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 |
1,717.61 |
1,724.39 |
6.78 |
0.4% |
1,709.09 |
High |
1,733.96 |
1,730.76 |
-3.20 |
-0.2% |
1,728.45 |
Low |
1,711.95 |
1,697.92 |
-14.03 |
-0.8% |
1,691.33 |
Close |
1,724.43 |
1,702.00 |
-22.43 |
-1.3% |
1,716.84 |
Range |
22.01 |
32.84 |
10.83 |
49.2% |
37.12 |
ATR |
20.62 |
21.49 |
0.87 |
4.2% |
0.00 |
Volume |
8,651 |
8,973 |
322 |
3.7% |
35,778 |
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.75 |
1,788.21 |
1,720.06 |
|
R3 |
1,775.91 |
1,755.37 |
1,711.03 |
|
R2 |
1,743.07 |
1,743.07 |
1,708.02 |
|
R1 |
1,722.53 |
1,722.53 |
1,705.01 |
1,716.38 |
PP |
1,710.23 |
1,710.23 |
1,710.23 |
1,707.15 |
S1 |
1,689.69 |
1,689.69 |
1,698.99 |
1,683.54 |
S2 |
1,677.39 |
1,677.39 |
1,695.98 |
|
S3 |
1,644.55 |
1,656.85 |
1,692.97 |
|
S4 |
1,611.71 |
1,624.01 |
1,683.94 |
|
|
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% |
25.37 |
1.5% |
25% |
False |
False |
8,844 |
10 |
1,739.95 |
1,689.53 |
50.42 |
3.0% |
22.89 |
1.3% |
25% |
False |
False |
7,846 |
20 |
1,782.30 |
1,689.53 |
92.77 |
5.5% |
20.07 |
1.2% |
13% |
False |
False |
6,901 |
40 |
1,805.22 |
1,681.43 |
123.79 |
7.3% |
20.30 |
1.2% |
17% |
False |
False |
6,664 |
60 |
1,845.64 |
1,681.43 |
164.21 |
9.6% |
20.33 |
1.2% |
13% |
False |
False |
6,820 |
80 |
1,877.31 |
1,681.43 |
195.88 |
11.5% |
21.22 |
1.2% |
11% |
False |
False |
6,954 |
100 |
1,954.97 |
1,681.43 |
273.54 |
16.1% |
22.69 |
1.3% |
8% |
False |
False |
6,950 |
120 |
1,996.96 |
1,681.43 |
315.53 |
18.5% |
22.79 |
1.3% |
7% |
False |
False |
6,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,870.33 |
2.618 |
1,816.74 |
1.618 |
1,783.90 |
1.000 |
1,763.60 |
0.618 |
1,751.06 |
HIGH |
1,730.76 |
0.618 |
1,718.22 |
0.500 |
1,714.34 |
0.382 |
1,710.46 |
LOW |
1,697.92 |
0.618 |
1,677.62 |
1.000 |
1,665.08 |
1.618 |
1,644.78 |
2.618 |
1,611.94 |
4.250 |
1,558.35 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,714.34 |
1,715.94 |
PP |
1,710.23 |
1,711.29 |
S1 |
1,706.11 |
1,706.65 |
|