| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,160.0 |
12,305.0 |
145.0 |
1.2% |
12,785.0 |
| High |
12,341.0 |
12,316.0 |
-25.0 |
-0.2% |
12,962.0 |
| Low |
11,878.0 |
11,882.0 |
4.0 |
0.0% |
12,198.0 |
| Close |
12,204.0 |
11,976.0 |
-228.0 |
-1.9% |
12,299.0 |
| Range |
463.0 |
434.0 |
-29.0 |
-6.3% |
764.0 |
| ATR |
310.1 |
319.0 |
8.8 |
2.9% |
0.0 |
| Volume |
110,184 |
97,281 |
-12,903 |
-11.7% |
374,414 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,360.0 |
13,102.0 |
12,214.7 |
|
| R3 |
12,926.0 |
12,668.0 |
12,095.4 |
|
| R2 |
12,492.0 |
12,492.0 |
12,055.6 |
|
| R1 |
12,234.0 |
12,234.0 |
12,015.8 |
12,146.0 |
| PP |
12,058.0 |
12,058.0 |
12,058.0 |
12,014.0 |
| S1 |
11,800.0 |
11,800.0 |
11,936.2 |
11,712.0 |
| S2 |
11,624.0 |
11,624.0 |
11,896.4 |
|
| S3 |
11,190.0 |
11,366.0 |
11,856.7 |
|
| S4 |
10,756.0 |
10,932.0 |
11,737.3 |
|
|
| 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 |
12,641.0 |
11,878.0 |
763.0 |
6.4% |
395.6 |
3.3% |
13% |
False |
False |
94,651 |
| 10 |
12,962.0 |
11,878.0 |
1,084.0 |
9.1% |
355.5 |
3.0% |
9% |
False |
False |
83,175 |
| 20 |
13,590.0 |
11,878.0 |
1,712.0 |
14.3% |
320.3 |
2.7% |
6% |
False |
False |
52,577 |
| 40 |
13,957.0 |
11,878.0 |
2,079.0 |
17.4% |
234.7 |
2.0% |
5% |
False |
False |
26,313 |
| 60 |
13,957.0 |
11,878.0 |
2,079.0 |
17.4% |
212.8 |
1.8% |
5% |
False |
False |
17,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,160.5 |
|
2.618 |
13,452.2 |
|
1.618 |
13,018.2 |
|
1.000 |
12,750.0 |
|
0.618 |
12,584.2 |
|
HIGH |
12,316.0 |
|
0.618 |
12,150.2 |
|
0.500 |
12,099.0 |
|
0.382 |
12,047.8 |
|
LOW |
11,882.0 |
|
0.618 |
11,613.8 |
|
1.000 |
11,448.0 |
|
1.618 |
11,179.8 |
|
2.618 |
10,745.8 |
|
4.250 |
10,037.5 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,099.0 |
12,156.5 |
| PP |
12,058.0 |
12,096.3 |
| S1 |
12,017.0 |
12,036.2 |
|