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 |
4,010.25 |
4,077.25 |
67.00 |
1.7% |
3,929.00 |
High |
4,077.25 |
4,119.75 |
42.50 |
1.0% |
4,077.25 |
Low |
4,005.75 |
4,062.25 |
56.50 |
1.4% |
3,883.50 |
Close |
4,067.25 |
4,110.75 |
43.50 |
1.1% |
4,067.25 |
Range |
71.50 |
57.50 |
-14.00 |
-19.6% |
193.75 |
ATR |
77.94 |
76.48 |
-1.46 |
-1.9% |
0.00 |
Volume |
1,677,890 |
1,718,859 |
40,969 |
2.4% |
8,350,433 |
|
Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,270.00 |
4,248.00 |
4,142.50 |
|
R3 |
4,212.50 |
4,190.50 |
4,126.50 |
|
R2 |
4,155.00 |
4,155.00 |
4,121.25 |
|
R1 |
4,133.00 |
4,133.00 |
4,116.00 |
4,144.00 |
PP |
4,097.50 |
4,097.50 |
4,097.50 |
4,103.00 |
S1 |
4,075.50 |
4,075.50 |
4,105.50 |
4,086.50 |
S2 |
4,040.00 |
4,040.00 |
4,100.25 |
|
S3 |
3,982.50 |
4,018.00 |
4,095.00 |
|
S4 |
3,925.00 |
3,960.50 |
4,079.00 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.50 |
4,522.75 |
4,173.75 |
|
R3 |
4,396.75 |
4,329.00 |
4,120.50 |
|
R2 |
4,203.00 |
4,203.00 |
4,102.75 |
|
R1 |
4,135.25 |
4,135.25 |
4,085.00 |
4,169.00 |
PP |
4,009.25 |
4,009.25 |
4,009.25 |
4,026.25 |
S1 |
3,941.50 |
3,941.50 |
4,049.50 |
3,975.50 |
S2 |
3,815.50 |
3,815.50 |
4,031.75 |
|
S3 |
3,621.75 |
3,747.75 |
4,014.00 |
|
S4 |
3,428.00 |
3,554.00 |
3,960.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,119.75 |
3,883.50 |
236.25 |
5.7% |
76.00 |
1.8% |
96% |
True |
False |
2,013,858 |
10 |
4,119.75 |
3,883.50 |
236.25 |
5.7% |
79.00 |
1.9% |
96% |
True |
False |
2,167,707 |
20 |
4,327.50 |
3,883.50 |
444.00 |
10.8% |
73.75 |
1.8% |
51% |
False |
False |
1,879,445 |
40 |
4,327.50 |
3,820.25 |
507.25 |
12.3% |
72.25 |
1.8% |
57% |
False |
False |
1,759,132 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.7% |
78.75 |
1.9% |
69% |
False |
False |
1,764,032 |
80 |
4,327.50 |
3,639.00 |
688.50 |
16.7% |
85.75 |
2.1% |
69% |
False |
False |
1,458,274 |
100 |
4,513.25 |
3,639.00 |
874.25 |
21.3% |
92.00 |
2.2% |
54% |
False |
False |
1,167,377 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.2% |
88.00 |
2.1% |
47% |
False |
False |
973,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,364.00 |
2.618 |
4,270.25 |
1.618 |
4,212.75 |
1.000 |
4,177.25 |
0.618 |
4,155.25 |
HIGH |
4,119.75 |
0.618 |
4,097.75 |
0.500 |
4,091.00 |
0.382 |
4,084.25 |
LOW |
4,062.25 |
0.618 |
4,026.75 |
1.000 |
4,004.75 |
1.618 |
3,969.25 |
2.618 |
3,911.75 |
4.250 |
3,818.00 |
|
|
Fisher Pivots for day following 12-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
4,104.25 |
4,084.25 |
PP |
4,097.50 |
4,057.75 |
S1 |
4,091.00 |
4,031.25 |
|