| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,941.26 |
19,844.96 |
-96.30 |
-0.5% |
21,295.81 |
| High |
20,379.87 |
19,890.76 |
-489.11 |
-2.4% |
22,718.84 |
| Low |
19,563.92 |
19,360.10 |
-203.82 |
-1.0% |
19,360.10 |
| Close |
19,845.62 |
19,745.20 |
-100.42 |
-0.5% |
19,745.20 |
| Range |
815.95 |
530.66 |
-285.29 |
-35.0% |
3,358.74 |
| ATR |
1,152.07 |
1,107.68 |
-44.39 |
-3.9% |
0.00 |
| Volume |
52,186 |
58,413 |
6,227 |
11.9% |
272,031 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,257.33 |
21,031.93 |
20,037.06 |
|
| R3 |
20,726.67 |
20,501.27 |
19,891.13 |
|
| R2 |
20,196.01 |
20,196.01 |
19,842.49 |
|
| R1 |
19,970.61 |
19,970.61 |
19,793.84 |
19,817.98 |
| PP |
19,665.35 |
19,665.35 |
19,665.35 |
19,589.04 |
| S1 |
19,439.95 |
19,439.95 |
19,696.56 |
19,287.32 |
| S2 |
19,134.69 |
19,134.69 |
19,647.91 |
|
| S3 |
18,604.03 |
18,909.29 |
19,599.27 |
|
| S4 |
18,073.37 |
18,378.63 |
19,453.34 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,684.27 |
28,573.47 |
21,592.51 |
|
| R3 |
27,325.53 |
25,214.73 |
20,668.85 |
|
| R2 |
23,966.79 |
23,966.79 |
20,360.97 |
|
| R1 |
21,855.99 |
21,855.99 |
20,053.08 |
21,232.02 |
| PP |
20,608.05 |
20,608.05 |
20,608.05 |
20,296.06 |
| S1 |
18,497.25 |
18,497.25 |
19,437.32 |
17,873.28 |
| S2 |
17,249.31 |
17,249.31 |
19,129.43 |
|
| S3 |
13,890.57 |
15,138.51 |
18,821.55 |
|
| S4 |
10,531.83 |
11,779.77 |
17,897.89 |
|
|
| 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 |
19,360.10 |
3,358.74 |
17.0% |
1,231.93 |
6.2% |
11% |
False |
True |
54,406 |
| 10 |
22,718.84 |
18,598.90 |
4,119.94 |
20.9% |
1,163.51 |
5.9% |
28% |
False |
False |
53,173 |
| 20 |
23,424.74 |
18,598.90 |
4,825.84 |
24.4% |
1,072.17 |
5.4% |
24% |
False |
False |
50,037 |
| 40 |
25,198.76 |
18,598.90 |
6,599.86 |
33.4% |
1,117.60 |
5.7% |
17% |
False |
False |
47,574 |
| 60 |
25,198.76 |
18,598.90 |
6,599.86 |
33.4% |
1,178.00 |
6.0% |
17% |
False |
False |
51,015 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
74.5% |
1,371.34 |
6.9% |
14% |
False |
False |
50,016 |
| 100 |
40,315.64 |
17,614.34 |
22,701.30 |
115.0% |
1,568.39 |
7.9% |
9% |
False |
False |
46,725 |
| 120 |
48,109.25 |
17,614.34 |
30,494.91 |
154.4% |
1,624.31 |
8.2% |
7% |
False |
False |
42,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,146.07 |
|
2.618 |
21,280.03 |
|
1.618 |
20,749.37 |
|
1.000 |
20,421.42 |
|
0.618 |
20,218.71 |
|
HIGH |
19,890.76 |
|
0.618 |
19,688.05 |
|
0.500 |
19,625.43 |
|
0.382 |
19,562.81 |
|
LOW |
19,360.10 |
|
0.618 |
19,032.15 |
|
1.000 |
18,829.44 |
|
1.618 |
18,501.49 |
|
2.618 |
17,970.83 |
|
4.250 |
17,104.80 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,705.28 |
19,929.86 |
| PP |
19,665.35 |
19,868.31 |
| S1 |
19,625.43 |
19,806.75 |
|