Trading Metrics calculated at close of trading on 15-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,936.75 |
3,955.00 |
18.25 |
0.5% |
3,929.00 |
High |
3,962.75 |
3,959.50 |
-3.25 |
-0.1% |
4,077.25 |
Low |
3,911.25 |
3,888.00 |
-23.25 |
-0.6% |
3,883.50 |
Close |
3,947.50 |
3,902.00 |
-45.50 |
-1.2% |
4,067.25 |
Range |
51.50 |
71.50 |
20.00 |
38.8% |
193.75 |
ATR |
85.44 |
84.45 |
-1.00 |
-1.2% |
0.00 |
Volume |
662,596 |
438,921 |
-223,675 |
-33.8% |
8,350,433 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,131.00 |
4,088.00 |
3,941.25 |
|
R3 |
4,059.50 |
4,016.50 |
3,921.75 |
|
R2 |
3,988.00 |
3,988.00 |
3,915.00 |
|
R1 |
3,945.00 |
3,945.00 |
3,908.50 |
3,930.75 |
PP |
3,916.50 |
3,916.50 |
3,916.50 |
3,909.50 |
S1 |
3,873.50 |
3,873.50 |
3,895.50 |
3,859.25 |
S2 |
3,845.00 |
3,845.00 |
3,889.00 |
|
S3 |
3,773.50 |
3,802.00 |
3,882.25 |
|
S4 |
3,702.00 |
3,730.50 |
3,862.75 |
|
|
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 |
3,888.00 |
270.25 |
6.9% |
98.00 |
2.5% |
5% |
False |
True |
1,183,307 |
10 |
4,158.25 |
3,883.50 |
274.75 |
7.0% |
92.25 |
2.4% |
7% |
False |
False |
1,731,146 |
20 |
4,295.50 |
3,883.50 |
412.00 |
10.6% |
83.75 |
2.1% |
4% |
False |
False |
1,789,470 |
40 |
4,327.50 |
3,883.50 |
444.00 |
11.4% |
75.00 |
1.9% |
4% |
False |
False |
1,702,488 |
60 |
4,327.50 |
3,693.25 |
634.25 |
16.3% |
78.25 |
2.0% |
33% |
False |
False |
1,701,856 |
80 |
4,327.50 |
3,639.00 |
688.50 |
17.6% |
85.00 |
2.2% |
38% |
False |
False |
1,489,439 |
100 |
4,327.50 |
3,639.00 |
688.50 |
17.6% |
92.25 |
2.4% |
38% |
False |
False |
1,192,473 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.5% |
89.25 |
2.3% |
26% |
False |
False |
994,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,263.50 |
2.618 |
4,146.75 |
1.618 |
4,075.25 |
1.000 |
4,031.00 |
0.618 |
4,003.75 |
HIGH |
3,959.50 |
0.618 |
3,932.25 |
0.500 |
3,923.75 |
0.382 |
3,915.25 |
LOW |
3,888.00 |
0.618 |
3,843.75 |
1.000 |
3,816.50 |
1.618 |
3,772.25 |
2.618 |
3,700.75 |
4.250 |
3,584.00 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,923.75 |
4,023.00 |
PP |
3,916.50 |
3,982.75 |
S1 |
3,909.25 |
3,942.50 |
|