| 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 |
4,118.25 |
3,936.75 |
-181.50 |
-4.4% |
3,929.00 |
| High |
4,158.25 |
3,962.75 |
-195.50 |
-4.7% |
4,077.25 |
| Low |
3,919.75 |
3,911.25 |
-8.50 |
-0.2% |
3,883.50 |
| Close |
3,931.25 |
3,947.50 |
16.25 |
0.4% |
4,067.25 |
| Range |
238.50 |
51.50 |
-187.00 |
-78.4% |
193.75 |
| ATR |
88.05 |
85.44 |
-2.61 |
-3.0% |
0.00 |
| Volume |
1,418,271 |
662,596 |
-755,675 |
-53.3% |
8,350,433 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,095.00 |
4,072.75 |
3,975.75 |
|
| R3 |
4,043.50 |
4,021.25 |
3,961.75 |
|
| R2 |
3,992.00 |
3,992.00 |
3,957.00 |
|
| R1 |
3,969.75 |
3,969.75 |
3,952.25 |
3,981.00 |
| PP |
3,940.50 |
3,940.50 |
3,940.50 |
3,946.00 |
| S1 |
3,918.25 |
3,918.25 |
3,942.75 |
3,929.50 |
| S2 |
3,889.00 |
3,889.00 |
3,938.00 |
|
| S3 |
3,837.50 |
3,866.75 |
3,933.25 |
|
| S4 |
3,786.00 |
3,815.25 |
3,919.25 |
|
|
| 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 |
3,911.25 |
247.00 |
6.3% |
97.50 |
2.5% |
15% |
False |
True |
1,566,724 |
| 10 |
4,158.25 |
3,883.50 |
274.75 |
7.0% |
91.50 |
2.3% |
23% |
False |
False |
1,923,903 |
| 20 |
4,315.00 |
3,883.50 |
431.50 |
10.9% |
83.00 |
2.1% |
15% |
False |
False |
1,849,464 |
| 40 |
4,327.50 |
3,883.50 |
444.00 |
11.2% |
74.50 |
1.9% |
14% |
False |
False |
1,734,874 |
| 60 |
4,327.50 |
3,661.50 |
666.00 |
16.9% |
79.25 |
2.0% |
43% |
False |
False |
1,720,641 |
| 80 |
4,327.50 |
3,639.00 |
688.50 |
17.4% |
86.00 |
2.2% |
45% |
False |
False |
1,484,087 |
| 100 |
4,397.50 |
3,639.00 |
758.50 |
19.2% |
93.00 |
2.4% |
41% |
False |
False |
1,188,124 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
25.2% |
89.25 |
2.3% |
31% |
False |
False |
990,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,181.50 |
|
2.618 |
4,097.50 |
|
1.618 |
4,046.00 |
|
1.000 |
4,014.25 |
|
0.618 |
3,994.50 |
|
HIGH |
3,962.75 |
|
0.618 |
3,943.00 |
|
0.500 |
3,937.00 |
|
0.382 |
3,931.00 |
|
LOW |
3,911.25 |
|
0.618 |
3,879.50 |
|
1.000 |
3,859.75 |
|
1.618 |
3,828.00 |
|
2.618 |
3,776.50 |
|
4.250 |
3,692.50 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,944.00 |
4,034.75 |
| PP |
3,940.50 |
4,005.75 |
| S1 |
3,937.00 |
3,976.50 |
|