| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,685.4 |
1,684.9 |
-0.5 |
0.0% |
1,728.4 |
| High |
1,688.8 |
1,688.8 |
0.0 |
0.0% |
1,746.4 |
| Low |
1,667.6 |
1,668.1 |
0.5 |
0.0% |
1,661.9 |
| Close |
1,678.2 |
1,671.1 |
-7.1 |
-0.4% |
1,683.5 |
| Range |
21.2 |
20.7 |
-0.5 |
-2.4% |
84.5 |
| ATR |
24.6 |
24.3 |
-0.3 |
-1.1% |
0.0 |
| Volume |
141,171 |
143,933 |
2,762 |
2.0% |
1,035,678 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,738.1 |
1,725.3 |
1,682.5 |
|
| R3 |
1,717.4 |
1,704.6 |
1,676.8 |
|
| R2 |
1,696.7 |
1,696.7 |
1,674.9 |
|
| R1 |
1,683.9 |
1,683.9 |
1,673.0 |
1,680.0 |
| PP |
1,676.0 |
1,676.0 |
1,676.0 |
1,674.0 |
| S1 |
1,663.2 |
1,663.2 |
1,669.2 |
1,659.3 |
| S2 |
1,655.3 |
1,655.3 |
1,667.3 |
|
| S3 |
1,634.6 |
1,642.5 |
1,665.4 |
|
| S4 |
1,613.9 |
1,621.8 |
1,659.7 |
|
|
| 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 |
1,717.3 |
1,661.9 |
55.4 |
3.3% |
24.6 |
1.5% |
17% |
False |
False |
186,742 |
| 10 |
1,746.4 |
1,661.9 |
84.5 |
5.1% |
25.9 |
1.6% |
11% |
False |
False |
183,328 |
| 20 |
1,778.8 |
1,661.9 |
116.9 |
7.0% |
23.9 |
1.4% |
8% |
False |
False |
171,442 |
| 40 |
1,824.6 |
1,661.9 |
162.7 |
9.7% |
22.7 |
1.4% |
6% |
False |
False |
153,558 |
| 60 |
1,862.7 |
1,661.9 |
200.8 |
12.0% |
23.7 |
1.4% |
5% |
False |
False |
118,554 |
| 80 |
1,900.8 |
1,661.9 |
238.9 |
14.3% |
24.4 |
1.5% |
4% |
False |
False |
90,467 |
| 100 |
1,941.6 |
1,661.9 |
279.7 |
16.7% |
25.2 |
1.5% |
3% |
False |
False |
72,875 |
| 120 |
2,024.3 |
1,661.9 |
362.4 |
21.7% |
25.1 |
1.5% |
3% |
False |
False |
61,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,776.8 |
|
2.618 |
1,743.0 |
|
1.618 |
1,722.3 |
|
1.000 |
1,709.5 |
|
0.618 |
1,701.6 |
|
HIGH |
1,688.8 |
|
0.618 |
1,680.9 |
|
0.500 |
1,678.5 |
|
0.382 |
1,676.0 |
|
LOW |
1,668.1 |
|
0.618 |
1,655.3 |
|
1.000 |
1,647.4 |
|
1.618 |
1,634.6 |
|
2.618 |
1,613.9 |
|
4.250 |
1,580.1 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,678.5 |
1,675.9 |
| PP |
1,676.0 |
1,674.3 |
| S1 |
1,673.6 |
1,672.7 |
|