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 |
1,701.76 |
1,696.74 |
-5.02 |
-0.3% |
1,709.09 |
High |
1,706.09 |
1,697.75 |
-8.34 |
-0.5% |
1,728.45 |
Low |
1,693.56 |
1,661.19 |
-32.37 |
-1.9% |
1,691.33 |
Close |
1,696.80 |
1,663.84 |
-32.96 |
-1.9% |
1,716.84 |
Range |
12.53 |
36.56 |
24.03 |
191.8% |
37.12 |
ATR |
20.85 |
21.97 |
1.12 |
5.4% |
0.00 |
Volume |
9,033 |
8,807 |
-226 |
-2.5% |
35,778 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.94 |
1,760.45 |
1,683.95 |
|
R3 |
1,747.38 |
1,723.89 |
1,673.89 |
|
R2 |
1,710.82 |
1,710.82 |
1,670.54 |
|
R1 |
1,687.33 |
1,687.33 |
1,667.19 |
1,680.80 |
PP |
1,674.26 |
1,674.26 |
1,674.26 |
1,670.99 |
S1 |
1,650.77 |
1,650.77 |
1,660.49 |
1,644.24 |
S2 |
1,637.70 |
1,637.70 |
1,657.14 |
|
S3 |
1,601.14 |
1,614.21 |
1,653.79 |
|
S4 |
1,564.58 |
1,577.65 |
1,643.73 |
|
|
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 |
1,661.19 |
72.77 |
4.4% |
25.17 |
1.5% |
4% |
False |
True |
8,858 |
10 |
1,733.96 |
1,661.19 |
72.77 |
4.4% |
24.34 |
1.5% |
4% |
False |
True |
8,443 |
20 |
1,771.56 |
1,661.19 |
110.37 |
6.6% |
20.99 |
1.3% |
2% |
False |
True |
7,176 |
40 |
1,805.22 |
1,661.19 |
144.03 |
8.7% |
20.76 |
1.2% |
2% |
False |
True |
6,746 |
60 |
1,845.05 |
1,661.19 |
183.86 |
11.1% |
20.75 |
1.2% |
1% |
False |
True |
6,879 |
80 |
1,877.31 |
1,661.19 |
216.12 |
13.0% |
21.40 |
1.3% |
1% |
False |
True |
6,994 |
100 |
1,918.37 |
1,661.19 |
257.18 |
15.5% |
22.51 |
1.4% |
1% |
False |
True |
6,988 |
120 |
1,996.96 |
1,661.19 |
335.77 |
20.2% |
22.82 |
1.4% |
1% |
False |
True |
7,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.13 |
2.618 |
1,793.46 |
1.618 |
1,756.90 |
1.000 |
1,734.31 |
0.618 |
1,720.34 |
HIGH |
1,697.75 |
0.618 |
1,683.78 |
0.500 |
1,679.47 |
0.382 |
1,675.16 |
LOW |
1,661.19 |
0.618 |
1,638.60 |
1.000 |
1,624.63 |
1.618 |
1,602.04 |
2.618 |
1,565.48 |
4.250 |
1,505.81 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,679.47 |
1,695.98 |
PP |
1,674.26 |
1,685.26 |
S1 |
1,669.05 |
1,674.55 |
|