| Close |
12,260.0 |
12,167.0 |
-93.0 |
-0.8% |
12,299.0 |
| Range |
206.0 |
432.0 |
226.0 |
109.7% |
764.0 |
| ATR |
288.1 |
298.3 |
10.3 |
3.6% |
0.0 |
| Volume |
74,312 |
96,089 |
21,777 |
29.3% |
374,414 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,497.7 |
13,264.3 |
12,404.6 |
|
| R3 |
13,065.7 |
12,832.3 |
12,285.8 |
|
| R2 |
12,633.7 |
12,633.7 |
12,246.2 |
|
| R1 |
12,400.3 |
12,400.3 |
12,206.6 |
12,301.0 |
| PP |
12,201.7 |
12,201.7 |
12,201.7 |
12,152.0 |
| S1 |
11,968.3 |
11,968.3 |
12,127.4 |
11,869.0 |
| S2 |
11,769.7 |
11,769.7 |
12,087.8 |
|
| S3 |
11,337.7 |
11,536.3 |
12,048.2 |
|
| S4 |
10,905.7 |
11,104.3 |
11,929.4 |
|
|
| 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 |
12,882.0 |
12,003.0 |
879.0 |
7.2% |
353.2 |
2.9% |
19% |
False |
True |
82,900 |
| 10 |
13,218.0 |
12,003.0 |
1,215.0 |
10.0% |
311.2 |
2.6% |
13% |
False |
True |
73,641 |
| 20 |
13,590.0 |
12,003.0 |
1,587.0 |
13.0% |
298.2 |
2.5% |
10% |
False |
True |
42,217 |
| 40 |
13,957.0 |
12,003.0 |
1,954.0 |
16.1% |
218.0 |
1.8% |
8% |
False |
True |
21,127 |
| 60 |
13,957.0 |
12,003.0 |
1,954.0 |
16.1% |
208.2 |
1.7% |
8% |
False |
True |
14,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,271.0 |
|
2.618 |
13,566.0 |
|
1.618 |
13,134.0 |
|
1.000 |
12,867.0 |
|
0.618 |
12,702.0 |
|
HIGH |
12,435.0 |
|
0.618 |
12,270.0 |
|
0.500 |
12,219.0 |
|
0.382 |
12,168.0 |
|
LOW |
12,003.0 |
|
0.618 |
11,736.0 |
|
1.000 |
11,571.0 |
|
1.618 |
11,304.0 |
|
2.618 |
10,872.0 |
|
4.250 |
10,167.0 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,219.0 |
12,322.0 |
| PP |
12,201.7 |
12,270.3 |
| S1 |
12,184.3 |
12,218.7 |
|