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 |
21,500 |
22,390 |
890 |
4.1% |
19,745 |
High |
22,530 |
22,875 |
345 |
1.5% |
21,485 |
Low |
21,500 |
20,050 |
-1,450 |
-6.7% |
18,360 |
Close |
22,455 |
20,240 |
-2,215 |
-9.9% |
21,345 |
Range |
1,030 |
2,825 |
1,795 |
174.3% |
3,125 |
ATR |
1,179 |
1,297 |
118 |
10.0% |
0 |
Volume |
8,764 |
15,358 |
6,594 |
75.2% |
46,049 |
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,530 |
27,710 |
21,794 |
|
R3 |
26,705 |
24,885 |
21,017 |
|
R2 |
23,880 |
23,880 |
20,758 |
|
R1 |
22,060 |
22,060 |
20,499 |
21,558 |
PP |
21,055 |
21,055 |
21,055 |
20,804 |
S1 |
19,235 |
19,235 |
19,981 |
18,733 |
S2 |
18,230 |
18,230 |
19,722 |
|
S3 |
15,405 |
16,410 |
19,463 |
|
S4 |
12,580 |
13,585 |
18,686 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,772 |
28,683 |
23,064 |
|
R3 |
26,647 |
25,558 |
22,204 |
|
R2 |
23,522 |
23,522 |
21,918 |
|
R1 |
22,433 |
22,433 |
21,631 |
22,978 |
PP |
20,397 |
20,397 |
20,397 |
20,669 |
S1 |
19,308 |
19,308 |
21,059 |
19,853 |
S2 |
17,272 |
17,272 |
20,772 |
|
S3 |
14,147 |
16,183 |
20,486 |
|
S4 |
11,022 |
13,058 |
19,626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,875 |
18,360 |
4,515 |
22.3% |
1,566 |
7.7% |
42% |
True |
False |
10,976 |
10 |
22,875 |
18,360 |
4,515 |
22.3% |
1,321 |
6.5% |
42% |
True |
False |
10,152 |
20 |
24,500 |
18,360 |
6,140 |
30.3% |
1,159 |
5.7% |
31% |
False |
False |
7,538 |
40 |
25,295 |
18,360 |
6,935 |
34.3% |
1,189 |
5.9% |
27% |
False |
False |
4,130 |
60 |
25,295 |
18,360 |
6,935 |
34.3% |
1,195 |
5.9% |
27% |
False |
False |
2,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,881 |
2.618 |
30,271 |
1.618 |
27,446 |
1.000 |
25,700 |
0.618 |
24,621 |
HIGH |
22,875 |
0.618 |
21,796 |
0.500 |
21,463 |
0.382 |
21,129 |
LOW |
20,050 |
0.618 |
18,304 |
1.000 |
17,225 |
1.618 |
15,479 |
2.618 |
12,654 |
4.250 |
8,044 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
21,463 |
20,943 |
PP |
21,055 |
20,708 |
S1 |
20,648 |
20,474 |
|