| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,608.1880 |
1,602.3110 |
-5.8770 |
-0.4% |
1,598.0180 |
| High |
1,623.0530 |
1,652.8470 |
29.7940 |
1.8% |
1,741.7370 |
| Low |
1,557.8250 |
1,467.3770 |
-90.4480 |
-5.8% |
1,494.2060 |
| Close |
1,602.8550 |
1,503.1730 |
-99.6820 |
-6.2% |
1,721.2450 |
| Range |
65.2280 |
185.4700 |
120.2420 |
184.3% |
247.5310 |
| ATR |
116.8620 |
121.7625 |
4.9006 |
4.2% |
0.0000 |
| Volume |
705,526 |
971,430 |
265,904 |
37.7% |
2,514,578 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.5423 |
1,985.8277 |
1,605.1815 |
|
| R3 |
1,912.0723 |
1,800.3577 |
1,554.1773 |
|
| R2 |
1,726.6023 |
1,726.6023 |
1,537.1758 |
|
| R1 |
1,614.8877 |
1,614.8877 |
1,520.1744 |
1,578.0100 |
| PP |
1,541.1323 |
1,541.1323 |
1,541.1323 |
1,522.6935 |
| S1 |
1,429.4177 |
1,429.4177 |
1,486.1716 |
1,392.5400 |
| S2 |
1,355.6623 |
1,355.6623 |
1,469.1702 |
|
| S3 |
1,170.1923 |
1,243.9477 |
1,452.1688 |
|
| S4 |
984.7223 |
1,058.4777 |
1,401.1645 |
|
|
| 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 |
1,467.3770 |
319.9570 |
21.3% |
126.9566 |
8.4% |
11% |
False |
True |
667,564 |
| 10 |
1,787.3340 |
1,467.3770 |
319.9570 |
21.3% |
115.0468 |
7.7% |
11% |
False |
True |
646,309 |
| 20 |
1,880.9780 |
1,424.3700 |
456.6080 |
30.4% |
117.8166 |
7.8% |
17% |
False |
False |
662,327 |
| 40 |
2,028.6500 |
1,359.1790 |
669.4710 |
44.5% |
127.2433 |
8.5% |
22% |
False |
False |
664,735 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
68.3% |
122.7039 |
8.2% |
49% |
False |
False |
701,273 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
76.2% |
130.7443 |
8.7% |
54% |
False |
False |
673,042 |
| 100 |
3,033.2780 |
883.1590 |
2,150.1190 |
143.0% |
147.7849 |
9.8% |
29% |
False |
False |
624,627 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
179.4% |
152.9562 |
10.2% |
23% |
False |
False |
565,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,441.0945 |
|
2.618 |
2,138.4075 |
|
1.618 |
1,952.9375 |
|
1.000 |
1,838.3170 |
|
0.618 |
1,767.4675 |
|
HIGH |
1,652.8470 |
|
0.618 |
1,581.9975 |
|
0.500 |
1,560.1120 |
|
0.382 |
1,538.2265 |
|
LOW |
1,467.3770 |
|
0.618 |
1,352.7565 |
|
1.000 |
1,281.9070 |
|
1.618 |
1,167.2865 |
|
2.618 |
981.8165 |
|
4.250 |
679.1295 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,560.1120 |
1,609.8005 |
| PP |
1,541.1323 |
1,574.2580 |
| S1 |
1,522.1527 |
1,538.7155 |
|