Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,684.9 |
1,673.2 |
-11.7 |
-0.7% |
1,728.4 |
High |
1,688.8 |
1,696.9 |
8.1 |
0.5% |
1,746.4 |
Low |
1,668.1 |
1,661.3 |
-6.8 |
-0.4% |
1,661.9 |
Close |
1,671.1 |
1,675.7 |
4.6 |
0.3% |
1,683.5 |
Range |
20.7 |
35.6 |
14.9 |
72.0% |
84.5 |
ATR |
24.3 |
25.1 |
0.8 |
3.3% |
0.0 |
Volume |
143,933 |
227,938 |
84,005 |
58.4% |
1,035,678 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.8 |
1,765.8 |
1,695.3 |
|
R3 |
1,749.2 |
1,730.2 |
1,685.5 |
|
R2 |
1,713.6 |
1,713.6 |
1,682.2 |
|
R1 |
1,694.6 |
1,694.6 |
1,679.0 |
1,704.1 |
PP |
1,678.0 |
1,678.0 |
1,678.0 |
1,682.7 |
S1 |
1,659.0 |
1,659.0 |
1,672.4 |
1,668.5 |
S2 |
1,642.4 |
1,642.4 |
1,669.2 |
|
S3 |
1,606.8 |
1,623.4 |
1,665.9 |
|
S4 |
1,571.2 |
1,587.8 |
1,656.1 |
|
|
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 |
1,707.8 |
1,661.3 |
46.5 |
2.8% |
28.9 |
1.7% |
31% |
False |
True |
199,672 |
10 |
1,746.4 |
1,661.3 |
85.1 |
5.1% |
26.6 |
1.6% |
17% |
False |
True |
188,760 |
20 |
1,778.8 |
1,661.3 |
117.5 |
7.0% |
24.5 |
1.5% |
12% |
False |
True |
175,576 |
40 |
1,824.6 |
1,661.3 |
163.3 |
9.7% |
23.3 |
1.4% |
9% |
False |
True |
157,085 |
60 |
1,855.1 |
1,661.3 |
193.8 |
11.6% |
24.0 |
1.4% |
7% |
False |
True |
122,191 |
80 |
1,900.8 |
1,661.3 |
239.5 |
14.3% |
24.7 |
1.5% |
6% |
False |
True |
93,278 |
100 |
1,941.6 |
1,661.3 |
280.3 |
16.7% |
25.3 |
1.5% |
5% |
False |
True |
75,136 |
120 |
2,024.3 |
1,661.3 |
363.0 |
21.7% |
25.2 |
1.5% |
4% |
False |
True |
62,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.2 |
2.618 |
1,790.1 |
1.618 |
1,754.5 |
1.000 |
1,732.5 |
0.618 |
1,718.9 |
HIGH |
1,696.9 |
0.618 |
1,683.3 |
0.500 |
1,679.1 |
0.382 |
1,674.9 |
LOW |
1,661.3 |
0.618 |
1,639.3 |
1.000 |
1,625.7 |
1.618 |
1,603.7 |
2.618 |
1,568.1 |
4.250 |
1,510.0 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,679.1 |
1,679.1 |
PP |
1,678.0 |
1,678.0 |
S1 |
1,676.8 |
1,676.8 |
|