| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,720.9750 |
1,723.9460 |
2.9710 |
0.2% |
1,598.0180 |
| High |
1,787.3340 |
1,752.2240 |
-35.1100 |
-2.0% |
1,741.7370 |
| Low |
1,694.8680 |
1,575.2070 |
-119.6610 |
-7.1% |
1,494.2060 |
| Close |
1,723.9790 |
1,608.1970 |
-115.7820 |
-6.7% |
1,721.2450 |
| Range |
92.4660 |
177.0170 |
84.5510 |
91.4% |
247.5310 |
| ATR |
116.5120 |
120.8338 |
4.3218 |
3.7% |
0.0000 |
| Volume |
5,695 |
898,340 |
892,645 |
15,674.2% |
2,514,578 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.2603 |
2,069.2457 |
1,705.5564 |
|
| R3 |
1,999.2433 |
1,892.2287 |
1,656.8767 |
|
| R2 |
1,822.2263 |
1,822.2263 |
1,640.6501 |
|
| R1 |
1,715.2117 |
1,715.2117 |
1,624.4236 |
1,680.2105 |
| PP |
1,645.2093 |
1,645.2093 |
1,645.2093 |
1,627.7088 |
| S1 |
1,538.1947 |
1,538.1947 |
1,591.9704 |
1,503.1935 |
| S2 |
1,468.1923 |
1,468.1923 |
1,575.7439 |
|
| S3 |
1,291.1753 |
1,361.1777 |
1,559.5173 |
|
| S4 |
1,114.1583 |
1,184.1607 |
1,510.8377 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.9890 |
2,305.6480 |
1,857.3871 |
|
| R3 |
2,147.4580 |
2,058.1170 |
1,789.3160 |
|
| R2 |
1,899.9270 |
1,899.9270 |
1,766.6257 |
|
| R1 |
1,810.5860 |
1,810.5860 |
1,743.9353 |
1,855.2565 |
| PP |
1,652.3960 |
1,652.3960 |
1,652.3960 |
1,674.7313 |
| S1 |
1,563.0550 |
1,563.0550 |
1,698.5547 |
1,607.7255 |
| S2 |
1,404.8650 |
1,404.8650 |
1,675.8643 |
|
| S3 |
1,157.3340 |
1,315.5240 |
1,653.1740 |
|
| S4 |
909.8030 |
1,067.9930 |
1,585.1030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,787.3340 |
1,494.2060 |
293.1280 |
18.2% |
121.1464 |
7.5% |
39% |
False |
False |
495,019 |
| 10 |
1,787.3340 |
1,477.6480 |
309.6860 |
19.3% |
112.5199 |
7.0% |
42% |
False |
False |
676,894 |
| 20 |
1,955.9150 |
1,424.3700 |
531.5450 |
33.1% |
115.0934 |
7.2% |
35% |
False |
False |
653,542 |
| 40 |
2,028.6500 |
1,359.1790 |
669.4710 |
41.6% |
128.0031 |
8.0% |
37% |
False |
False |
684,944 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
71.2% |
124.8954 |
7.8% |
63% |
False |
False |
687,824 |
| 80 |
2,086.6460 |
883.1590 |
1,203.4870 |
74.8% |
131.2155 |
8.2% |
60% |
False |
False |
657,593 |
| 100 |
3,033.2780 |
883.1590 |
2,150.1190 |
133.7% |
148.4319 |
9.2% |
34% |
False |
False |
611,172 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
167.7% |
153.0763 |
9.5% |
27% |
False |
False |
556,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.5463 |
|
2.618 |
2,215.6545 |
|
1.618 |
2,038.6375 |
|
1.000 |
1,929.2410 |
|
0.618 |
1,861.6205 |
|
HIGH |
1,752.2240 |
|
0.618 |
1,684.6035 |
|
0.500 |
1,663.7155 |
|
0.382 |
1,642.8275 |
|
LOW |
1,575.2070 |
|
0.618 |
1,465.8105 |
|
1.000 |
1,398.1900 |
|
1.618 |
1,288.7935 |
|
2.618 |
1,111.7765 |
|
4.250 |
822.8848 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.7155 |
1,681.2705 |
| PP |
1,645.2093 |
1,656.9127 |
| S1 |
1,626.7032 |
1,632.5548 |
|