| 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 |
11,362.50 |
11,315.50 |
-47.00 |
-0.4% |
11,920.00 |
| High |
11,537.75 |
11,568.25 |
30.50 |
0.3% |
12,140.50 |
| Low |
11,256.50 |
11,233.50 |
-23.00 |
-0.2% |
11,229.00 |
| Close |
11,316.25 |
11,333.75 |
17.50 |
0.2% |
11,376.75 |
| Range |
281.25 |
334.75 |
53.50 |
19.0% |
911.50 |
| ATR |
327.60 |
328.11 |
0.51 |
0.2% |
0.00 |
| Volume |
809,853 |
841,073 |
31,220 |
3.9% |
3,746,068 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,382.75 |
12,193.00 |
11,517.75 |
|
| R3 |
12,048.00 |
11,858.25 |
11,425.75 |
|
| R2 |
11,713.25 |
11,713.25 |
11,395.00 |
|
| R1 |
11,523.50 |
11,523.50 |
11,364.50 |
11,618.50 |
| PP |
11,378.50 |
11,378.50 |
11,378.50 |
11,426.00 |
| S1 |
11,188.75 |
11,188.75 |
11,303.00 |
11,283.50 |
| S2 |
11,043.75 |
11,043.75 |
11,272.50 |
|
| S3 |
10,709.00 |
10,854.00 |
11,241.75 |
|
| S4 |
10,374.25 |
10,519.25 |
11,149.75 |
|
|
| 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% |
353.25 |
3.1% |
11% |
False |
False |
811,889 |
| 10 |
12,268.75 |
11,229.00 |
1,039.75 |
9.2% |
299.00 |
2.6% |
10% |
False |
False |
757,989 |
| 20 |
12,992.00 |
11,229.00 |
1,763.00 |
15.6% |
334.50 |
3.0% |
6% |
False |
False |
458,017 |
| 40 |
13,822.00 |
11,229.00 |
2,593.00 |
22.9% |
309.25 |
2.7% |
4% |
False |
False |
229,468 |
| 60 |
13,822.00 |
11,229.00 |
2,593.00 |
22.9% |
314.25 |
2.8% |
4% |
False |
False |
153,201 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
23.7% |
328.50 |
2.9% |
7% |
False |
False |
115,024 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
23.7% |
348.00 |
3.1% |
7% |
False |
False |
92,026 |
| 120 |
14,926.00 |
11,135.00 |
3,791.00 |
33.4% |
354.50 |
3.1% |
5% |
False |
False |
76,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,991.00 |
|
2.618 |
12,444.75 |
|
1.618 |
12,110.00 |
|
1.000 |
11,903.00 |
|
0.618 |
11,775.25 |
|
HIGH |
11,568.25 |
|
0.618 |
11,440.50 |
|
0.500 |
11,401.00 |
|
0.382 |
11,361.25 |
|
LOW |
11,233.50 |
|
0.618 |
11,026.50 |
|
1.000 |
10,898.75 |
|
1.618 |
10,691.75 |
|
2.618 |
10,357.00 |
|
4.250 |
9,810.75 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,401.00 |
11,414.50 |
| PP |
11,378.50 |
11,387.75 |
| S1 |
11,356.00 |
11,360.75 |
|