Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
11,756.03 |
11,847.45 |
91.42 |
0.8% |
12,645.06 |
High |
11,956.79 |
11,951.13 |
-5.66 |
0.0% |
12,752.83 |
Low |
11,756.03 |
11,761.69 |
5.66 |
0.0% |
11,710.26 |
Close |
11,953.27 |
11,851.54 |
-101.73 |
-0.9% |
11,861.38 |
Range |
200.76 |
189.44 |
-11.32 |
-5.6% |
1,042.57 |
ATR |
280.60 |
274.24 |
-6.36 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,423.11 |
12,326.76 |
11,955.73 |
|
R3 |
12,233.67 |
12,137.32 |
11,903.64 |
|
R2 |
12,044.23 |
12,044.23 |
11,886.27 |
|
R1 |
11,947.88 |
11,947.88 |
11,868.91 |
11,996.06 |
PP |
11,854.79 |
11,854.79 |
11,854.79 |
11,878.87 |
S1 |
11,758.44 |
11,758.44 |
11,834.17 |
11,806.62 |
S2 |
11,665.35 |
11,665.35 |
11,816.81 |
|
S3 |
11,475.91 |
11,569.00 |
11,799.44 |
|
S4 |
11,286.47 |
11,379.56 |
11,747.35 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,235.87 |
14,591.19 |
12,434.79 |
|
R3 |
14,193.30 |
13,548.62 |
12,148.09 |
|
R2 |
13,150.73 |
13,150.73 |
12,052.52 |
|
R1 |
12,506.05 |
12,506.05 |
11,956.95 |
12,307.11 |
PP |
12,108.16 |
12,108.16 |
12,108.16 |
12,008.68 |
S1 |
11,463.48 |
11,463.48 |
11,765.81 |
11,264.54 |
S2 |
11,065.59 |
11,065.59 |
11,670.24 |
|
S3 |
10,023.02 |
10,420.91 |
11,574.67 |
|
S4 |
8,980.45 |
9,378.34 |
11,287.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,168.98 |
11,710.26 |
458.72 |
3.9% |
198.17 |
1.7% |
31% |
False |
False |
|
10 |
12,752.83 |
11,710.26 |
1,042.57 |
8.8% |
222.51 |
1.9% |
14% |
False |
False |
|
20 |
13,172.44 |
11,710.26 |
1,462.18 |
12.3% |
245.28 |
2.1% |
10% |
False |
False |
|
40 |
13,720.91 |
11,710.26 |
2,010.65 |
17.0% |
237.88 |
2.0% |
7% |
False |
False |
|
60 |
13,720.91 |
11,326.18 |
2,394.73 |
20.2% |
249.30 |
2.1% |
22% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.6% |
260.49 |
2.2% |
30% |
False |
False |
|
100 |
13,720.91 |
11,037.21 |
2,683.70 |
22.6% |
288.90 |
2.4% |
30% |
False |
False |
|
120 |
15,229.01 |
11,037.21 |
4,191.80 |
35.4% |
292.85 |
2.5% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,756.25 |
2.618 |
12,447.08 |
1.618 |
12,257.64 |
1.000 |
12,140.57 |
0.618 |
12,068.20 |
HIGH |
11,951.13 |
0.618 |
11,878.76 |
0.500 |
11,856.41 |
0.382 |
11,834.06 |
LOW |
11,761.69 |
0.618 |
11,644.62 |
1.000 |
11,572.25 |
1.618 |
11,455.18 |
2.618 |
11,265.74 |
4.250 |
10,956.57 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,856.41 |
11,845.54 |
PP |
11,854.79 |
11,839.53 |
S1 |
11,853.16 |
11,833.53 |
|