| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,159.00 |
11,880.00 |
-279.00 |
-2.3% |
12,626.00 |
| High |
12,187.75 |
11,880.00 |
-307.75 |
-2.5% |
12,889.00 |
| Low |
11,866.50 |
11,750.50 |
-116.00 |
-1.0% |
11,750.50 |
| Close |
11,934.75 |
11,814.58 |
-120.17 |
-1.0% |
11,814.58 |
| Range |
321.25 |
129.50 |
-191.75 |
-59.7% |
1,138.50 |
| ATR |
334.12 |
323.42 |
-10.71 |
-3.2% |
0.00 |
| Volume |
169,928 |
10,332 |
-159,596 |
-93.9% |
1,358,588 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,203.50 |
12,138.50 |
11,885.75 |
|
| R3 |
12,074.00 |
12,009.00 |
11,850.25 |
|
| R2 |
11,944.50 |
11,944.50 |
11,838.25 |
|
| R1 |
11,879.50 |
11,879.50 |
11,826.50 |
11,847.25 |
| PP |
11,815.00 |
11,815.00 |
11,815.00 |
11,799.00 |
| S1 |
11,750.00 |
11,750.00 |
11,802.75 |
11,717.75 |
| S2 |
11,685.50 |
11,685.50 |
11,790.75 |
|
| S3 |
11,556.00 |
11,620.50 |
11,779.00 |
|
| S4 |
11,426.50 |
11,491.00 |
11,743.25 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,566.75 |
14,829.25 |
12,440.75 |
|
| R3 |
14,428.25 |
13,690.75 |
12,127.75 |
|
| R2 |
13,289.75 |
13,289.75 |
12,023.25 |
|
| R1 |
12,552.25 |
12,552.25 |
11,919.00 |
12,351.75 |
| PP |
12,151.25 |
12,151.25 |
12,151.25 |
12,051.25 |
| S1 |
11,413.75 |
11,413.75 |
11,710.25 |
11,213.25 |
| S2 |
11,012.75 |
11,012.75 |
11,605.75 |
|
| S3 |
9,874.25 |
10,275.25 |
11,501.50 |
|
| S4 |
8,735.75 |
9,136.75 |
11,188.50 |
|
|
| 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 |
11,750.50 |
1,138.50 |
9.6% |
341.75 |
2.9% |
6% |
False |
True |
271,717 |
| 10 |
12,889.00 |
11,750.50 |
1,138.50 |
9.6% |
337.75 |
2.9% |
6% |
False |
True |
504,007 |
| 20 |
13,534.50 |
11,750.50 |
1,784.00 |
15.1% |
322.50 |
2.7% |
4% |
False |
True |
580,652 |
| 40 |
13,740.75 |
11,750.50 |
1,990.25 |
16.8% |
311.00 |
2.6% |
3% |
False |
True |
584,875 |
| 60 |
13,740.75 |
11,351.00 |
2,389.75 |
20.2% |
317.75 |
2.7% |
19% |
False |
False |
597,939 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
22.6% |
341.25 |
2.9% |
28% |
False |
False |
517,456 |
| 100 |
13,740.75 |
11,068.50 |
2,672.25 |
22.6% |
372.00 |
3.1% |
28% |
False |
False |
414,275 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.9% |
371.00 |
3.1% |
18% |
False |
False |
345,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,430.50 |
|
2.618 |
12,219.00 |
|
1.618 |
12,089.50 |
|
1.000 |
12,009.50 |
|
0.618 |
11,960.00 |
|
HIGH |
11,880.00 |
|
0.618 |
11,830.50 |
|
0.500 |
11,815.25 |
|
0.382 |
11,800.00 |
|
LOW |
11,750.50 |
|
0.618 |
11,670.50 |
|
1.000 |
11,621.00 |
|
1.618 |
11,541.00 |
|
2.618 |
11,411.50 |
|
4.250 |
11,200.00 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,815.25 |
11,969.00 |
| PP |
11,815.00 |
11,917.50 |
| S1 |
11,814.75 |
11,866.00 |
|