| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,723.9460 |
1,608.1880 |
-115.7580 |
-6.7% |
1,598.0180 |
| High |
1,752.2240 |
1,623.0530 |
-129.1710 |
-7.4% |
1,741.7370 |
| Low |
1,575.2070 |
1,557.8250 |
-17.3820 |
-1.1% |
1,494.2060 |
| Close |
1,608.1970 |
1,602.8550 |
-5.3420 |
-0.3% |
1,721.2450 |
| Range |
177.0170 |
65.2280 |
-111.7890 |
-63.2% |
247.5310 |
| ATR |
120.8338 |
116.8620 |
-3.9718 |
-3.3% |
0.0000 |
| Volume |
898,340 |
705,526 |
-192,814 |
-21.5% |
2,514,578 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,790.2617 |
1,761.7863 |
1,638.7304 |
|
| R3 |
1,725.0337 |
1,696.5583 |
1,620.7927 |
|
| R2 |
1,659.8057 |
1,659.8057 |
1,614.8135 |
|
| R1 |
1,631.3303 |
1,631.3303 |
1,608.8342 |
1,612.9540 |
| PP |
1,594.5777 |
1,594.5777 |
1,594.5777 |
1,585.3895 |
| S1 |
1,566.1023 |
1,566.1023 |
1,596.8758 |
1,547.7260 |
| S2 |
1,529.3497 |
1,529.3497 |
1,590.8965 |
|
| S3 |
1,464.1217 |
1,500.8743 |
1,584.9173 |
|
| S4 |
1,398.8937 |
1,435.6463 |
1,566.9796 |
|
|
| 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 |
1,557.8250 |
229.5090 |
14.3% |
102.5124 |
6.4% |
20% |
False |
True |
634,650 |
| 10 |
1,787.3340 |
1,494.2060 |
293.1280 |
18.3% |
106.3773 |
6.6% |
37% |
False |
False |
646,149 |
| 20 |
1,955.9150 |
1,424.3700 |
531.5450 |
33.2% |
115.3055 |
7.2% |
34% |
False |
False |
654,641 |
| 40 |
2,028.6500 |
1,359.1790 |
669.4710 |
41.8% |
125.8115 |
7.8% |
36% |
False |
False |
667,529 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
64.1% |
121.2652 |
7.6% |
59% |
False |
False |
699,417 |
| 80 |
2,086.6460 |
883.1590 |
1,203.4870 |
75.1% |
130.2897 |
8.1% |
60% |
False |
False |
660,951 |
| 100 |
3,033.2780 |
883.1590 |
2,150.1190 |
134.1% |
148.1636 |
9.2% |
33% |
False |
False |
614,913 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
168.2% |
152.3351 |
9.5% |
27% |
False |
False |
557,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,900.2720 |
|
2.618 |
1,793.8199 |
|
1.618 |
1,728.5919 |
|
1.000 |
1,688.2810 |
|
0.618 |
1,663.3639 |
|
HIGH |
1,623.0530 |
|
0.618 |
1,598.1359 |
|
0.500 |
1,590.4390 |
|
0.382 |
1,582.7421 |
|
LOW |
1,557.8250 |
|
0.618 |
1,517.5141 |
|
1.000 |
1,492.5970 |
|
1.618 |
1,452.2861 |
|
2.618 |
1,387.0581 |
|
4.250 |
1,280.6060 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,598.7163 |
1,672.5795 |
| PP |
1,594.5777 |
1,649.3380 |
| S1 |
1,590.4390 |
1,626.0965 |
|