| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,719.6 |
1,728.4 |
8.8 |
0.5% |
1,724.2 |
| High |
1,740.5 |
1,746.4 |
5.9 |
0.3% |
1,740.5 |
| Low |
1,719.4 |
1,722.3 |
2.9 |
0.2% |
1,701.7 |
| Close |
1,728.6 |
1,740.6 |
12.0 |
0.7% |
1,728.6 |
| Range |
21.1 |
24.1 |
3.0 |
14.2% |
38.8 |
| ATR |
23.2 |
23.2 |
0.1 |
0.3% |
0.0 |
| Volume |
154,706 |
154,374 |
-332 |
-0.2% |
718,774 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.7 |
1,798.8 |
1,753.9 |
|
| R3 |
1,784.6 |
1,774.7 |
1,747.2 |
|
| R2 |
1,760.5 |
1,760.5 |
1,745.0 |
|
| R1 |
1,750.6 |
1,750.6 |
1,742.8 |
1,755.6 |
| PP |
1,736.4 |
1,736.4 |
1,736.4 |
1,738.9 |
| S1 |
1,726.5 |
1,726.5 |
1,738.4 |
1,731.5 |
| S2 |
1,712.3 |
1,712.3 |
1,736.2 |
|
| S3 |
1,688.2 |
1,702.4 |
1,734.0 |
|
| S4 |
1,664.1 |
1,678.3 |
1,727.3 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,840.0 |
1,823.1 |
1,749.9 |
|
| R3 |
1,801.2 |
1,784.3 |
1,739.3 |
|
| R2 |
1,762.4 |
1,762.4 |
1,735.7 |
|
| R1 |
1,745.5 |
1,745.5 |
1,732.2 |
1,754.0 |
| PP |
1,723.6 |
1,723.6 |
1,723.6 |
1,727.8 |
| S1 |
1,706.7 |
1,706.7 |
1,725.0 |
1,715.2 |
| S2 |
1,684.8 |
1,684.8 |
1,721.5 |
|
| S3 |
1,646.0 |
1,667.9 |
1,717.9 |
|
| S4 |
1,607.2 |
1,629.1 |
1,707.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,746.4 |
1,701.7 |
44.7 |
2.6% |
25.4 |
1.5% |
87% |
True |
False |
174,629 |
| 10 |
1,757.9 |
1,699.1 |
58.8 |
3.4% |
23.9 |
1.4% |
71% |
False |
False |
171,006 |
| 20 |
1,818.9 |
1,699.1 |
119.8 |
6.9% |
22.0 |
1.3% |
35% |
False |
False |
151,915 |
| 40 |
1,824.6 |
1,696.1 |
128.5 |
7.4% |
22.3 |
1.3% |
35% |
False |
False |
132,344 |
| 60 |
1,880.0 |
1,696.1 |
183.9 |
10.6% |
23.6 |
1.4% |
24% |
False |
False |
99,650 |
| 80 |
1,900.8 |
1,696.1 |
204.7 |
11.8% |
24.1 |
1.4% |
22% |
False |
False |
76,090 |
| 100 |
1,982.2 |
1,696.1 |
286.1 |
16.4% |
25.1 |
1.4% |
16% |
False |
False |
61,334 |
| 120 |
2,024.3 |
1,696.1 |
328.2 |
18.9% |
25.3 |
1.5% |
14% |
False |
False |
51,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,848.8 |
|
2.618 |
1,809.5 |
|
1.618 |
1,785.4 |
|
1.000 |
1,770.5 |
|
0.618 |
1,761.3 |
|
HIGH |
1,746.4 |
|
0.618 |
1,737.2 |
|
0.500 |
1,734.4 |
|
0.382 |
1,731.5 |
|
LOW |
1,722.3 |
|
0.618 |
1,707.4 |
|
1.000 |
1,698.2 |
|
1.618 |
1,683.3 |
|
2.618 |
1,659.2 |
|
4.250 |
1,619.9 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,738.5 |
1,737.1 |
| PP |
1,736.4 |
1,733.6 |
| S1 |
1,734.4 |
1,730.1 |
|