| 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 |
1,728.4 |
1,736.0 |
7.6 |
0.4% |
1,724.2 |
| High |
1,746.4 |
1,742.9 |
-3.5 |
-0.2% |
1,740.5 |
| Low |
1,722.3 |
1,706.7 |
-15.6 |
-0.9% |
1,701.7 |
| Close |
1,740.6 |
1,717.4 |
-23.2 |
-1.3% |
1,728.6 |
| Range |
24.1 |
36.2 |
12.1 |
50.2% |
38.8 |
| ATR |
23.2 |
24.1 |
0.9 |
4.0% |
0.0 |
| Volume |
154,374 |
232,696 |
78,322 |
50.7% |
718,774 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,830.9 |
1,810.4 |
1,737.3 |
|
| R3 |
1,794.7 |
1,774.2 |
1,727.4 |
|
| R2 |
1,758.5 |
1,758.5 |
1,724.0 |
|
| R1 |
1,738.0 |
1,738.0 |
1,720.7 |
1,730.2 |
| PP |
1,722.3 |
1,722.3 |
1,722.3 |
1,718.4 |
| S1 |
1,701.8 |
1,701.8 |
1,714.1 |
1,694.0 |
| S2 |
1,686.1 |
1,686.1 |
1,710.8 |
|
| S3 |
1,649.9 |
1,665.6 |
1,707.4 |
|
| S4 |
1,613.7 |
1,629.4 |
1,697.5 |
|
|
| 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% |
27.3 |
1.6% |
35% |
False |
False |
179,915 |
| 10 |
1,752.8 |
1,699.1 |
53.7 |
3.1% |
24.8 |
1.4% |
34% |
False |
False |
178,654 |
| 20 |
1,798.0 |
1,699.1 |
98.9 |
5.8% |
22.2 |
1.3% |
19% |
False |
False |
156,662 |
| 40 |
1,824.6 |
1,696.1 |
128.5 |
7.5% |
22.8 |
1.3% |
17% |
False |
False |
137,261 |
| 60 |
1,878.9 |
1,696.1 |
182.8 |
10.6% |
23.4 |
1.4% |
12% |
False |
False |
103,464 |
| 80 |
1,900.8 |
1,696.1 |
204.7 |
11.9% |
24.3 |
1.4% |
10% |
False |
False |
78,979 |
| 100 |
1,980.4 |
1,696.1 |
284.3 |
16.6% |
25.3 |
1.5% |
7% |
False |
False |
63,639 |
| 120 |
2,024.3 |
1,696.1 |
328.2 |
19.1% |
25.4 |
1.5% |
6% |
False |
False |
53,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,896.8 |
|
2.618 |
1,837.7 |
|
1.618 |
1,801.5 |
|
1.000 |
1,779.1 |
|
0.618 |
1,765.3 |
|
HIGH |
1,742.9 |
|
0.618 |
1,729.1 |
|
0.500 |
1,724.8 |
|
0.382 |
1,720.5 |
|
LOW |
1,706.7 |
|
0.618 |
1,684.3 |
|
1.000 |
1,670.5 |
|
1.618 |
1,648.1 |
|
2.618 |
1,611.9 |
|
4.250 |
1,552.9 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,724.8 |
1,726.6 |
| PP |
1,722.3 |
1,723.5 |
| S1 |
1,719.9 |
1,720.5 |
|