| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,769.50 |
12,050.25 |
-719.25 |
-5.6% |
12,110.50 |
| High |
12,889.00 |
12,173.00 |
-716.00 |
-5.6% |
12,613.75 |
| Low |
12,003.25 |
12,001.75 |
-1.50 |
0.0% |
11,921.50 |
| Close |
12,036.50 |
12,142.00 |
105.50 |
0.9% |
12,592.50 |
| Range |
885.75 |
171.25 |
-714.50 |
-80.7% |
692.25 |
| ATR |
347.72 |
335.11 |
-12.60 |
-3.6% |
0.00 |
| Volume |
463,841 |
270,232 |
-193,609 |
-41.7% |
2,845,617 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,619.25 |
12,552.00 |
12,236.25 |
|
| R3 |
12,448.00 |
12,380.75 |
12,189.00 |
|
| R2 |
12,276.75 |
12,276.75 |
12,173.50 |
|
| R1 |
12,209.50 |
12,209.50 |
12,157.75 |
12,243.00 |
| PP |
12,105.50 |
12,105.50 |
12,105.50 |
12,122.50 |
| S1 |
12,038.25 |
12,038.25 |
12,126.25 |
12,072.00 |
| S2 |
11,934.25 |
11,934.25 |
12,110.50 |
|
| S3 |
11,763.00 |
11,867.00 |
12,095.00 |
|
| S4 |
11,591.75 |
11,695.75 |
12,047.75 |
|
|
| 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 |
12,001.75 |
887.25 |
7.3% |
361.00 |
3.0% |
16% |
False |
True |
490,267 |
| 10 |
12,889.00 |
11,921.50 |
967.50 |
8.0% |
344.50 |
2.8% |
23% |
False |
False |
635,248 |
| 20 |
13,672.00 |
11,921.50 |
1,750.50 |
14.4% |
321.50 |
2.6% |
13% |
False |
False |
628,698 |
| 40 |
13,740.75 |
11,921.50 |
1,819.25 |
15.0% |
313.75 |
2.6% |
12% |
False |
False |
611,585 |
| 60 |
13,740.75 |
11,273.75 |
2,467.00 |
20.3% |
324.00 |
2.7% |
35% |
False |
False |
616,537 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
22.0% |
346.75 |
2.9% |
40% |
False |
False |
515,248 |
| 100 |
13,814.00 |
11,068.50 |
2,745.50 |
22.6% |
376.00 |
3.1% |
39% |
False |
False |
412,497 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.9% |
372.25 |
3.1% |
25% |
False |
False |
343,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,900.75 |
|
2.618 |
12,621.25 |
|
1.618 |
12,450.00 |
|
1.000 |
12,344.25 |
|
0.618 |
12,278.75 |
|
HIGH |
12,173.00 |
|
0.618 |
12,107.50 |
|
0.500 |
12,087.50 |
|
0.382 |
12,067.25 |
|
LOW |
12,001.75 |
|
0.618 |
11,896.00 |
|
1.000 |
11,830.50 |
|
1.618 |
11,724.75 |
|
2.618 |
11,553.50 |
|
4.250 |
11,274.00 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,123.75 |
12,445.50 |
| PP |
12,105.50 |
12,344.25 |
| S1 |
12,087.50 |
12,243.00 |
|