Trading Metrics calculated at close of trading on 12-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,708.24 |
1,717.61 |
9.37 |
0.5% |
1,709.09 |
High |
1,728.45 |
1,733.96 |
5.51 |
0.3% |
1,728.45 |
Low |
1,706.52 |
1,711.95 |
5.43 |
0.3% |
1,691.33 |
Close |
1,716.84 |
1,724.43 |
7.59 |
0.4% |
1,716.84 |
Range |
21.93 |
22.01 |
0.08 |
0.4% |
37.12 |
ATR |
20.51 |
20.62 |
0.11 |
0.5% |
0.00 |
Volume |
8,827 |
8,651 |
-176 |
-2.0% |
35,778 |
|
Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.48 |
1,778.96 |
1,736.54 |
|
R3 |
1,767.47 |
1,756.95 |
1,730.48 |
|
R2 |
1,745.46 |
1,745.46 |
1,728.47 |
|
R1 |
1,734.94 |
1,734.94 |
1,726.45 |
1,740.20 |
PP |
1,723.45 |
1,723.45 |
1,723.45 |
1,726.08 |
S1 |
1,712.93 |
1,712.93 |
1,722.41 |
1,718.19 |
S2 |
1,701.44 |
1,701.44 |
1,720.39 |
|
S3 |
1,679.43 |
1,690.92 |
1,718.38 |
|
S4 |
1,657.42 |
1,668.91 |
1,712.32 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.57 |
1,807.32 |
1,737.26 |
|
R3 |
1,786.45 |
1,770.20 |
1,727.05 |
|
R2 |
1,749.33 |
1,749.33 |
1,723.65 |
|
R1 |
1,733.08 |
1,733.08 |
1,720.24 |
1,741.21 |
PP |
1,712.21 |
1,712.21 |
1,712.21 |
1,716.27 |
S1 |
1,695.96 |
1,695.96 |
1,713.44 |
1,704.09 |
S2 |
1,675.09 |
1,675.09 |
1,710.03 |
|
S3 |
1,637.97 |
1,658.84 |
1,706.63 |
|
S4 |
1,600.85 |
1,621.72 |
1,696.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,733.96 |
1,691.33 |
42.63 |
2.5% |
23.63 |
1.4% |
78% |
True |
False |
8,885 |
10 |
1,744.14 |
1,689.53 |
54.61 |
3.2% |
21.96 |
1.3% |
64% |
False |
False |
7,526 |
20 |
1,801.58 |
1,689.53 |
112.05 |
6.5% |
19.83 |
1.1% |
31% |
False |
False |
6,736 |
40 |
1,805.22 |
1,681.43 |
123.79 |
7.2% |
19.89 |
1.2% |
35% |
False |
False |
6,615 |
60 |
1,856.85 |
1,681.43 |
175.42 |
10.2% |
20.15 |
1.2% |
25% |
False |
False |
6,790 |
80 |
1,877.31 |
1,681.43 |
195.88 |
11.4% |
21.27 |
1.2% |
22% |
False |
False |
6,928 |
100 |
1,957.52 |
1,681.43 |
276.09 |
16.0% |
22.56 |
1.3% |
16% |
False |
False |
6,930 |
120 |
1,996.96 |
1,681.43 |
315.53 |
18.3% |
22.78 |
1.3% |
14% |
False |
False |
6,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,827.50 |
2.618 |
1,791.58 |
1.618 |
1,769.57 |
1.000 |
1,755.97 |
0.618 |
1,747.56 |
HIGH |
1,733.96 |
0.618 |
1,725.55 |
0.500 |
1,722.96 |
0.382 |
1,720.36 |
LOW |
1,711.95 |
0.618 |
1,698.35 |
1.000 |
1,689.94 |
1.618 |
1,676.34 |
2.618 |
1,654.33 |
4.250 |
1,618.41 |
|
|
Fisher Pivots for day following 12-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,723.94 |
1,722.62 |
PP |
1,723.45 |
1,720.80 |
S1 |
1,722.96 |
1,718.99 |
|