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 |
4,077.25 |
4,118.25 |
41.00 |
1.0% |
3,929.00 |
High |
4,119.75 |
4,158.25 |
38.50 |
0.9% |
4,077.25 |
Low |
4,062.25 |
3,919.75 |
-142.50 |
-3.5% |
3,883.50 |
Close |
4,110.75 |
3,931.25 |
-179.50 |
-4.4% |
4,067.25 |
Range |
57.50 |
238.50 |
181.00 |
314.8% |
193.75 |
ATR |
76.48 |
88.05 |
11.57 |
15.1% |
0.00 |
Volume |
1,718,859 |
1,418,271 |
-300,588 |
-17.5% |
8,350,433 |
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,718.50 |
4,563.50 |
4,062.50 |
|
R3 |
4,480.00 |
4,325.00 |
3,996.75 |
|
R2 |
4,241.50 |
4,241.50 |
3,975.00 |
|
R1 |
4,086.50 |
4,086.50 |
3,953.00 |
4,044.75 |
PP |
4,003.00 |
4,003.00 |
4,003.00 |
3,982.25 |
S1 |
3,848.00 |
3,848.00 |
3,909.50 |
3,806.25 |
S2 |
3,764.50 |
3,764.50 |
3,887.50 |
|
S3 |
3,526.00 |
3,609.50 |
3,865.75 |
|
S4 |
3,287.50 |
3,371.00 |
3,800.00 |
|
|
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 |
4,158.25 |
3,883.50 |
274.75 |
7.0% |
108.25 |
2.8% |
17% |
True |
False |
1,825,447 |
10 |
4,158.25 |
3,883.50 |
274.75 |
7.0% |
97.25 |
2.5% |
17% |
True |
False |
2,113,189 |
20 |
4,327.50 |
3,883.50 |
444.00 |
11.3% |
83.00 |
2.1% |
11% |
False |
False |
1,884,496 |
40 |
4,327.50 |
3,834.00 |
493.50 |
12.6% |
76.00 |
1.9% |
20% |
False |
False |
1,758,599 |
60 |
4,327.50 |
3,639.00 |
688.50 |
17.5% |
79.50 |
2.0% |
42% |
False |
False |
1,746,390 |
80 |
4,327.50 |
3,639.00 |
688.50 |
17.5% |
86.50 |
2.2% |
42% |
False |
False |
1,475,919 |
100 |
4,513.25 |
3,639.00 |
874.25 |
22.2% |
93.75 |
2.4% |
33% |
False |
False |
1,181,535 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.3% |
89.50 |
2.3% |
29% |
False |
False |
984,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,172.00 |
2.618 |
4,782.75 |
1.618 |
4,544.25 |
1.000 |
4,396.75 |
0.618 |
4,305.75 |
HIGH |
4,158.25 |
0.618 |
4,067.25 |
0.500 |
4,039.00 |
0.382 |
4,010.75 |
LOW |
3,919.75 |
0.618 |
3,772.25 |
1.000 |
3,681.25 |
1.618 |
3,533.75 |
2.618 |
3,295.25 |
4.250 |
2,906.00 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
4,039.00 |
4,039.00 |
PP |
4,003.00 |
4,003.00 |
S1 |
3,967.25 |
3,967.25 |
|