Trading Metrics calculated at close of trading on 29-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
11,257.59 |
11,328.44 |
70.85 |
0.6% |
11,756.03 |
High |
11,546.87 |
11,336.58 |
-210.29 |
-1.8% |
12,062.52 |
Low |
11,213.85 |
11,038.94 |
-174.91 |
-1.6% |
11,169.66 |
Close |
11,493.83 |
11,164.78 |
-329.05 |
-2.9% |
11,311.24 |
Range |
333.02 |
297.64 |
-35.38 |
-10.6% |
892.86 |
ATR |
285.96 |
298.02 |
12.07 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,073.02 |
11,916.54 |
11,328.48 |
|
R3 |
11,775.38 |
11,618.90 |
11,246.63 |
|
R2 |
11,477.74 |
11,477.74 |
11,219.35 |
|
R1 |
11,321.26 |
11,321.26 |
11,192.06 |
11,250.68 |
PP |
11,180.10 |
11,180.10 |
11,180.10 |
11,144.81 |
S1 |
11,023.62 |
11,023.62 |
11,137.50 |
10,953.04 |
S2 |
10,882.46 |
10,882.46 |
11,110.21 |
|
S3 |
10,584.82 |
10,725.98 |
11,082.93 |
|
S4 |
10,287.18 |
10,428.34 |
11,001.08 |
|
|
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 |
11,546.87 |
11,038.94 |
507.93 |
4.5% |
285.62 |
2.6% |
25% |
False |
True |
|
10 |
12,062.52 |
11,038.94 |
1,023.58 |
9.2% |
257.70 |
2.3% |
12% |
False |
True |
|
20 |
12,752.83 |
11,038.94 |
1,713.89 |
15.4% |
257.78 |
2.3% |
7% |
False |
True |
|
40 |
13,720.91 |
11,038.94 |
2,681.97 |
24.0% |
238.53 |
2.1% |
5% |
False |
True |
|
60 |
13,720.91 |
11,038.94 |
2,681.97 |
24.0% |
248.94 |
2.2% |
5% |
False |
True |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
24.0% |
257.53 |
2.3% |
5% |
False |
False |
|
100 |
13,720.91 |
11,037.21 |
2,683.70 |
24.0% |
275.54 |
2.5% |
5% |
False |
False |
|
120 |
14,490.19 |
11,037.21 |
3,452.98 |
30.9% |
294.42 |
2.6% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,601.55 |
2.618 |
12,115.80 |
1.618 |
11,818.16 |
1.000 |
11,634.22 |
0.618 |
11,520.52 |
HIGH |
11,336.58 |
0.618 |
11,222.88 |
0.500 |
11,187.76 |
0.382 |
11,152.64 |
LOW |
11,038.94 |
0.618 |
10,855.00 |
1.000 |
10,741.30 |
1.618 |
10,557.36 |
2.618 |
10,259.72 |
4.250 |
9,773.97 |
|
|
Fisher Pivots for day following 29-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,187.76 |
11,292.91 |
PP |
11,180.10 |
11,250.20 |
S1 |
11,172.44 |
11,207.49 |
|