| 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 |
11,583.75 |
11,362.50 |
-221.25 |
-1.9% |
11,920.00 |
| High |
11,600.25 |
11,537.75 |
-62.50 |
-0.5% |
12,140.50 |
| Low |
11,229.00 |
11,256.50 |
27.50 |
0.2% |
11,229.00 |
| Close |
11,376.75 |
11,316.25 |
-60.50 |
-0.5% |
11,376.75 |
| Range |
371.25 |
281.25 |
-90.00 |
-24.2% |
911.50 |
| ATR |
331.16 |
327.60 |
-3.57 |
-1.1% |
0.00 |
| Volume |
799,378 |
809,853 |
10,475 |
1.3% |
3,746,068 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,214.00 |
12,046.25 |
11,471.00 |
|
| R3 |
11,932.75 |
11,765.00 |
11,393.50 |
|
| R2 |
11,651.50 |
11,651.50 |
11,367.75 |
|
| R1 |
11,483.75 |
11,483.75 |
11,342.00 |
11,427.00 |
| PP |
11,370.25 |
11,370.25 |
11,370.25 |
11,341.75 |
| S1 |
11,202.50 |
11,202.50 |
11,290.50 |
11,145.75 |
| S2 |
11,089.00 |
11,089.00 |
11,264.75 |
|
| S3 |
10,807.75 |
10,921.25 |
11,239.00 |
|
| S4 |
10,526.50 |
10,640.00 |
11,161.50 |
|
|
| 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 |
8.1% |
339.25 |
3.0% |
10% |
False |
False |
784,651 |
| 10 |
12,992.00 |
11,229.00 |
1,763.00 |
15.6% |
356.50 |
3.2% |
5% |
False |
False |
745,772 |
| 20 |
12,992.00 |
11,229.00 |
1,763.00 |
15.6% |
327.75 |
2.9% |
5% |
False |
False |
416,047 |
| 40 |
13,822.00 |
11,229.00 |
2,593.00 |
22.9% |
307.00 |
2.7% |
3% |
False |
False |
208,457 |
| 60 |
13,822.00 |
11,229.00 |
2,593.00 |
22.9% |
312.75 |
2.8% |
3% |
False |
False |
139,193 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
23.7% |
329.75 |
2.9% |
7% |
False |
False |
104,512 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
23.7% |
351.00 |
3.1% |
7% |
False |
False |
83,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,733.00 |
|
2.618 |
12,274.00 |
|
1.618 |
11,992.75 |
|
1.000 |
11,819.00 |
|
0.618 |
11,711.50 |
|
HIGH |
11,537.75 |
|
0.618 |
11,430.25 |
|
0.500 |
11,397.00 |
|
0.382 |
11,364.00 |
|
LOW |
11,256.50 |
|
0.618 |
11,082.75 |
|
1.000 |
10,975.25 |
|
1.618 |
10,801.50 |
|
2.618 |
10,520.25 |
|
4.250 |
10,061.25 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,397.00 |
11,512.50 |
| PP |
11,370.25 |
11,447.00 |
| S1 |
11,343.25 |
11,381.75 |
|