| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,313.1800 |
1,324.7720 |
11.5920 |
0.9% |
1,437.4940 |
| High |
1,335.5740 |
1,357.0230 |
21.4490 |
1.6% |
1,475.4060 |
| Low |
1,222.8790 |
1,264.2300 |
41.3510 |
3.4% |
1,222.8790 |
| Close |
1,324.7720 |
1,300.6530 |
-24.1190 |
-1.8% |
1,300.6530 |
| Range |
112.6950 |
92.7930 |
-19.9020 |
-17.7% |
252.5270 |
| ATR |
116.8135 |
115.0978 |
-1.7158 |
-1.5% |
0.0000 |
| Volume |
1,241,695 |
967,380 |
-274,315 |
-22.1% |
3,890,927 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.6810 |
1,535.9600 |
1,351.6892 |
|
| R3 |
1,492.8880 |
1,443.1670 |
1,326.1711 |
|
| R2 |
1,400.0950 |
1,400.0950 |
1,317.6651 |
|
| R1 |
1,350.3740 |
1,350.3740 |
1,309.1590 |
1,328.8380 |
| PP |
1,307.3020 |
1,307.3020 |
1,307.3020 |
1,296.5340 |
| S1 |
1,257.5810 |
1,257.5810 |
1,292.1470 |
1,236.0450 |
| S2 |
1,214.5090 |
1,214.5090 |
1,283.6410 |
|
| S3 |
1,121.7160 |
1,164.7880 |
1,275.1349 |
|
| S4 |
1,028.9230 |
1,071.9950 |
1,249.6169 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.5603 |
1,948.1337 |
1,439.5429 |
|
| R3 |
1,838.0333 |
1,695.6067 |
1,370.0979 |
|
| R2 |
1,585.5063 |
1,585.5063 |
1,346.9496 |
|
| R1 |
1,443.0797 |
1,443.0797 |
1,323.8013 |
1,388.0295 |
| PP |
1,332.9793 |
1,332.9793 |
1,332.9793 |
1,305.4543 |
| S1 |
1,190.5527 |
1,190.5527 |
1,277.5047 |
1,135.5025 |
| S2 |
1,080.4523 |
1,080.4523 |
1,254.3564 |
|
| S3 |
827.9253 |
938.0257 |
1,231.2081 |
|
| S4 |
575.3983 |
685.4987 |
1,161.7632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,475.4060 |
1,222.8790 |
252.5270 |
19.4% |
106.6520 |
8.2% |
31% |
False |
False |
778,185 |
| 10 |
1,787.3340 |
1,222.8790 |
564.4550 |
43.4% |
114.7107 |
8.8% |
14% |
False |
False |
738,444 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
43.4% |
115.3973 |
8.9% |
14% |
False |
False |
710,792 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
62.0% |
116.4849 |
9.0% |
10% |
False |
False |
666,571 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
79.0% |
123.6049 |
9.5% |
29% |
False |
False |
714,947 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
88.1% |
128.4253 |
9.9% |
36% |
False |
False |
688,878 |
| 100 |
2,962.3770 |
883.1590 |
2,079.2180 |
159.9% |
144.5372 |
11.1% |
20% |
False |
False |
660,185 |
| 120 |
3,553.0210 |
883.1590 |
2,669.8620 |
205.3% |
147.9620 |
11.4% |
16% |
False |
False |
592,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,751.3933 |
|
2.618 |
1,599.9551 |
|
1.618 |
1,507.1621 |
|
1.000 |
1,449.8160 |
|
0.618 |
1,414.3691 |
|
HIGH |
1,357.0230 |
|
0.618 |
1,321.5761 |
|
0.500 |
1,310.6265 |
|
0.382 |
1,299.6769 |
|
LOW |
1,264.2300 |
|
0.618 |
1,206.8839 |
|
1.000 |
1,171.4370 |
|
1.618 |
1,114.0909 |
|
2.618 |
1,021.2979 |
|
4.250 |
869.8598 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,310.6265 |
1,305.5430 |
| PP |
1,307.3020 |
1,303.9130 |
| S1 |
1,303.9775 |
1,302.2830 |
|