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 |
11,286.90 |
11,411.64 |
124.74 |
1.1% |
11,756.03 |
High |
11,473.36 |
11,502.38 |
29.02 |
0.3% |
12,062.52 |
Low |
11,235.74 |
11,175.29 |
-60.45 |
-0.5% |
11,169.66 |
Close |
11,254.11 |
11,271.75 |
17.64 |
0.2% |
11,311.24 |
Range |
237.62 |
327.09 |
89.47 |
37.7% |
892.86 |
ATR |
278.89 |
282.34 |
3.44 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,297.74 |
12,111.84 |
11,451.65 |
|
R3 |
11,970.65 |
11,784.75 |
11,361.70 |
|
R2 |
11,643.56 |
11,643.56 |
11,331.72 |
|
R1 |
11,457.66 |
11,457.66 |
11,301.73 |
11,387.07 |
PP |
11,316.47 |
11,316.47 |
11,316.47 |
11,281.18 |
S1 |
11,130.57 |
11,130.57 |
11,241.77 |
11,059.98 |
S2 |
10,989.38 |
10,989.38 |
11,211.78 |
|
S3 |
10,662.29 |
10,803.48 |
11,181.80 |
|
S4 |
10,335.20 |
10,476.39 |
11,091.85 |
|
|
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% |
278.57 |
2.5% |
11% |
False |
False |
|
10 |
12,168.98 |
11,169.66 |
999.32 |
8.9% |
238.37 |
2.1% |
10% |
False |
False |
|
20 |
12,752.83 |
11,169.66 |
1,583.17 |
14.0% |
254.56 |
2.3% |
6% |
False |
False |
|
40 |
13,720.91 |
11,169.66 |
2,551.25 |
22.6% |
237.11 |
2.1% |
4% |
False |
False |
|
60 |
13,720.91 |
11,169.66 |
2,551.25 |
22.6% |
248.91 |
2.2% |
4% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
23.8% |
255.76 |
2.3% |
9% |
False |
False |
|
100 |
13,720.91 |
11,037.21 |
2,683.70 |
23.8% |
279.55 |
2.5% |
9% |
False |
False |
|
120 |
14,639.35 |
11,037.21 |
3,602.14 |
32.0% |
293.77 |
2.6% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,892.51 |
2.618 |
12,358.70 |
1.618 |
12,031.61 |
1.000 |
11,829.47 |
0.618 |
11,704.52 |
HIGH |
11,502.38 |
0.618 |
11,377.43 |
0.500 |
11,338.84 |
0.382 |
11,300.24 |
LOW |
11,175.29 |
0.618 |
10,973.15 |
1.000 |
10,848.20 |
1.618 |
10,646.06 |
2.618 |
10,318.97 |
4.250 |
9,785.16 |
|
|
Fisher Pivots for day following 27-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,338.84 |
11,336.02 |
PP |
11,316.47 |
11,314.60 |
S1 |
11,294.11 |
11,293.17 |
|