| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
11,315.50 |
11,361.00 |
45.50 |
0.4% |
11,920.00 |
| High |
11,568.25 |
11,613.50 |
45.25 |
0.4% |
12,140.50 |
| Low |
11,233.50 |
11,141.50 |
-92.00 |
-0.8% |
11,229.00 |
| Close |
11,333.75 |
11,555.75 |
222.00 |
2.0% |
11,376.75 |
| Range |
334.75 |
472.00 |
137.25 |
41.0% |
911.50 |
| ATR |
328.11 |
338.38 |
10.28 |
3.1% |
0.00 |
| Volume |
841,073 |
897,742 |
56,669 |
6.7% |
3,746,068 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,853.00 |
12,676.25 |
11,815.25 |
|
| R3 |
12,381.00 |
12,204.25 |
11,685.50 |
|
| R2 |
11,909.00 |
11,909.00 |
11,642.25 |
|
| R1 |
11,732.25 |
11,732.25 |
11,599.00 |
11,820.50 |
| PP |
11,437.00 |
11,437.00 |
11,437.00 |
11,481.00 |
| S1 |
11,260.25 |
11,260.25 |
11,512.50 |
11,348.50 |
| S2 |
10,965.00 |
10,965.00 |
11,469.25 |
|
| S3 |
10,493.00 |
10,788.25 |
11,426.00 |
|
| S4 |
10,021.00 |
10,316.25 |
11,296.25 |
|
|
| 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 |
11,796.00 |
11,141.50 |
654.50 |
5.7% |
349.00 |
3.0% |
63% |
False |
True |
826,845 |
| 10 |
12,268.75 |
11,141.50 |
1,127.25 |
9.8% |
329.00 |
2.8% |
37% |
False |
True |
779,974 |
| 20 |
12,992.00 |
11,141.50 |
1,850.50 |
16.0% |
337.75 |
2.9% |
22% |
False |
True |
502,814 |
| 40 |
13,822.00 |
11,141.50 |
2,680.50 |
23.2% |
314.00 |
2.7% |
15% |
False |
True |
251,894 |
| 60 |
13,822.00 |
11,141.50 |
2,680.50 |
23.2% |
315.25 |
2.7% |
15% |
False |
True |
168,152 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
23.3% |
329.25 |
2.8% |
16% |
False |
False |
126,245 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
23.3% |
344.50 |
3.0% |
16% |
False |
False |
101,003 |
| 120 |
14,715.50 |
11,135.00 |
3,580.50 |
31.0% |
355.25 |
3.1% |
12% |
False |
False |
84,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,619.50 |
|
2.618 |
12,849.25 |
|
1.618 |
12,377.25 |
|
1.000 |
12,085.50 |
|
0.618 |
11,905.25 |
|
HIGH |
11,613.50 |
|
0.618 |
11,433.25 |
|
0.500 |
11,377.50 |
|
0.382 |
11,321.75 |
|
LOW |
11,141.50 |
|
0.618 |
10,849.75 |
|
1.000 |
10,669.50 |
|
1.618 |
10,377.75 |
|
2.618 |
9,905.75 |
|
4.250 |
9,135.50 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,496.25 |
11,496.25 |
| PP |
11,437.00 |
11,437.00 |
| S1 |
11,377.50 |
11,377.50 |
|