Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,707.2 |
1,673.7 |
-33.5 |
-2.0% |
1,728.4 |
High |
1,707.8 |
1,689.9 |
-17.9 |
-1.0% |
1,746.4 |
Low |
1,668.9 |
1,661.9 |
-7.0 |
-0.4% |
1,661.9 |
Close |
1,677.3 |
1,683.5 |
6.2 |
0.4% |
1,683.5 |
Range |
38.9 |
28.0 |
-10.9 |
-28.0% |
84.5 |
ATR |
24.6 |
24.9 |
0.2 |
1.0% |
0.0 |
Volume |
268,094 |
217,226 |
-50,868 |
-19.0% |
1,035,678 |
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.4 |
1,751.0 |
1,698.9 |
|
R3 |
1,734.4 |
1,723.0 |
1,691.2 |
|
R2 |
1,706.4 |
1,706.4 |
1,688.6 |
|
R1 |
1,695.0 |
1,695.0 |
1,686.1 |
1,700.7 |
PP |
1,678.4 |
1,678.4 |
1,678.4 |
1,681.3 |
S1 |
1,667.0 |
1,667.0 |
1,680.9 |
1,672.7 |
S2 |
1,650.4 |
1,650.4 |
1,678.4 |
|
S3 |
1,622.4 |
1,639.0 |
1,675.8 |
|
S4 |
1,594.4 |
1,611.0 |
1,668.1 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.8 |
1,901.6 |
1,730.0 |
|
R3 |
1,866.3 |
1,817.1 |
1,706.7 |
|
R2 |
1,781.8 |
1,781.8 |
1,699.0 |
|
R1 |
1,732.6 |
1,732.6 |
1,691.2 |
1,715.0 |
PP |
1,697.3 |
1,697.3 |
1,697.3 |
1,688.4 |
S1 |
1,648.1 |
1,648.1 |
1,675.8 |
1,630.5 |
S2 |
1,612.8 |
1,612.8 |
1,668.0 |
|
S3 |
1,528.3 |
1,563.6 |
1,660.3 |
|
S4 |
1,443.8 |
1,479.1 |
1,637.0 |
|
|
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 |
1,661.9 |
84.5 |
5.0% |
28.2 |
1.7% |
26% |
False |
True |
207,135 |
10 |
1,746.4 |
1,661.9 |
84.5 |
5.0% |
26.8 |
1.6% |
26% |
False |
True |
192,913 |
20 |
1,778.8 |
1,661.9 |
116.9 |
6.9% |
23.6 |
1.4% |
18% |
False |
True |
171,265 |
40 |
1,824.6 |
1,661.9 |
162.7 |
9.7% |
22.9 |
1.4% |
13% |
False |
True |
150,188 |
60 |
1,868.5 |
1,661.9 |
206.6 |
12.3% |
23.7 |
1.4% |
10% |
False |
True |
114,000 |
80 |
1,900.8 |
1,661.9 |
238.9 |
14.2% |
24.4 |
1.5% |
9% |
False |
True |
86,995 |
100 |
1,941.6 |
1,661.9 |
279.7 |
16.6% |
25.2 |
1.5% |
8% |
False |
True |
70,065 |
120 |
2,024.3 |
1,661.9 |
362.4 |
21.5% |
25.4 |
1.5% |
6% |
False |
True |
58,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.9 |
2.618 |
1,763.2 |
1.618 |
1,735.2 |
1.000 |
1,717.9 |
0.618 |
1,707.2 |
HIGH |
1,689.9 |
0.618 |
1,679.2 |
0.500 |
1,675.9 |
0.382 |
1,672.6 |
LOW |
1,661.9 |
0.618 |
1,644.6 |
1.000 |
1,633.9 |
1.618 |
1,616.6 |
2.618 |
1,588.6 |
4.250 |
1,542.9 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,681.0 |
1,689.6 |
PP |
1,678.4 |
1,687.6 |
S1 |
1,675.9 |
1,685.5 |
|