| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
22,407.55 |
20,237.74 |
-2,169.81 |
-9.7% |
19,745.98 |
| High |
22,718.84 |
20,499.62 |
-2,219.22 |
-9.8% |
21,411.57 |
| Low |
20,080.31 |
19,641.11 |
-439.20 |
-2.2% |
18,598.90 |
| Close |
20,239.71 |
19,941.84 |
-297.87 |
-1.5% |
21,295.81 |
| Range |
2,638.53 |
858.51 |
-1,780.02 |
-67.5% |
2,812.67 |
| ATR |
1,202.49 |
1,177.92 |
-24.57 |
-2.0% |
0.00 |
| Volume |
95,141 |
65,590 |
-29,551 |
-31.1% |
214,610 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,603.05 |
22,130.96 |
20,414.02 |
|
| R3 |
21,744.54 |
21,272.45 |
20,177.93 |
|
| R2 |
20,886.03 |
20,886.03 |
20,099.23 |
|
| R1 |
20,413.94 |
20,413.94 |
20,020.54 |
20,220.73 |
| PP |
20,027.52 |
20,027.52 |
20,027.52 |
19,930.92 |
| S1 |
19,555.43 |
19,555.43 |
19,863.14 |
19,362.22 |
| S2 |
19,169.01 |
19,169.01 |
19,784.45 |
|
| S3 |
18,310.50 |
18,696.92 |
19,705.75 |
|
| S4 |
17,451.99 |
17,838.41 |
19,469.66 |
|
|
| 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 |
22,718.84 |
19,061.00 |
3,657.84 |
18.3% |
1,470.55 |
7.4% |
24% |
False |
False |
59,979 |
| 10 |
22,718.84 |
18,598.90 |
4,119.94 |
20.7% |
1,166.85 |
5.9% |
33% |
False |
False |
53,211 |
| 20 |
24,424.77 |
18,598.90 |
5,825.87 |
29.2% |
1,083.05 |
5.4% |
23% |
False |
False |
49,132 |
| 40 |
25,198.76 |
18,598.90 |
6,599.86 |
33.1% |
1,151.36 |
5.8% |
20% |
False |
False |
49,094 |
| 60 |
25,198.76 |
18,598.90 |
6,599.86 |
33.1% |
1,199.33 |
6.0% |
20% |
False |
False |
51,558 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
73.8% |
1,386.46 |
7.0% |
16% |
False |
False |
48,908 |
| 100 |
40,718.85 |
17,614.34 |
23,104.51 |
115.9% |
1,604.24 |
8.0% |
10% |
False |
False |
45,622 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
153.3% |
1,658.55 |
8.3% |
8% |
False |
False |
41,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,148.29 |
|
2.618 |
22,747.20 |
|
1.618 |
21,888.69 |
|
1.000 |
21,358.13 |
|
0.618 |
21,030.18 |
|
HIGH |
20,499.62 |
|
0.618 |
20,171.67 |
|
0.500 |
20,070.37 |
|
0.382 |
19,969.06 |
|
LOW |
19,641.11 |
|
0.618 |
19,110.55 |
|
1.000 |
18,782.60 |
|
1.618 |
18,252.04 |
|
2.618 |
17,393.53 |
|
4.250 |
15,992.44 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,070.37 |
21,179.98 |
| PP |
20,027.52 |
20,767.26 |
| S1 |
19,984.68 |
20,354.55 |
|