| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
11,661.25 |
11,583.75 |
-77.50 |
-0.7% |
11,920.00 |
| High |
11,796.00 |
11,600.25 |
-195.75 |
-1.7% |
12,140.50 |
| Low |
11,510.00 |
11,229.00 |
-281.00 |
-2.4% |
11,229.00 |
| Close |
11,565.50 |
11,376.75 |
-188.75 |
-1.6% |
11,376.75 |
| Range |
286.00 |
371.25 |
85.25 |
29.8% |
911.50 |
| ATR |
328.08 |
331.16 |
3.08 |
0.9% |
0.00 |
| Volume |
786,180 |
799,378 |
13,198 |
1.7% |
3,746,068 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,515.75 |
12,317.50 |
11,581.00 |
|
| R3 |
12,144.50 |
11,946.25 |
11,478.75 |
|
| R2 |
11,773.25 |
11,773.25 |
11,444.75 |
|
| R1 |
11,575.00 |
11,575.00 |
11,410.75 |
11,488.50 |
| PP |
11,402.00 |
11,402.00 |
11,402.00 |
11,358.75 |
| S1 |
11,203.75 |
11,203.75 |
11,342.75 |
11,117.25 |
| S2 |
11,030.75 |
11,030.75 |
11,308.75 |
|
| S3 |
10,659.50 |
10,832.50 |
11,274.75 |
|
| S4 |
10,288.25 |
10,461.25 |
11,172.50 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,316.50 |
13,758.25 |
11,878.00 |
|
| R3 |
13,405.00 |
12,846.75 |
11,627.50 |
|
| R2 |
12,493.50 |
12,493.50 |
11,543.75 |
|
| R1 |
11,935.25 |
11,935.25 |
11,460.25 |
11,758.50 |
| PP |
11,582.00 |
11,582.00 |
11,582.00 |
11,493.75 |
| S1 |
11,023.75 |
11,023.75 |
11,293.25 |
10,847.00 |
| S2 |
10,670.50 |
10,670.50 |
11,209.75 |
|
| S3 |
9,759.00 |
10,112.25 |
11,126.00 |
|
| S4 |
8,847.50 |
9,200.75 |
10,875.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,140.50 |
11,229.00 |
911.50 |
8.0% |
337.75 |
3.0% |
16% |
False |
True |
749,213 |
| 10 |
12,992.00 |
11,229.00 |
1,763.00 |
15.5% |
349.50 |
3.1% |
8% |
False |
True |
713,317 |
| 20 |
13,296.25 |
11,229.00 |
2,067.25 |
18.2% |
346.75 |
3.0% |
7% |
False |
True |
375,683 |
| 40 |
13,822.00 |
11,229.00 |
2,593.00 |
22.8% |
306.50 |
2.7% |
6% |
False |
True |
188,234 |
| 60 |
13,822.00 |
11,229.00 |
2,593.00 |
22.8% |
313.75 |
2.8% |
6% |
False |
True |
125,712 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
23.6% |
330.50 |
2.9% |
9% |
False |
False |
94,391 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
23.6% |
350.00 |
3.1% |
9% |
False |
False |
75,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,178.00 |
|
2.618 |
12,572.25 |
|
1.618 |
12,201.00 |
|
1.000 |
11,971.50 |
|
0.618 |
11,829.75 |
|
HIGH |
11,600.25 |
|
0.618 |
11,458.50 |
|
0.500 |
11,414.50 |
|
0.382 |
11,370.75 |
|
LOW |
11,229.00 |
|
0.618 |
10,999.50 |
|
1.000 |
10,857.75 |
|
1.618 |
10,628.25 |
|
2.618 |
10,257.00 |
|
4.250 |
9,651.25 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,414.50 |
11,684.75 |
| PP |
11,402.00 |
11,582.00 |
| S1 |
11,389.50 |
11,479.50 |
|