| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,266.0 |
12,160.0 |
-106.0 |
-0.9% |
12,785.0 |
| High |
12,435.0 |
12,341.0 |
-94.0 |
-0.8% |
12,962.0 |
| Low |
12,003.0 |
11,878.0 |
-125.0 |
-1.0% |
12,198.0 |
| Close |
12,167.0 |
12,204.0 |
37.0 |
0.3% |
12,299.0 |
| Range |
432.0 |
463.0 |
31.0 |
7.2% |
764.0 |
| ATR |
298.3 |
310.1 |
11.8 |
3.9% |
0.0 |
| Volume |
96,089 |
110,184 |
14,095 |
14.7% |
374,414 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,530.0 |
13,330.0 |
12,458.7 |
|
| R3 |
13,067.0 |
12,867.0 |
12,331.3 |
|
| R2 |
12,604.0 |
12,604.0 |
12,288.9 |
|
| R1 |
12,404.0 |
12,404.0 |
12,246.4 |
12,504.0 |
| PP |
12,141.0 |
12,141.0 |
12,141.0 |
12,191.0 |
| S1 |
11,941.0 |
11,941.0 |
12,161.6 |
12,041.0 |
| S2 |
11,678.0 |
11,678.0 |
12,119.1 |
|
| S3 |
11,215.0 |
11,478.0 |
12,076.7 |
|
| S4 |
10,752.0 |
11,015.0 |
11,949.4 |
|
|
| 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 |
12,804.0 |
11,878.0 |
926.0 |
7.6% |
376.6 |
3.1% |
35% |
False |
True |
90,813 |
| 10 |
13,135.0 |
11,878.0 |
1,257.0 |
10.3% |
332.9 |
2.7% |
26% |
False |
True |
79,234 |
| 20 |
13,590.0 |
11,878.0 |
1,712.0 |
14.0% |
309.1 |
2.5% |
19% |
False |
True |
47,718 |
| 40 |
13,957.0 |
11,878.0 |
2,079.0 |
17.0% |
227.2 |
1.9% |
16% |
False |
True |
23,881 |
| 60 |
13,957.0 |
11,878.0 |
2,079.0 |
17.0% |
207.8 |
1.7% |
16% |
False |
True |
15,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,308.8 |
|
2.618 |
13,553.1 |
|
1.618 |
13,090.1 |
|
1.000 |
12,804.0 |
|
0.618 |
12,627.1 |
|
HIGH |
12,341.0 |
|
0.618 |
12,164.1 |
|
0.500 |
12,109.5 |
|
0.382 |
12,054.9 |
|
LOW |
11,878.0 |
|
0.618 |
11,591.9 |
|
1.000 |
11,415.0 |
|
1.618 |
11,128.9 |
|
2.618 |
10,665.9 |
|
4.250 |
9,910.3 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,172.5 |
12,188.2 |
| PP |
12,141.0 |
12,172.3 |
| S1 |
12,109.5 |
12,156.5 |
|