| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
7,185.5 |
7,026.0 |
-159.5 |
-2.2% |
7,249.0 |
| High |
7,203.5 |
7,085.5 |
-118.0 |
-1.6% |
7,340.5 |
| Low |
6,986.0 |
6,953.5 |
-32.5 |
-0.5% |
6,986.0 |
| Close |
7,017.0 |
7,018.0 |
1.0 |
0.0% |
7,017.0 |
| Range |
217.5 |
132.0 |
-85.5 |
-39.3% |
354.5 |
| ATR |
102.8 |
104.9 |
2.1 |
2.0% |
0.0 |
| Volume |
186,977 |
182,938 |
-4,039 |
-2.2% |
520,275 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,415.0 |
7,348.5 |
7,090.5 |
|
| R3 |
7,283.0 |
7,216.5 |
7,054.5 |
|
| R2 |
7,151.0 |
7,151.0 |
7,042.0 |
|
| R1 |
7,084.5 |
7,084.5 |
7,030.0 |
7,052.0 |
| PP |
7,019.0 |
7,019.0 |
7,019.0 |
7,002.5 |
| S1 |
6,952.5 |
6,952.5 |
7,006.0 |
6,920.0 |
| S2 |
6,887.0 |
6,887.0 |
6,994.0 |
|
| S3 |
6,755.0 |
6,820.5 |
6,981.5 |
|
| S4 |
6,623.0 |
6,688.5 |
6,945.5 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,178.0 |
7,952.0 |
7,212.0 |
|
| R3 |
7,823.5 |
7,597.5 |
7,114.5 |
|
| R2 |
7,469.0 |
7,469.0 |
7,082.0 |
|
| R1 |
7,243.0 |
7,243.0 |
7,049.5 |
7,179.0 |
| PP |
7,114.5 |
7,114.5 |
7,114.5 |
7,082.5 |
| S1 |
6,888.5 |
6,888.5 |
6,984.5 |
6,824.0 |
| S2 |
6,760.0 |
6,760.0 |
6,952.0 |
|
| S3 |
6,405.5 |
6,534.0 |
6,919.5 |
|
| S4 |
6,051.0 |
6,179.5 |
6,822.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,340.5 |
6,953.5 |
387.0 |
5.5% |
148.0 |
2.1% |
17% |
False |
True |
140,642 |
| 10 |
7,529.5 |
6,953.5 |
576.0 |
8.2% |
118.0 |
1.7% |
11% |
False |
True |
145,538 |
| 20 |
7,529.5 |
6,953.5 |
576.0 |
8.2% |
109.0 |
1.6% |
11% |
False |
True |
95,140 |
| 40 |
7,580.0 |
6,953.5 |
626.5 |
8.9% |
71.0 |
1.0% |
10% |
False |
True |
47,586 |
| 60 |
7,580.0 |
6,953.5 |
626.5 |
8.9% |
51.0 |
0.7% |
10% |
False |
True |
31,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,646.5 |
|
2.618 |
7,431.0 |
|
1.618 |
7,299.0 |
|
1.000 |
7,217.5 |
|
0.618 |
7,167.0 |
|
HIGH |
7,085.5 |
|
0.618 |
7,035.0 |
|
0.500 |
7,019.5 |
|
0.382 |
7,004.0 |
|
LOW |
6,953.5 |
|
0.618 |
6,872.0 |
|
1.000 |
6,821.5 |
|
1.618 |
6,740.0 |
|
2.618 |
6,608.0 |
|
4.250 |
6,392.5 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,019.5 |
7,104.0 |
| PP |
7,019.0 |
7,075.5 |
| S1 |
7,018.5 |
7,047.0 |
|