Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,675.47 |
1,664.16 |
-11.31 |
-0.7% |
1,717.61 |
High |
1,678.77 |
1,685.79 |
7.02 |
0.4% |
1,733.96 |
Low |
1,660.96 |
1,657.38 |
-3.58 |
-0.2% |
1,654.31 |
Close |
1,664.40 |
1,673.55 |
9.15 |
0.5% |
1,675.15 |
Range |
17.81 |
28.41 |
10.60 |
59.5% |
79.65 |
ATR |
21.69 |
22.17 |
0.48 |
2.2% |
0.00 |
Volume |
9,025 |
8,531 |
-494 |
-5.5% |
43,212 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.47 |
1,743.92 |
1,689.18 |
|
R3 |
1,729.06 |
1,715.51 |
1,681.36 |
|
R2 |
1,700.65 |
1,700.65 |
1,678.76 |
|
R1 |
1,687.10 |
1,687.10 |
1,676.15 |
1,693.88 |
PP |
1,672.24 |
1,672.24 |
1,672.24 |
1,675.63 |
S1 |
1,658.69 |
1,658.69 |
1,670.95 |
1,665.47 |
S2 |
1,643.83 |
1,643.83 |
1,668.34 |
|
S3 |
1,615.42 |
1,630.28 |
1,665.74 |
|
S4 |
1,587.01 |
1,601.87 |
1,657.92 |
|
|
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 |
1,697.75 |
1,654.31 |
43.44 |
2.6% |
25.41 |
1.5% |
44% |
False |
False |
8,576 |
10 |
1,733.96 |
1,654.31 |
79.65 |
4.8% |
23.92 |
1.4% |
24% |
False |
False |
8,725 |
20 |
1,764.72 |
1,654.31 |
110.41 |
6.6% |
22.06 |
1.3% |
17% |
False |
False |
7,699 |
40 |
1,805.22 |
1,654.31 |
150.91 |
9.0% |
20.72 |
1.2% |
13% |
False |
False |
6,904 |
60 |
1,831.69 |
1,654.31 |
177.38 |
10.6% |
21.06 |
1.3% |
11% |
False |
False |
6,967 |
80 |
1,877.31 |
1,654.31 |
223.00 |
13.3% |
21.70 |
1.3% |
9% |
False |
False |
7,052 |
100 |
1,907.61 |
1,654.31 |
253.30 |
15.1% |
22.56 |
1.3% |
8% |
False |
False |
7,045 |
120 |
1,996.96 |
1,654.31 |
342.65 |
20.5% |
22.54 |
1.3% |
6% |
False |
False |
7,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,806.53 |
2.618 |
1,760.17 |
1.618 |
1,731.76 |
1.000 |
1,714.20 |
0.618 |
1,703.35 |
HIGH |
1,685.79 |
0.618 |
1,674.94 |
0.500 |
1,671.59 |
0.382 |
1,668.23 |
LOW |
1,657.38 |
0.618 |
1,639.82 |
1.000 |
1,628.97 |
1.618 |
1,611.41 |
2.618 |
1,583.00 |
4.250 |
1,536.64 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,672.90 |
1,672.90 |
PP |
1,672.24 |
1,672.24 |
S1 |
1,671.59 |
1,671.59 |
|