Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,696.74 |
1,663.82 |
-32.92 |
-1.9% |
1,717.61 |
High |
1,697.75 |
1,679.16 |
-18.59 |
-1.1% |
1,733.96 |
Low |
1,661.19 |
1,654.31 |
-6.88 |
-0.4% |
1,654.31 |
Close |
1,663.84 |
1,675.15 |
11.31 |
0.7% |
1,675.15 |
Range |
36.56 |
24.85 |
-11.71 |
-32.0% |
79.65 |
ATR |
21.97 |
22.18 |
0.21 |
0.9% |
0.00 |
Volume |
8,807 |
7,748 |
-1,059 |
-12.0% |
43,212 |
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.09 |
1,734.47 |
1,688.82 |
|
R3 |
1,719.24 |
1,709.62 |
1,681.98 |
|
R2 |
1,694.39 |
1,694.39 |
1,679.71 |
|
R1 |
1,684.77 |
1,684.77 |
1,677.43 |
1,689.58 |
PP |
1,669.54 |
1,669.54 |
1,669.54 |
1,671.95 |
S1 |
1,659.92 |
1,659.92 |
1,672.87 |
1,664.73 |
S2 |
1,644.69 |
1,644.69 |
1,670.59 |
|
S3 |
1,619.84 |
1,635.07 |
1,668.32 |
|
S4 |
1,594.99 |
1,610.22 |
1,661.48 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.76 |
1,880.60 |
1,718.96 |
|
R3 |
1,847.11 |
1,800.95 |
1,697.05 |
|
R2 |
1,767.46 |
1,767.46 |
1,689.75 |
|
R1 |
1,721.30 |
1,721.30 |
1,682.45 |
1,704.56 |
PP |
1,687.81 |
1,687.81 |
1,687.81 |
1,679.43 |
S1 |
1,641.65 |
1,641.65 |
1,667.85 |
1,624.91 |
S2 |
1,608.16 |
1,608.16 |
1,660.55 |
|
S3 |
1,528.51 |
1,562.00 |
1,653.25 |
|
S4 |
1,448.86 |
1,482.35 |
1,631.34 |
|
|
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 |
1,654.31 |
79.65 |
4.8% |
25.76 |
1.5% |
26% |
False |
True |
8,642 |
10 |
1,733.96 |
1,654.31 |
79.65 |
4.8% |
24.69 |
1.5% |
26% |
False |
True |
8,620 |
20 |
1,764.72 |
1,654.31 |
110.41 |
6.6% |
21.47 |
1.3% |
19% |
False |
True |
7,258 |
40 |
1,805.22 |
1,654.31 |
150.91 |
9.0% |
20.42 |
1.2% |
14% |
False |
True |
6,765 |
60 |
1,843.32 |
1,654.31 |
189.01 |
11.3% |
20.81 |
1.2% |
11% |
False |
True |
6,889 |
80 |
1,877.31 |
1,654.31 |
223.00 |
13.3% |
21.47 |
1.3% |
9% |
False |
True |
6,998 |
100 |
1,918.37 |
1,654.31 |
264.06 |
15.8% |
22.62 |
1.4% |
8% |
False |
True |
6,994 |
120 |
1,996.96 |
1,654.31 |
342.65 |
20.5% |
22.70 |
1.4% |
6% |
False |
True |
7,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.77 |
2.618 |
1,744.22 |
1.618 |
1,719.37 |
1.000 |
1,704.01 |
0.618 |
1,694.52 |
HIGH |
1,679.16 |
0.618 |
1,669.67 |
0.500 |
1,666.74 |
0.382 |
1,663.80 |
LOW |
1,654.31 |
0.618 |
1,638.95 |
1.000 |
1,629.46 |
1.618 |
1,614.10 |
2.618 |
1,589.25 |
4.250 |
1,548.70 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,672.35 |
1,680.20 |
PP |
1,669.54 |
1,678.52 |
S1 |
1,666.74 |
1,676.83 |
|