| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,745.18 |
19,523.38 |
-221.80 |
-1.1% |
21,295.81 |
| High |
20,177.62 |
19,666.56 |
-511.06 |
-2.5% |
22,718.84 |
| Low |
18,373.76 |
18,772.10 |
398.34 |
2.2% |
19,360.10 |
| Close |
19,523.38 |
18,976.18 |
-547.20 |
-2.8% |
19,745.20 |
| Range |
1,803.86 |
894.46 |
-909.40 |
-50.4% |
3,358.74 |
| ATR |
1,157.41 |
1,138.63 |
-18.78 |
-1.6% |
0.00 |
| Volume |
904 |
68,057 |
67,153 |
7,428.4% |
272,031 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,821.66 |
21,293.38 |
19,468.13 |
|
| R3 |
20,927.20 |
20,398.92 |
19,222.16 |
|
| R2 |
20,032.74 |
20,032.74 |
19,140.16 |
|
| R1 |
19,504.46 |
19,504.46 |
19,058.17 |
19,321.37 |
| PP |
19,138.28 |
19,138.28 |
19,138.28 |
19,046.74 |
| S1 |
18,610.00 |
18,610.00 |
18,894.19 |
18,426.91 |
| S2 |
18,243.82 |
18,243.82 |
18,812.20 |
|
| S3 |
17,349.36 |
17,715.54 |
18,730.20 |
|
| S4 |
16,454.90 |
16,821.08 |
18,484.23 |
|
|
| 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 |
20,499.62 |
18,373.76 |
2,125.86 |
11.2% |
980.69 |
5.2% |
28% |
False |
False |
49,030 |
| 10 |
22,718.84 |
18,373.76 |
4,345.08 |
22.9% |
1,224.87 |
6.5% |
14% |
False |
False |
48,008 |
| 20 |
22,718.84 |
18,373.76 |
4,345.08 |
22.9% |
1,049.97 |
5.5% |
14% |
False |
False |
49,279 |
| 40 |
25,198.76 |
18,373.76 |
6,825.00 |
36.0% |
1,119.08 |
5.9% |
9% |
False |
False |
47,686 |
| 60 |
25,198.76 |
18,373.76 |
6,825.00 |
36.0% |
1,191.53 |
6.3% |
9% |
False |
False |
50,087 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
77.5% |
1,372.84 |
7.2% |
9% |
False |
False |
50,238 |
| 100 |
39,983.99 |
17,614.34 |
22,369.65 |
117.9% |
1,564.86 |
8.2% |
6% |
False |
False |
46,511 |
| 120 |
47,575.78 |
17,614.34 |
29,961.44 |
157.9% |
1,630.16 |
8.6% |
5% |
False |
False |
42,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,468.02 |
|
2.618 |
22,008.26 |
|
1.618 |
21,113.80 |
|
1.000 |
20,561.02 |
|
0.618 |
20,219.34 |
|
HIGH |
19,666.56 |
|
0.618 |
19,324.88 |
|
0.500 |
19,219.33 |
|
0.382 |
19,113.78 |
|
LOW |
18,772.10 |
|
0.618 |
18,219.32 |
|
1.000 |
17,877.64 |
|
1.618 |
17,324.86 |
|
2.618 |
16,430.40 |
|
4.250 |
14,970.65 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,219.33 |
19,275.69 |
| PP |
19,138.28 |
19,175.85 |
| S1 |
19,057.23 |
19,076.02 |
|