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 |
1,831.0 |
1,841.1 |
10.1 |
0.6% |
1,810.1 |
High |
1,845.0 |
1,855.0 |
10.0 |
0.5% |
1,885.0 |
Low |
1,814.2 |
1,816.4 |
2.2 |
0.1% |
1,778.7 |
Close |
1,839.5 |
1,824.3 |
-15.2 |
-0.8% |
1,882.9 |
Range |
30.8 |
38.6 |
7.8 |
25.3% |
106.3 |
ATR |
46.0 |
45.5 |
-0.5 |
-1.2% |
0.0 |
Volume |
94,966 |
41,069 |
-53,897 |
-56.8% |
970,141 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.7 |
1,924.6 |
1,845.5 |
|
R3 |
1,909.1 |
1,886.0 |
1,834.9 |
|
R2 |
1,870.5 |
1,870.5 |
1,831.4 |
|
R1 |
1,847.4 |
1,847.4 |
1,827.8 |
1,839.7 |
PP |
1,831.9 |
1,831.9 |
1,831.9 |
1,828.0 |
S1 |
1,808.8 |
1,808.8 |
1,820.8 |
1,801.1 |
S2 |
1,793.3 |
1,793.3 |
1,817.2 |
|
S3 |
1,754.7 |
1,770.2 |
1,813.7 |
|
S4 |
1,716.1 |
1,731.6 |
1,803.1 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,167.8 |
2,131.6 |
1,941.4 |
|
R3 |
2,061.5 |
2,025.3 |
1,912.1 |
|
R2 |
1,955.2 |
1,955.2 |
1,902.4 |
|
R1 |
1,919.0 |
1,919.0 |
1,892.6 |
1,937.1 |
PP |
1,848.9 |
1,848.9 |
1,848.9 |
1,857.9 |
S1 |
1,812.7 |
1,812.7 |
1,873.2 |
1,830.8 |
S2 |
1,742.6 |
1,742.6 |
1,863.4 |
|
S3 |
1,636.3 |
1,706.4 |
1,853.7 |
|
S4 |
1,530.0 |
1,600.1 |
1,824.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.8 |
1,814.2 |
109.6 |
6.0% |
48.3 |
2.6% |
9% |
False |
False |
177,562 |
10 |
1,923.8 |
1,778.7 |
145.1 |
8.0% |
48.5 |
2.7% |
31% |
False |
False |
209,330 |
20 |
2,005.3 |
1,778.7 |
226.6 |
12.4% |
45.0 |
2.5% |
20% |
False |
False |
197,805 |
40 |
2,033.0 |
1,778.7 |
254.3 |
13.9% |
42.2 |
2.3% |
18% |
False |
False |
186,185 |
60 |
2,033.0 |
1,658.8 |
374.2 |
20.5% |
43.7 |
2.4% |
44% |
False |
False |
189,675 |
80 |
2,033.0 |
1,640.7 |
392.3 |
21.5% |
46.4 |
2.5% |
47% |
False |
False |
172,522 |
100 |
2,033.0 |
1,640.7 |
392.3 |
21.5% |
49.9 |
2.7% |
47% |
False |
False |
138,046 |
120 |
2,137.9 |
1,640.7 |
497.2 |
27.3% |
48.7 |
2.7% |
37% |
False |
False |
115,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.1 |
2.618 |
1,956.1 |
1.618 |
1,917.5 |
1.000 |
1,893.6 |
0.618 |
1,878.9 |
HIGH |
1,855.0 |
0.618 |
1,840.3 |
0.500 |
1,835.7 |
0.382 |
1,831.1 |
LOW |
1,816.4 |
0.618 |
1,792.5 |
1.000 |
1,777.8 |
1.618 |
1,753.9 |
2.618 |
1,715.3 |
4.250 |
1,652.4 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,835.7 |
1,869.0 |
PP |
1,831.9 |
1,854.1 |
S1 |
1,828.1 |
1,839.2 |
|