Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
19,525 |
18,880 |
-645 |
-3.3% |
21,500 |
High |
19,655 |
19,885 |
230 |
1.2% |
22,875 |
Low |
18,690 |
18,670 |
-20 |
-0.1% |
19,275 |
Close |
18,950 |
18,980 |
30 |
0.2% |
19,575 |
Range |
965 |
1,215 |
250 |
25.9% |
3,600 |
ATR |
1,199 |
1,200 |
1 |
0.1% |
0 |
Volume |
8,868 |
15,361 |
6,493 |
73.2% |
45,350 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,823 |
22,117 |
19,648 |
|
R3 |
21,608 |
20,902 |
19,314 |
|
R2 |
20,393 |
20,393 |
19,203 |
|
R1 |
19,687 |
19,687 |
19,091 |
20,040 |
PP |
19,178 |
19,178 |
19,178 |
19,355 |
S1 |
18,472 |
18,472 |
18,869 |
18,825 |
S2 |
17,963 |
17,963 |
18,757 |
|
S3 |
16,748 |
17,257 |
18,646 |
|
S4 |
15,533 |
16,042 |
18,312 |
|
|
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 |
20,345 |
18,130 |
2,215 |
11.7% |
1,031 |
5.4% |
38% |
False |
False |
10,014 |
10 |
22,875 |
18,130 |
4,745 |
25.0% |
1,290 |
6.8% |
18% |
False |
False |
10,583 |
20 |
22,875 |
18,130 |
4,745 |
25.0% |
1,151 |
6.1% |
18% |
False |
False |
9,845 |
40 |
25,295 |
18,130 |
7,165 |
37.8% |
1,134 |
6.0% |
12% |
False |
False |
5,505 |
60 |
25,295 |
18,130 |
7,165 |
37.8% |
1,184 |
6.2% |
12% |
False |
False |
3,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,049 |
2.618 |
23,066 |
1.618 |
21,851 |
1.000 |
21,100 |
0.618 |
20,636 |
HIGH |
19,885 |
0.618 |
19,421 |
0.500 |
19,278 |
0.382 |
19,134 |
LOW |
18,670 |
0.618 |
17,919 |
1.000 |
17,455 |
1.618 |
16,704 |
2.618 |
15,489 |
4.250 |
13,506 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,278 |
19,008 |
PP |
19,178 |
18,998 |
S1 |
19,079 |
18,989 |
|