| 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 |
11,411.64 |
11,257.59 |
-154.05 |
-1.3% |
11,756.03 |
| High |
11,502.38 |
11,546.87 |
44.49 |
0.4% |
12,062.52 |
| Low |
11,175.29 |
11,213.85 |
38.56 |
0.3% |
11,169.66 |
| Close |
11,271.75 |
11,493.83 |
222.08 |
2.0% |
11,311.24 |
| Range |
327.09 |
333.02 |
5.93 |
1.8% |
892.86 |
| ATR |
282.34 |
285.96 |
3.62 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,417.24 |
12,288.56 |
11,676.99 |
|
| R3 |
12,084.22 |
11,955.54 |
11,585.41 |
|
| R2 |
11,751.20 |
11,751.20 |
11,554.88 |
|
| R1 |
11,622.52 |
11,622.52 |
11,524.36 |
11,686.86 |
| PP |
11,418.18 |
11,418.18 |
11,418.18 |
11,450.36 |
| S1 |
11,289.50 |
11,289.50 |
11,463.30 |
11,353.84 |
| S2 |
11,085.16 |
11,085.16 |
11,432.78 |
|
| S3 |
10,752.14 |
10,956.48 |
11,402.25 |
|
| S4 |
10,419.12 |
10,623.46 |
11,310.67 |
|
|
| 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 |
11,617.99 |
11,169.66 |
448.33 |
3.9% |
259.92 |
2.3% |
72% |
False |
False |
|
| 10 |
12,152.74 |
11,169.66 |
983.08 |
8.6% |
256.42 |
2.2% |
33% |
False |
False |
|
| 20 |
12,752.83 |
11,169.66 |
1,583.17 |
13.8% |
254.61 |
2.2% |
20% |
False |
False |
|
| 40 |
13,720.91 |
11,169.66 |
2,551.25 |
22.2% |
238.85 |
2.1% |
13% |
False |
False |
|
| 60 |
13,720.91 |
11,169.66 |
2,551.25 |
22.2% |
247.53 |
2.2% |
13% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
23.3% |
257.18 |
2.2% |
17% |
False |
False |
|
| 100 |
13,720.91 |
11,037.21 |
2,683.70 |
23.3% |
276.55 |
2.4% |
17% |
False |
False |
|
| 120 |
14,624.24 |
11,037.21 |
3,587.03 |
31.2% |
294.51 |
2.6% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,962.21 |
|
2.618 |
12,418.72 |
|
1.618 |
12,085.70 |
|
1.000 |
11,879.89 |
|
0.618 |
11,752.68 |
|
HIGH |
11,546.87 |
|
0.618 |
11,419.66 |
|
0.500 |
11,380.36 |
|
0.382 |
11,341.06 |
|
LOW |
11,213.85 |
|
0.618 |
11,008.04 |
|
1.000 |
10,880.83 |
|
1.618 |
10,675.02 |
|
2.618 |
10,342.00 |
|
4.250 |
9,798.52 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,456.01 |
11,449.58 |
| PP |
11,418.18 |
11,405.33 |
| S1 |
11,380.36 |
11,361.08 |
|