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 |
18,705 |
19,735 |
1,030 |
5.5% |
19,480 |
High |
19,260 |
20,345 |
1,085 |
5.6% |
19,800 |
Low |
18,615 |
18,775 |
160 |
0.9% |
18,185 |
Close |
19,155 |
19,045 |
-110 |
-0.6% |
18,730 |
Range |
645 |
1,570 |
925 |
143.4% |
1,615 |
ATR |
1,082 |
1,116 |
35 |
3.2% |
0 |
Volume |
81 |
71 |
-10 |
-12.3% |
303 |
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,098 |
23,142 |
19,909 |
|
R3 |
22,528 |
21,572 |
19,477 |
|
R2 |
20,958 |
20,958 |
19,333 |
|
R1 |
20,002 |
20,002 |
19,189 |
19,695 |
PP |
19,388 |
19,388 |
19,388 |
19,235 |
S1 |
18,432 |
18,432 |
18,901 |
18,125 |
S2 |
17,818 |
17,818 |
18,757 |
|
S3 |
16,248 |
16,862 |
18,613 |
|
S4 |
14,678 |
15,292 |
18,182 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,750 |
22,855 |
19,618 |
|
R3 |
22,135 |
21,240 |
19,174 |
|
R2 |
20,520 |
20,520 |
19,026 |
|
R1 |
19,625 |
19,625 |
18,878 |
19,265 |
PP |
18,905 |
18,905 |
18,905 |
18,725 |
S1 |
18,010 |
18,010 |
18,582 |
17,650 |
S2 |
17,290 |
17,290 |
18,434 |
|
S3 |
15,675 |
16,395 |
18,286 |
|
S4 |
14,060 |
14,780 |
17,842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,345 |
18,185 |
2,160 |
11.3% |
1,102 |
5.8% |
40% |
True |
False |
71 |
10 |
20,540 |
18,185 |
2,355 |
12.4% |
1,002 |
5.3% |
37% |
False |
False |
48 |
20 |
22,880 |
18,185 |
4,695 |
24.7% |
1,067 |
5.6% |
18% |
False |
False |
37 |
40 |
25,455 |
18,185 |
7,270 |
38.2% |
964 |
5.1% |
12% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,018 |
2.618 |
24,455 |
1.618 |
22,885 |
1.000 |
21,915 |
0.618 |
21,315 |
HIGH |
20,345 |
0.618 |
19,745 |
0.500 |
19,560 |
0.382 |
19,375 |
LOW |
18,775 |
0.618 |
17,805 |
1.000 |
17,205 |
1.618 |
16,235 |
2.618 |
14,665 |
4.250 |
12,103 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,560 |
19,420 |
PP |
19,388 |
19,295 |
S1 |
19,217 |
19,170 |
|