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 |
19,735 |
18,990 |
-745 |
-3.8% |
19,480 |
High |
20,345 |
19,645 |
-700 |
-3.4% |
19,800 |
Low |
18,775 |
18,435 |
-340 |
-1.8% |
18,185 |
Close |
19,045 |
19,580 |
535 |
2.8% |
18,730 |
Range |
1,570 |
1,210 |
-360 |
-22.9% |
1,615 |
ATR |
1,116 |
1,123 |
7 |
0.6% |
0 |
Volume |
71 |
77 |
6 |
8.5% |
303 |
|
Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,850 |
22,425 |
20,246 |
|
R3 |
21,640 |
21,215 |
19,913 |
|
R2 |
20,430 |
20,430 |
19,802 |
|
R1 |
20,005 |
20,005 |
19,691 |
20,218 |
PP |
19,220 |
19,220 |
19,220 |
19,326 |
S1 |
18,795 |
18,795 |
19,469 |
19,008 |
S2 |
18,010 |
18,010 |
19,358 |
|
S3 |
16,800 |
17,585 |
19,247 |
|
S4 |
15,590 |
16,375 |
18,915 |
|
|
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 |
11.0% |
1,136 |
5.8% |
65% |
False |
False |
61 |
10 |
20,405 |
18,185 |
2,220 |
11.3% |
1,040 |
5.3% |
63% |
False |
False |
54 |
20 |
22,880 |
18,185 |
4,695 |
24.0% |
1,075 |
5.5% |
30% |
False |
False |
39 |
40 |
25,455 |
18,185 |
7,270 |
37.1% |
975 |
5.0% |
19% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,788 |
2.618 |
22,813 |
1.618 |
21,603 |
1.000 |
20,855 |
0.618 |
20,393 |
HIGH |
19,645 |
0.618 |
19,183 |
0.500 |
19,040 |
0.382 |
18,897 |
LOW |
18,435 |
0.618 |
17,687 |
1.000 |
17,225 |
1.618 |
16,477 |
2.618 |
15,267 |
4.250 |
13,293 |
|
|
Fisher Pivots for day following 28-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,400 |
19,517 |
PP |
19,220 |
19,453 |
S1 |
19,040 |
19,390 |
|