Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
19,490 |
19,525 |
35 |
0.2% |
21,500 |
High |
19,620 |
19,655 |
35 |
0.2% |
22,875 |
Low |
18,130 |
18,690 |
560 |
3.1% |
19,275 |
Close |
19,480 |
18,950 |
-530 |
-2.7% |
19,575 |
Range |
1,490 |
965 |
-525 |
-35.2% |
3,600 |
ATR |
1,217 |
1,199 |
-18 |
-1.5% |
0 |
Volume |
12,241 |
8,868 |
-3,373 |
-27.6% |
45,350 |
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,993 |
21,437 |
19,481 |
|
R3 |
21,028 |
20,472 |
19,215 |
|
R2 |
20,063 |
20,063 |
19,127 |
|
R1 |
19,507 |
19,507 |
19,038 |
19,303 |
PP |
19,098 |
19,098 |
19,098 |
18,996 |
S1 |
18,542 |
18,542 |
18,862 |
18,338 |
S2 |
18,133 |
18,133 |
18,773 |
|
S3 |
17,168 |
17,577 |
18,685 |
|
S4 |
16,203 |
16,612 |
18,419 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,375 |
29,075 |
21,555 |
|
R3 |
27,775 |
25,475 |
20,565 |
|
R2 |
24,175 |
24,175 |
20,235 |
|
R1 |
21,875 |
21,875 |
19,905 |
21,225 |
PP |
20,575 |
20,575 |
20,575 |
20,250 |
S1 |
18,275 |
18,275 |
19,245 |
17,625 |
S2 |
16,975 |
16,975 |
18,915 |
|
S3 |
13,375 |
14,675 |
18,585 |
|
S4 |
9,775 |
11,075 |
17,595 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,500 |
18,130 |
2,370 |
12.5% |
971 |
5.1% |
35% |
False |
False |
8,467 |
10 |
22,875 |
18,130 |
4,745 |
25.0% |
1,269 |
6.7% |
17% |
False |
False |
9,721 |
20 |
22,875 |
18,130 |
4,745 |
25.0% |
1,132 |
6.0% |
17% |
False |
False |
9,296 |
40 |
25,295 |
18,130 |
7,165 |
37.8% |
1,137 |
6.0% |
11% |
False |
False |
5,171 |
60 |
25,295 |
18,130 |
7,165 |
37.8% |
1,182 |
6.2% |
11% |
False |
False |
3,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,756 |
2.618 |
22,181 |
1.618 |
21,216 |
1.000 |
20,620 |
0.618 |
20,251 |
HIGH |
19,655 |
0.618 |
19,286 |
0.500 |
19,173 |
0.382 |
19,059 |
LOW |
18,690 |
0.618 |
18,094 |
1.000 |
17,725 |
1.618 |
17,129 |
2.618 |
16,164 |
4.250 |
14,589 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,173 |
18,998 |
PP |
19,098 |
18,982 |
S1 |
19,024 |
18,966 |
|