Trading Metrics calculated at close of trading on 15-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,711.6 |
1,707.2 |
-4.4 |
-0.3% |
1,724.2 |
High |
1,717.3 |
1,707.8 |
-9.5 |
-0.6% |
1,740.5 |
Low |
1,703.3 |
1,668.9 |
-34.4 |
-2.0% |
1,701.7 |
Close |
1,709.1 |
1,677.3 |
-31.8 |
-1.9% |
1,728.6 |
Range |
14.0 |
38.9 |
24.9 |
177.9% |
38.8 |
ATR |
23.4 |
24.6 |
1.2 |
5.1% |
0.0 |
Volume |
163,288 |
268,094 |
104,806 |
64.2% |
718,774 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.4 |
1,778.2 |
1,698.7 |
|
R3 |
1,762.5 |
1,739.3 |
1,688.0 |
|
R2 |
1,723.6 |
1,723.6 |
1,684.4 |
|
R1 |
1,700.4 |
1,700.4 |
1,680.9 |
1,692.6 |
PP |
1,684.7 |
1,684.7 |
1,684.7 |
1,680.7 |
S1 |
1,661.5 |
1,661.5 |
1,673.7 |
1,653.7 |
S2 |
1,645.8 |
1,645.8 |
1,670.2 |
|
S3 |
1,606.9 |
1,622.6 |
1,666.6 |
|
S4 |
1,568.0 |
1,583.7 |
1,655.9 |
|
|
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 |
1,668.9 |
77.5 |
4.6% |
26.9 |
1.6% |
11% |
False |
True |
194,631 |
10 |
1,746.4 |
1,668.9 |
77.5 |
4.6% |
26.4 |
1.6% |
11% |
False |
True |
191,052 |
20 |
1,786.3 |
1,668.9 |
117.4 |
7.0% |
23.1 |
1.4% |
7% |
False |
True |
166,619 |
40 |
1,824.6 |
1,668.9 |
155.7 |
9.3% |
23.2 |
1.4% |
5% |
False |
True |
146,237 |
60 |
1,870.0 |
1,668.9 |
201.1 |
12.0% |
23.7 |
1.4% |
4% |
False |
True |
110,490 |
80 |
1,900.8 |
1,668.9 |
231.9 |
13.8% |
24.3 |
1.5% |
4% |
False |
True |
84,312 |
100 |
1,957.2 |
1,668.9 |
288.3 |
17.2% |
25.3 |
1.5% |
3% |
False |
True |
67,917 |
120 |
2,024.3 |
1,668.9 |
355.4 |
21.2% |
25.3 |
1.5% |
2% |
False |
True |
56,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,873.1 |
2.618 |
1,809.6 |
1.618 |
1,770.7 |
1.000 |
1,746.7 |
0.618 |
1,731.8 |
HIGH |
1,707.8 |
0.618 |
1,692.9 |
0.500 |
1,688.4 |
0.382 |
1,683.8 |
LOW |
1,668.9 |
0.618 |
1,644.9 |
1.000 |
1,630.0 |
1.618 |
1,606.0 |
2.618 |
1,567.1 |
4.250 |
1,503.6 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,688.4 |
1,705.9 |
PP |
1,684.7 |
1,696.4 |
S1 |
1,681.0 |
1,686.8 |
|