Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
19,523.38 |
18,976.16 |
-547.22 |
-2.8% |
21,295.81 |
High |
19,666.56 |
19,722.38 |
55.82 |
0.3% |
22,718.84 |
Low |
18,772.10 |
18,811.14 |
39.04 |
0.2% |
19,360.10 |
Close |
18,976.18 |
18,917.94 |
-58.24 |
-0.3% |
19,745.20 |
Range |
894.46 |
911.24 |
16.78 |
1.9% |
3,358.74 |
ATR |
1,138.63 |
1,122.38 |
-16.24 |
-1.4% |
0.00 |
Volume |
68,057 |
86,089 |
18,032 |
26.5% |
272,031 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,884.21 |
21,312.31 |
19,419.12 |
|
R3 |
20,972.97 |
20,401.07 |
19,168.53 |
|
R2 |
20,061.73 |
20,061.73 |
19,085.00 |
|
R1 |
19,489.83 |
19,489.83 |
19,001.47 |
19,320.16 |
PP |
19,150.49 |
19,150.49 |
19,150.49 |
19,065.65 |
S1 |
18,578.59 |
18,578.59 |
18,834.41 |
18,408.92 |
S2 |
18,239.25 |
18,239.25 |
18,750.88 |
|
S3 |
17,328.01 |
17,667.35 |
18,667.35 |
|
S4 |
16,416.77 |
16,756.11 |
18,416.76 |
|
|
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 |
20,379.87 |
18,373.76 |
2,006.11 |
10.6% |
991.23 |
5.2% |
27% |
False |
False |
53,129 |
10 |
22,718.84 |
18,373.76 |
4,345.08 |
23.0% |
1,230.89 |
6.5% |
13% |
False |
False |
56,554 |
20 |
22,718.84 |
18,373.76 |
4,345.08 |
23.0% |
1,058.21 |
5.6% |
13% |
False |
False |
51,106 |
40 |
25,198.76 |
18,373.76 |
6,825.00 |
36.1% |
1,105.84 |
5.8% |
8% |
False |
False |
48,943 |
60 |
25,198.76 |
18,373.76 |
6,825.00 |
36.1% |
1,185.93 |
6.3% |
8% |
False |
False |
51,513 |
80 |
32,329.54 |
17,614.34 |
14,715.20 |
77.8% |
1,366.80 |
7.2% |
9% |
False |
False |
50,995 |
100 |
39,948.97 |
17,614.34 |
22,334.63 |
118.1% |
1,555.98 |
8.2% |
6% |
False |
False |
46,983 |
120 |
47,374.73 |
17,614.34 |
29,760.39 |
157.3% |
1,620.72 |
8.6% |
4% |
False |
False |
42,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,595.15 |
2.618 |
22,108.01 |
1.618 |
21,196.77 |
1.000 |
20,633.62 |
0.618 |
20,285.53 |
HIGH |
19,722.38 |
0.618 |
19,374.29 |
0.500 |
19,266.76 |
0.382 |
19,159.23 |
LOW |
18,811.14 |
0.618 |
18,247.99 |
1.000 |
17,899.90 |
1.618 |
17,336.75 |
2.618 |
16,425.51 |
4.250 |
14,938.37 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,266.76 |
19,275.69 |
PP |
19,150.49 |
19,156.44 |
S1 |
19,034.21 |
19,037.19 |
|