Trading Metrics calculated at close of trading on 14-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,736.0 |
1,711.6 |
-24.4 |
-1.4% |
1,724.2 |
High |
1,742.9 |
1,717.3 |
-25.6 |
-1.5% |
1,740.5 |
Low |
1,706.7 |
1,703.3 |
-3.4 |
-0.2% |
1,701.7 |
Close |
1,717.4 |
1,709.1 |
-8.3 |
-0.5% |
1,728.6 |
Range |
36.2 |
14.0 |
-22.2 |
-61.3% |
38.8 |
ATR |
24.1 |
23.4 |
-0.7 |
-3.0% |
0.0 |
Volume |
232,696 |
163,288 |
-69,408 |
-29.8% |
718,774 |
|
Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.9 |
1,744.5 |
1,716.8 |
|
R3 |
1,737.9 |
1,730.5 |
1,713.0 |
|
R2 |
1,723.9 |
1,723.9 |
1,711.7 |
|
R1 |
1,716.5 |
1,716.5 |
1,710.4 |
1,713.2 |
PP |
1,709.9 |
1,709.9 |
1,709.9 |
1,708.3 |
S1 |
1,702.5 |
1,702.5 |
1,707.8 |
1,699.2 |
S2 |
1,695.9 |
1,695.9 |
1,706.5 |
|
S3 |
1,681.9 |
1,688.5 |
1,705.3 |
|
S4 |
1,667.9 |
1,674.5 |
1,701.4 |
|
|
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 |
1,703.3 |
43.1 |
2.5% |
24.2 |
1.4% |
13% |
False |
True |
177,848 |
10 |
1,746.4 |
1,699.1 |
47.3 |
2.8% |
24.2 |
1.4% |
21% |
False |
False |
181,916 |
20 |
1,796.6 |
1,699.1 |
97.5 |
5.7% |
22.3 |
1.3% |
10% |
False |
False |
160,106 |
40 |
1,824.6 |
1,696.1 |
128.5 |
7.5% |
22.8 |
1.3% |
10% |
False |
False |
140,744 |
60 |
1,870.0 |
1,696.1 |
173.9 |
10.2% |
23.3 |
1.4% |
7% |
False |
False |
106,128 |
80 |
1,900.8 |
1,696.1 |
204.7 |
12.0% |
24.0 |
1.4% |
6% |
False |
False |
80,994 |
100 |
1,980.4 |
1,696.1 |
284.3 |
16.6% |
25.2 |
1.5% |
5% |
False |
False |
65,253 |
120 |
2,024.3 |
1,696.1 |
328.2 |
19.2% |
25.2 |
1.5% |
4% |
False |
False |
54,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,776.8 |
2.618 |
1,754.0 |
1.618 |
1,740.0 |
1.000 |
1,731.3 |
0.618 |
1,726.0 |
HIGH |
1,717.3 |
0.618 |
1,712.0 |
0.500 |
1,710.3 |
0.382 |
1,708.6 |
LOW |
1,703.3 |
0.618 |
1,694.6 |
1.000 |
1,689.3 |
1.618 |
1,680.6 |
2.618 |
1,666.6 |
4.250 |
1,643.8 |
|
|
Fisher Pivots for day following 14-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,710.3 |
1,724.9 |
PP |
1,709.9 |
1,719.6 |
S1 |
1,709.5 |
1,714.4 |
|