| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,673.7 |
1,685.4 |
11.7 |
0.7% |
1,728.4 |
| High |
1,689.9 |
1,688.8 |
-1.1 |
-0.1% |
1,746.4 |
| Low |
1,661.9 |
1,667.6 |
5.7 |
0.3% |
1,661.9 |
| Close |
1,683.5 |
1,678.2 |
-5.3 |
-0.3% |
1,683.5 |
| Range |
28.0 |
21.2 |
-6.8 |
-24.3% |
84.5 |
| ATR |
24.9 |
24.6 |
-0.3 |
-1.1% |
0.0 |
| Volume |
217,226 |
141,171 |
-76,055 |
-35.0% |
1,035,678 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.8 |
1,731.2 |
1,689.9 |
|
| R3 |
1,720.6 |
1,710.0 |
1,684.0 |
|
| R2 |
1,699.4 |
1,699.4 |
1,682.1 |
|
| R1 |
1,688.8 |
1,688.8 |
1,680.1 |
1,683.5 |
| PP |
1,678.2 |
1,678.2 |
1,678.2 |
1,675.6 |
| S1 |
1,667.6 |
1,667.6 |
1,676.3 |
1,662.3 |
| S2 |
1,657.0 |
1,657.0 |
1,674.3 |
|
| S3 |
1,635.8 |
1,646.4 |
1,672.4 |
|
| S4 |
1,614.6 |
1,625.2 |
1,666.5 |
|
|
| 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 |
1,742.9 |
1,661.9 |
81.0 |
4.8% |
27.7 |
1.6% |
20% |
False |
False |
204,495 |
| 10 |
1,746.4 |
1,661.9 |
84.5 |
5.0% |
26.6 |
1.6% |
19% |
False |
False |
189,562 |
| 20 |
1,778.8 |
1,661.9 |
116.9 |
7.0% |
24.0 |
1.4% |
14% |
False |
False |
171,388 |
| 40 |
1,824.6 |
1,661.9 |
162.7 |
9.7% |
22.8 |
1.4% |
10% |
False |
False |
151,878 |
| 60 |
1,862.7 |
1,661.9 |
200.8 |
12.0% |
23.6 |
1.4% |
8% |
False |
False |
116,255 |
| 80 |
1,900.8 |
1,661.9 |
238.9 |
14.2% |
24.4 |
1.5% |
7% |
False |
False |
88,713 |
| 100 |
1,941.6 |
1,661.9 |
279.7 |
16.7% |
25.3 |
1.5% |
6% |
False |
False |
71,459 |
| 120 |
2,024.3 |
1,661.9 |
362.4 |
21.6% |
25.2 |
1.5% |
4% |
False |
False |
59,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,778.9 |
|
2.618 |
1,744.3 |
|
1.618 |
1,723.1 |
|
1.000 |
1,710.0 |
|
0.618 |
1,701.9 |
|
HIGH |
1,688.8 |
|
0.618 |
1,680.7 |
|
0.500 |
1,678.2 |
|
0.382 |
1,675.7 |
|
LOW |
1,667.6 |
|
0.618 |
1,654.5 |
|
1.000 |
1,646.4 |
|
1.618 |
1,633.3 |
|
2.618 |
1,612.1 |
|
4.250 |
1,577.5 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,678.2 |
1,684.9 |
| PP |
1,678.2 |
1,682.6 |
| S1 |
1,678.2 |
1,680.4 |
|