| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,379.29 |
21,295.81 |
1,916.52 |
9.9% |
19,745.98 |
| High |
21,411.57 |
22,468.60 |
1,057.03 |
4.9% |
21,411.57 |
| Low |
19,261.19 |
21,152.59 |
1,891.40 |
9.8% |
18,598.90 |
| Close |
21,295.81 |
22,412.13 |
1,116.32 |
5.2% |
21,295.81 |
| Range |
2,150.38 |
1,316.01 |
-834.37 |
-38.8% |
2,812.67 |
| ATR |
1,074.80 |
1,092.03 |
17.23 |
1.6% |
0.00 |
| Volume |
86,629 |
701 |
-85,928 |
-99.2% |
214,610 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,959.14 |
25,501.64 |
23,135.94 |
|
| R3 |
24,643.13 |
24,185.63 |
22,774.03 |
|
| R2 |
23,327.12 |
23,327.12 |
22,653.40 |
|
| R1 |
22,869.62 |
22,869.62 |
22,532.76 |
23,098.37 |
| PP |
22,011.11 |
22,011.11 |
22,011.11 |
22,125.48 |
| S1 |
21,553.61 |
21,553.61 |
22,291.50 |
21,782.36 |
| S2 |
20,695.10 |
20,695.10 |
22,170.86 |
|
| S3 |
19,379.09 |
20,237.60 |
22,050.23 |
|
| S4 |
18,063.08 |
18,921.59 |
21,688.32 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,873.44 |
27,897.29 |
22,842.78 |
|
| R3 |
26,060.77 |
25,084.62 |
22,069.29 |
|
| R2 |
23,248.10 |
23,248.10 |
21,811.47 |
|
| R1 |
22,271.95 |
22,271.95 |
21,553.64 |
22,760.03 |
| PP |
20,435.43 |
20,435.43 |
20,435.43 |
20,679.46 |
| S1 |
19,459.28 |
19,459.28 |
21,037.98 |
19,947.36 |
| S2 |
17,622.76 |
17,622.76 |
20,780.15 |
|
| S3 |
14,810.09 |
16,646.61 |
20,522.33 |
|
| S4 |
11,997.42 |
13,833.94 |
19,748.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,468.60 |
18,598.90 |
3,869.70 |
17.3% |
1,225.95 |
5.5% |
99% |
True |
False |
43,062 |
| 10 |
22,468.60 |
18,598.90 |
3,869.70 |
17.3% |
1,028.38 |
4.6% |
99% |
True |
False |
44,478 |
| 20 |
25,198.76 |
18,598.90 |
6,599.86 |
29.4% |
1,000.46 |
4.5% |
58% |
False |
False |
43,905 |
| 40 |
25,198.76 |
18,598.90 |
6,599.86 |
29.4% |
1,174.19 |
5.2% |
58% |
False |
False |
47,721 |
| 60 |
25,198.76 |
17,614.34 |
7,584.42 |
33.8% |
1,214.83 |
5.4% |
63% |
False |
False |
50,497 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
65.7% |
1,390.47 |
6.2% |
33% |
False |
False |
47,811 |
| 100 |
42,946.95 |
17,614.34 |
25,332.61 |
113.0% |
1,608.87 |
7.2% |
19% |
False |
False |
44,870 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
136.4% |
1,654.52 |
7.4% |
16% |
False |
False |
40,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,061.64 |
|
2.618 |
25,913.91 |
|
1.618 |
24,597.90 |
|
1.000 |
23,784.61 |
|
0.618 |
23,281.89 |
|
HIGH |
22,468.60 |
|
0.618 |
21,965.88 |
|
0.500 |
21,810.60 |
|
0.382 |
21,655.31 |
|
LOW |
21,152.59 |
|
0.618 |
20,339.30 |
|
1.000 |
19,836.58 |
|
1.618 |
19,023.29 |
|
2.618 |
17,707.28 |
|
4.250 |
15,559.55 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
22,211.62 |
21,863.02 |
| PP |
22,011.11 |
21,313.91 |
| S1 |
21,810.60 |
20,764.80 |
|