| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,345.25 |
12,626.00 |
280.75 |
2.3% |
12,110.50 |
| High |
12,613.75 |
12,773.75 |
160.00 |
1.3% |
12,613.75 |
| Low |
12,329.50 |
12,573.25 |
243.75 |
2.0% |
11,921.50 |
| Close |
12,592.50 |
12,740.75 |
148.25 |
1.2% |
12,592.50 |
| Range |
284.25 |
200.50 |
-83.75 |
-29.5% |
692.25 |
| ATR |
314.47 |
306.33 |
-8.14 |
-2.6% |
0.00 |
| Volume |
535,984 |
444,255 |
-91,729 |
-17.1% |
2,845,617 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,297.50 |
13,219.50 |
12,851.00 |
|
| R3 |
13,097.00 |
13,019.00 |
12,796.00 |
|
| R2 |
12,896.50 |
12,896.50 |
12,777.50 |
|
| R1 |
12,818.50 |
12,818.50 |
12,759.25 |
12,857.50 |
| PP |
12,696.00 |
12,696.00 |
12,696.00 |
12,715.50 |
| S1 |
12,618.00 |
12,618.00 |
12,722.25 |
12,657.00 |
| S2 |
12,495.50 |
12,495.50 |
12,704.00 |
|
| S3 |
12,295.00 |
12,417.50 |
12,685.50 |
|
| S4 |
12,094.50 |
12,217.00 |
12,630.50 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,452.75 |
14,214.75 |
12,973.25 |
|
| R3 |
13,760.50 |
13,522.50 |
12,782.75 |
|
| R2 |
13,068.25 |
13,068.25 |
12,719.50 |
|
| R1 |
12,830.25 |
12,830.25 |
12,656.00 |
12,949.25 |
| PP |
12,376.00 |
12,376.00 |
12,376.00 |
12,435.50 |
| S1 |
12,138.00 |
12,138.00 |
12,529.00 |
12,257.00 |
| S2 |
11,683.75 |
11,683.75 |
12,465.50 |
|
| S3 |
10,991.50 |
11,445.75 |
12,402.25 |
|
| S4 |
10,299.25 |
10,753.50 |
12,211.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,773.75 |
11,921.50 |
852.25 |
6.7% |
289.50 |
2.3% |
96% |
True |
False |
657,974 |
| 10 |
12,773.75 |
11,921.50 |
852.25 |
6.7% |
300.75 |
2.4% |
96% |
True |
False |
710,897 |
| 20 |
13,740.75 |
11,921.50 |
1,819.25 |
14.3% |
290.25 |
2.3% |
45% |
False |
False |
642,981 |
| 40 |
13,740.75 |
11,857.00 |
1,883.75 |
14.8% |
306.50 |
2.4% |
47% |
False |
False |
621,715 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.0% |
322.75 |
2.5% |
63% |
False |
False |
630,363 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.0% |
347.25 |
2.7% |
63% |
False |
False |
506,112 |
| 100 |
14,329.25 |
11,068.50 |
3,260.75 |
25.6% |
374.75 |
2.9% |
51% |
False |
False |
405,175 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
33.3% |
368.50 |
2.9% |
39% |
False |
False |
337,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,626.00 |
|
2.618 |
13,298.75 |
|
1.618 |
13,098.25 |
|
1.000 |
12,974.25 |
|
0.618 |
12,897.75 |
|
HIGH |
12,773.75 |
|
0.618 |
12,697.25 |
|
0.500 |
12,673.50 |
|
0.382 |
12,649.75 |
|
LOW |
12,573.25 |
|
0.618 |
12,449.25 |
|
1.000 |
12,372.75 |
|
1.618 |
12,248.75 |
|
2.618 |
12,048.25 |
|
4.250 |
11,721.00 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,718.25 |
12,642.00 |
| PP |
12,696.00 |
12,543.50 |
| S1 |
12,673.50 |
12,444.75 |
|