Trading Metrics calculated at close of trading on 26-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,692.5 |
1,665.0 |
-27.5 |
-1.6% |
1,697.6 |
High |
1,695.6 |
1,670.0 |
-25.6 |
-1.5% |
1,710.0 |
Low |
1,660.0 |
1,641.9 |
-18.1 |
-1.1% |
1,660.0 |
Close |
1,668.8 |
1,646.5 |
-22.3 |
-1.3% |
1,668.8 |
Range |
35.6 |
28.1 |
-7.5 |
-21.1% |
50.0 |
ATR |
25.1 |
25.3 |
0.2 |
0.9% |
0.0 |
Volume |
3,466 |
1,117 |
-2,349 |
-67.8% |
9,085 |
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.1 |
1,719.9 |
1,662.0 |
|
R3 |
1,709.0 |
1,691.8 |
1,654.2 |
|
R2 |
1,680.9 |
1,680.9 |
1,651.7 |
|
R1 |
1,663.7 |
1,663.7 |
1,649.1 |
1,658.3 |
PP |
1,652.8 |
1,652.8 |
1,652.8 |
1,650.1 |
S1 |
1,635.6 |
1,635.6 |
1,643.9 |
1,630.2 |
S2 |
1,624.7 |
1,624.7 |
1,641.3 |
|
S3 |
1,596.6 |
1,607.5 |
1,638.8 |
|
S4 |
1,568.5 |
1,579.4 |
1,631.0 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.6 |
1,799.2 |
1,696.3 |
|
R3 |
1,779.6 |
1,749.2 |
1,682.6 |
|
R2 |
1,729.6 |
1,729.6 |
1,678.0 |
|
R1 |
1,699.2 |
1,699.2 |
1,673.4 |
1,689.4 |
PP |
1,679.6 |
1,679.6 |
1,679.6 |
1,674.7 |
S1 |
1,649.2 |
1,649.2 |
1,664.2 |
1,639.4 |
S2 |
1,629.6 |
1,629.6 |
1,659.6 |
|
S3 |
1,579.6 |
1,599.2 |
1,655.1 |
|
S4 |
1,529.6 |
1,549.2 |
1,641.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,710.0 |
1,641.9 |
68.1 |
4.1% |
29.3 |
1.8% |
7% |
False |
True |
1,795 |
10 |
1,755.0 |
1,641.9 |
113.1 |
6.9% |
27.8 |
1.7% |
4% |
False |
True |
3,381 |
20 |
1,770.3 |
1,641.9 |
128.4 |
7.8% |
25.2 |
1.5% |
4% |
False |
True |
2,889 |
40 |
1,836.7 |
1,641.9 |
194.8 |
11.8% |
22.5 |
1.4% |
2% |
False |
True |
2,519 |
60 |
1,844.8 |
1,641.9 |
202.9 |
12.3% |
23.0 |
1.4% |
2% |
False |
True |
2,034 |
80 |
1,910.6 |
1,641.9 |
268.7 |
16.3% |
23.4 |
1.4% |
2% |
False |
True |
1,660 |
100 |
1,924.2 |
1,641.9 |
282.3 |
17.1% |
22.1 |
1.3% |
2% |
False |
True |
1,459 |
120 |
2,030.0 |
1,641.9 |
388.1 |
23.6% |
20.4 |
1.2% |
1% |
False |
True |
1,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,789.4 |
2.618 |
1,743.6 |
1.618 |
1,715.5 |
1.000 |
1,698.1 |
0.618 |
1,687.4 |
HIGH |
1,670.0 |
0.618 |
1,659.3 |
0.500 |
1,656.0 |
0.382 |
1,652.6 |
LOW |
1,641.9 |
0.618 |
1,624.5 |
1.000 |
1,613.8 |
1.618 |
1,596.4 |
2.618 |
1,568.3 |
4.250 |
1,522.5 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,656.0 |
1,673.9 |
PP |
1,652.8 |
1,664.7 |
S1 |
1,649.7 |
1,655.6 |
|