| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,626.00 |
12,769.50 |
143.50 |
1.1% |
12,110.50 |
| High |
12,773.75 |
12,889.00 |
115.25 |
0.9% |
12,613.75 |
| Low |
12,573.25 |
12,003.25 |
-570.00 |
-4.5% |
11,921.50 |
| Close |
12,740.75 |
12,036.50 |
-704.25 |
-5.5% |
12,592.50 |
| Range |
200.50 |
885.75 |
685.25 |
341.8% |
692.25 |
| ATR |
306.33 |
347.72 |
41.39 |
13.5% |
0.00 |
| Volume |
444,255 |
463,841 |
19,586 |
4.4% |
2,845,617 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,966.75 |
14,387.50 |
12,523.75 |
|
| R3 |
14,081.00 |
13,501.75 |
12,280.00 |
|
| R2 |
13,195.25 |
13,195.25 |
12,199.00 |
|
| R1 |
12,616.00 |
12,616.00 |
12,117.75 |
12,462.75 |
| PP |
12,309.50 |
12,309.50 |
12,309.50 |
12,233.00 |
| S1 |
11,730.25 |
11,730.25 |
11,955.25 |
11,577.00 |
| S2 |
11,423.75 |
11,423.75 |
11,874.00 |
|
| S3 |
10,538.00 |
10,844.50 |
11,793.00 |
|
| S4 |
9,652.25 |
9,958.75 |
11,549.25 |
|
|
| 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 |
12,889.00 |
11,921.50 |
967.50 |
8.0% |
403.75 |
3.4% |
12% |
True |
False |
571,652 |
| 10 |
12,889.00 |
11,921.50 |
967.50 |
8.0% |
368.50 |
3.1% |
12% |
True |
False |
687,971 |
| 20 |
13,740.75 |
11,921.50 |
1,819.25 |
15.1% |
324.00 |
2.7% |
6% |
False |
False |
642,985 |
| 40 |
13,740.75 |
11,889.50 |
1,851.25 |
15.4% |
320.50 |
2.7% |
8% |
False |
False |
619,469 |
| 60 |
13,740.75 |
11,119.00 |
2,621.75 |
21.8% |
325.75 |
2.7% |
35% |
False |
False |
624,231 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
22.2% |
349.25 |
2.9% |
36% |
False |
False |
511,895 |
| 100 |
14,316.75 |
11,068.50 |
3,248.25 |
27.0% |
380.25 |
3.2% |
30% |
False |
False |
409,806 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.2% |
372.75 |
3.1% |
23% |
False |
False |
341,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,653.50 |
|
2.618 |
15,208.00 |
|
1.618 |
14,322.25 |
|
1.000 |
13,774.75 |
|
0.618 |
13,436.50 |
|
HIGH |
12,889.00 |
|
0.618 |
12,550.75 |
|
0.500 |
12,446.00 |
|
0.382 |
12,341.50 |
|
LOW |
12,003.25 |
|
0.618 |
11,455.75 |
|
1.000 |
11,117.50 |
|
1.618 |
10,570.00 |
|
2.618 |
9,684.25 |
|
4.250 |
8,238.75 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,446.00 |
12,446.00 |
| PP |
12,309.50 |
12,309.50 |
| S1 |
12,173.00 |
12,173.00 |
|