| 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 |
11,577.22 |
11,398.75 |
-178.47 |
-1.5% |
11,756.03 |
| High |
11,617.99 |
11,402.41 |
-215.58 |
-1.9% |
12,062.52 |
| Low |
11,448.86 |
11,169.66 |
-279.20 |
-2.4% |
11,169.66 |
| Close |
11,501.65 |
11,311.24 |
-190.41 |
-1.7% |
11,311.24 |
| Range |
169.13 |
232.75 |
63.62 |
37.6% |
892.86 |
| ATR |
278.23 |
282.07 |
3.84 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,992.69 |
11,884.71 |
11,439.25 |
|
| R3 |
11,759.94 |
11,651.96 |
11,375.25 |
|
| R2 |
11,527.19 |
11,527.19 |
11,353.91 |
|
| R1 |
11,419.21 |
11,419.21 |
11,332.58 |
11,356.83 |
| PP |
11,294.44 |
11,294.44 |
11,294.44 |
11,263.24 |
| S1 |
11,186.46 |
11,186.46 |
11,289.90 |
11,124.08 |
| S2 |
11,061.69 |
11,061.69 |
11,268.57 |
|
| S3 |
10,828.94 |
10,953.71 |
11,247.23 |
|
| S4 |
10,596.19 |
10,720.96 |
11,183.23 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,193.05 |
13,645.01 |
11,802.31 |
|
| R3 |
13,300.19 |
12,752.15 |
11,556.78 |
|
| R2 |
12,407.33 |
12,407.33 |
11,474.93 |
|
| R1 |
11,859.29 |
11,859.29 |
11,393.09 |
11,686.88 |
| PP |
11,514.47 |
11,514.47 |
11,514.47 |
11,428.27 |
| S1 |
10,966.43 |
10,966.43 |
11,229.39 |
10,794.02 |
| S2 |
10,621.61 |
10,621.61 |
11,147.55 |
|
| S3 |
9,728.75 |
10,073.57 |
11,065.70 |
|
| S4 |
8,835.89 |
9,180.71 |
10,820.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,062.52 |
11,169.66 |
892.86 |
7.9% |
243.67 |
2.2% |
16% |
False |
True |
|
| 10 |
12,752.83 |
11,169.66 |
1,583.17 |
14.0% |
234.77 |
2.1% |
9% |
False |
True |
|
| 20 |
13,172.44 |
11,169.66 |
2,002.78 |
17.7% |
262.44 |
2.3% |
7% |
False |
True |
|
| 40 |
13,720.91 |
11,169.66 |
2,551.25 |
22.6% |
235.68 |
2.1% |
6% |
False |
True |
|
| 60 |
13,720.91 |
11,169.66 |
2,551.25 |
22.6% |
248.48 |
2.2% |
6% |
False |
True |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
23.7% |
258.43 |
2.3% |
10% |
False |
False |
|
| 100 |
13,720.91 |
11,037.21 |
2,683.70 |
23.7% |
282.54 |
2.5% |
10% |
False |
False |
|
| 120 |
15,161.89 |
11,037.21 |
4,124.68 |
36.5% |
294.14 |
2.6% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,391.60 |
|
2.618 |
12,011.75 |
|
1.618 |
11,779.00 |
|
1.000 |
11,635.16 |
|
0.618 |
11,546.25 |
|
HIGH |
11,402.41 |
|
0.618 |
11,313.50 |
|
0.500 |
11,286.04 |
|
0.382 |
11,258.57 |
|
LOW |
11,169.66 |
|
0.618 |
11,025.82 |
|
1.000 |
10,936.91 |
|
1.618 |
10,793.07 |
|
2.618 |
10,560.32 |
|
4.250 |
10,180.47 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,302.84 |
11,616.09 |
| PP |
11,294.44 |
11,514.47 |
| S1 |
11,286.04 |
11,412.86 |
|