| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
20,237.74 |
19,941.26 |
-296.48 |
-1.5% |
19,745.98 |
| High |
20,499.62 |
20,379.87 |
-119.75 |
-0.6% |
21,411.57 |
| Low |
19,641.11 |
19,563.92 |
-77.19 |
-0.4% |
18,598.90 |
| Close |
19,941.84 |
19,845.62 |
-96.22 |
-0.5% |
21,295.81 |
| Range |
858.51 |
815.95 |
-42.56 |
-5.0% |
2,812.67 |
| ATR |
1,177.92 |
1,152.07 |
-25.86 |
-2.2% |
0.00 |
| Volume |
65,590 |
52,186 |
-13,404 |
-20.4% |
214,610 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,377.65 |
21,927.59 |
20,294.39 |
|
| R3 |
21,561.70 |
21,111.64 |
20,070.01 |
|
| R2 |
20,745.75 |
20,745.75 |
19,995.21 |
|
| R1 |
20,295.69 |
20,295.69 |
19,920.42 |
20,112.75 |
| PP |
19,929.80 |
19,929.80 |
19,929.80 |
19,838.33 |
| S1 |
19,479.74 |
19,479.74 |
19,770.82 |
19,296.80 |
| S2 |
19,113.85 |
19,113.85 |
19,696.03 |
|
| S3 |
18,297.90 |
18,663.79 |
19,621.23 |
|
| S4 |
17,481.95 |
17,847.84 |
19,396.85 |
|
|
| 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 |
19,261.19 |
3,457.65 |
17.4% |
1,555.88 |
7.8% |
17% |
False |
False |
60,049 |
| 10 |
22,718.84 |
18,598.90 |
4,119.94 |
20.8% |
1,179.48 |
5.9% |
30% |
False |
False |
52,164 |
| 20 |
23,580.14 |
18,598.90 |
4,981.24 |
25.1% |
1,062.05 |
5.4% |
25% |
False |
False |
48,726 |
| 40 |
25,198.76 |
18,598.90 |
6,599.86 |
33.3% |
1,139.75 |
5.7% |
19% |
False |
False |
47,913 |
| 60 |
25,198.76 |
18,598.90 |
6,599.86 |
33.3% |
1,189.58 |
6.0% |
19% |
False |
False |
51,280 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
74.1% |
1,375.37 |
6.9% |
15% |
False |
False |
49,557 |
| 100 |
40,718.85 |
17,614.34 |
23,104.51 |
116.4% |
1,592.01 |
8.0% |
10% |
False |
False |
46,144 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
154.1% |
1,653.41 |
8.3% |
7% |
False |
False |
41,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,847.66 |
|
2.618 |
22,516.03 |
|
1.618 |
21,700.08 |
|
1.000 |
21,195.82 |
|
0.618 |
20,884.13 |
|
HIGH |
20,379.87 |
|
0.618 |
20,068.18 |
|
0.500 |
19,971.90 |
|
0.382 |
19,875.61 |
|
LOW |
19,563.92 |
|
0.618 |
19,059.66 |
|
1.000 |
18,747.97 |
|
1.618 |
18,243.71 |
|
2.618 |
17,427.76 |
|
4.250 |
16,096.13 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,971.90 |
21,141.38 |
| PP |
19,929.80 |
20,709.46 |
| S1 |
19,887.71 |
20,277.54 |
|