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 |
11,398.75 |
11,286.90 |
-111.85 |
-1.0% |
11,756.03 |
High |
11,402.41 |
11,473.36 |
70.95 |
0.6% |
12,062.52 |
Low |
11,169.66 |
11,235.74 |
66.08 |
0.6% |
11,169.66 |
Close |
11,311.24 |
11,254.11 |
-57.13 |
-0.5% |
11,311.24 |
Range |
232.75 |
237.62 |
4.87 |
2.1% |
892.86 |
ATR |
282.07 |
278.89 |
-3.17 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,033.93 |
11,881.64 |
11,384.80 |
|
R3 |
11,796.31 |
11,644.02 |
11,319.46 |
|
R2 |
11,558.69 |
11,558.69 |
11,297.67 |
|
R1 |
11,406.40 |
11,406.40 |
11,275.89 |
11,363.74 |
PP |
11,321.07 |
11,321.07 |
11,321.07 |
11,299.74 |
S1 |
11,168.78 |
11,168.78 |
11,232.33 |
11,126.12 |
S2 |
11,083.45 |
11,083.45 |
11,210.55 |
|
S3 |
10,845.83 |
10,931.16 |
11,188.76 |
|
S4 |
10,608.21 |
10,693.54 |
11,123.42 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,193.05 |
13,645.01 |
11,802.31 |
|
R3 |
13,300.19 |
12,752.15 |
11,556.78 |
|
R2 |
12,407.33 |
12,407.33 |
11,474.93 |
|
R1 |
11,859.29 |
11,859.29 |
11,393.09 |
11,686.88 |
PP |
11,514.47 |
11,514.47 |
11,514.47 |
11,428.27 |
S1 |
10,966.43 |
10,966.43 |
11,229.39 |
10,794.02 |
S2 |
10,621.61 |
10,621.61 |
11,147.55 |
|
S3 |
9,728.75 |
10,073.57 |
11,065.70 |
|
S4 |
8,835.89 |
9,180.71 |
10,820.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,062.52 |
11,169.66 |
892.86 |
7.9% |
251.04 |
2.2% |
9% |
False |
False |
|
10 |
12,420.01 |
11,169.66 |
1,250.35 |
11.1% |
247.22 |
2.2% |
7% |
False |
False |
|
20 |
12,752.83 |
11,169.66 |
1,583.17 |
14.1% |
245.87 |
2.2% |
5% |
False |
False |
|
40 |
13,720.91 |
11,169.66 |
2,551.25 |
22.7% |
235.22 |
2.1% |
3% |
False |
False |
|
60 |
13,720.91 |
11,169.66 |
2,551.25 |
22.7% |
247.03 |
2.2% |
3% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
23.8% |
256.87 |
2.3% |
8% |
False |
False |
|
100 |
13,720.91 |
11,037.21 |
2,683.70 |
23.8% |
282.97 |
2.5% |
8% |
False |
False |
|
120 |
15,118.97 |
11,037.21 |
4,081.76 |
36.3% |
293.85 |
2.6% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,483.25 |
2.618 |
12,095.45 |
1.618 |
11,857.83 |
1.000 |
11,710.98 |
0.618 |
11,620.21 |
HIGH |
11,473.36 |
0.618 |
11,382.59 |
0.500 |
11,354.55 |
0.382 |
11,326.51 |
LOW |
11,235.74 |
0.618 |
11,088.89 |
1.000 |
10,998.12 |
1.618 |
10,851.27 |
2.618 |
10,613.65 |
4.250 |
10,225.86 |
|
|
Fisher Pivots for day following 26-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,354.55 |
11,393.83 |
PP |
11,321.07 |
11,347.25 |
S1 |
11,287.59 |
11,300.68 |
|