| 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 |
3,955.00 |
3,888.50 |
-66.50 |
-1.7% |
4,077.25 |
| High |
3,959.50 |
3,888.50 |
-71.00 |
-1.8% |
4,158.25 |
| Low |
3,888.00 |
3,846.00 |
-42.00 |
-1.1% |
3,846.00 |
| Close |
3,902.00 |
3,871.24 |
-30.76 |
-0.8% |
3,871.24 |
| Range |
71.50 |
42.50 |
-29.00 |
-40.6% |
312.25 |
| ATR |
84.45 |
82.42 |
-2.03 |
-2.4% |
0.00 |
| Volume |
438,921 |
44,588 |
-394,333 |
-89.8% |
4,283,235 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,996.00 |
3,976.25 |
3,894.50 |
|
| R3 |
3,953.50 |
3,933.75 |
3,883.00 |
|
| R2 |
3,911.00 |
3,911.00 |
3,879.00 |
|
| R1 |
3,891.25 |
3,891.25 |
3,875.25 |
3,879.75 |
| PP |
3,868.50 |
3,868.50 |
3,868.50 |
3,863.00 |
| S1 |
3,848.75 |
3,848.75 |
3,867.25 |
3,837.25 |
| S2 |
3,826.00 |
3,826.00 |
3,863.50 |
|
| S3 |
3,783.50 |
3,806.25 |
3,859.50 |
|
| S4 |
3,741.00 |
3,763.75 |
3,847.75 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,895.25 |
4,695.50 |
4,043.00 |
|
| R3 |
4,583.00 |
4,383.25 |
3,957.00 |
|
| R2 |
4,270.75 |
4,270.75 |
3,928.50 |
|
| R1 |
4,071.00 |
4,071.00 |
3,899.75 |
4,014.75 |
| PP |
3,958.50 |
3,958.50 |
3,958.50 |
3,930.25 |
| S1 |
3,758.75 |
3,758.75 |
3,842.50 |
3,702.50 |
| S2 |
3,646.25 |
3,646.25 |
3,814.00 |
|
| S3 |
3,334.00 |
3,446.50 |
3,785.25 |
|
| S4 |
3,021.75 |
3,134.25 |
3,699.50 |
|
|
| 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 |
3,846.00 |
312.25 |
8.1% |
92.25 |
2.4% |
8% |
False |
True |
856,647 |
| 10 |
4,158.25 |
3,846.00 |
312.25 |
8.1% |
89.75 |
2.3% |
8% |
False |
True |
1,514,402 |
| 20 |
4,288.00 |
3,846.00 |
442.00 |
11.4% |
84.00 |
2.2% |
6% |
False |
True |
1,723,388 |
| 40 |
4,327.50 |
3,846.00 |
481.50 |
12.4% |
74.00 |
1.9% |
5% |
False |
True |
1,658,075 |
| 60 |
4,327.50 |
3,723.75 |
603.75 |
15.6% |
77.25 |
2.0% |
24% |
False |
False |
1,674,922 |
| 80 |
4,327.50 |
3,639.00 |
688.50 |
17.8% |
84.75 |
2.2% |
34% |
False |
False |
1,489,873 |
| 100 |
4,327.50 |
3,639.00 |
688.50 |
17.8% |
91.75 |
2.4% |
34% |
False |
False |
1,192,880 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
25.7% |
89.25 |
2.3% |
23% |
False |
False |
994,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,069.00 |
|
2.618 |
3,999.75 |
|
1.618 |
3,957.25 |
|
1.000 |
3,931.00 |
|
0.618 |
3,914.75 |
|
HIGH |
3,888.50 |
|
0.618 |
3,872.25 |
|
0.500 |
3,867.25 |
|
0.382 |
3,862.25 |
|
LOW |
3,846.00 |
|
0.618 |
3,819.75 |
|
1.000 |
3,803.50 |
|
1.618 |
3,777.25 |
|
2.618 |
3,734.75 |
|
4.250 |
3,665.50 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,870.00 |
3,904.50 |
| PP |
3,868.50 |
3,893.25 |
| S1 |
3,867.25 |
3,882.25 |
|