| 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 |
11,361.00 |
11,544.00 |
183.00 |
1.6% |
11,920.00 |
| High |
11,613.50 |
11,567.25 |
-46.25 |
-0.4% |
12,140.50 |
| Low |
11,141.50 |
11,091.50 |
-50.00 |
-0.4% |
11,229.00 |
| Close |
11,555.75 |
11,228.25 |
-327.50 |
-2.8% |
11,376.75 |
| Range |
472.00 |
475.75 |
3.75 |
0.8% |
911.50 |
| ATR |
338.38 |
348.20 |
9.81 |
2.9% |
0.00 |
| Volume |
897,742 |
891,823 |
-5,919 |
-0.7% |
3,746,068 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,723.00 |
12,451.25 |
11,490.00 |
|
| R3 |
12,247.25 |
11,975.50 |
11,359.00 |
|
| R2 |
11,771.50 |
11,771.50 |
11,315.50 |
|
| R1 |
11,499.75 |
11,499.75 |
11,271.75 |
11,397.75 |
| PP |
11,295.75 |
11,295.75 |
11,295.75 |
11,244.50 |
| S1 |
11,024.00 |
11,024.00 |
11,184.75 |
10,922.00 |
| S2 |
10,820.00 |
10,820.00 |
11,141.00 |
|
| S3 |
10,344.25 |
10,548.25 |
11,097.50 |
|
| S4 |
9,868.50 |
10,072.50 |
10,966.50 |
|
|
| 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 |
11,613.50 |
11,091.50 |
522.00 |
4.6% |
387.00 |
3.4% |
26% |
False |
True |
847,973 |
| 10 |
12,140.50 |
11,091.50 |
1,049.00 |
9.3% |
343.50 |
3.1% |
13% |
False |
True |
794,148 |
| 20 |
12,992.00 |
11,091.50 |
1,900.50 |
16.9% |
350.00 |
3.1% |
7% |
False |
True |
547,309 |
| 40 |
13,822.00 |
11,091.50 |
2,730.50 |
24.3% |
314.75 |
2.8% |
5% |
False |
True |
274,169 |
| 60 |
13,822.00 |
11,091.50 |
2,730.50 |
24.3% |
319.00 |
2.8% |
5% |
False |
True |
183,003 |
| 80 |
13,822.00 |
11,091.50 |
2,730.50 |
24.3% |
332.00 |
3.0% |
5% |
False |
True |
137,393 |
| 100 |
13,822.00 |
11,091.50 |
2,730.50 |
24.3% |
345.50 |
3.1% |
5% |
False |
True |
109,921 |
| 120 |
14,715.50 |
11,091.50 |
3,624.00 |
32.3% |
357.25 |
3.2% |
4% |
False |
True |
91,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,589.25 |
|
2.618 |
12,812.75 |
|
1.618 |
12,337.00 |
|
1.000 |
12,043.00 |
|
0.618 |
11,861.25 |
|
HIGH |
11,567.25 |
|
0.618 |
11,385.50 |
|
0.500 |
11,329.50 |
|
0.382 |
11,273.25 |
|
LOW |
11,091.50 |
|
0.618 |
10,797.50 |
|
1.000 |
10,615.75 |
|
1.618 |
10,321.75 |
|
2.618 |
9,846.00 |
|
4.250 |
9,069.50 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,329.50 |
11,352.50 |
| PP |
11,295.75 |
11,311.00 |
| S1 |
11,262.00 |
11,269.75 |
|