| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,673.2 |
1,682.8 |
9.6 |
0.6% |
1,728.4 |
| High |
1,696.9 |
1,693.5 |
-3.4 |
-0.2% |
1,746.4 |
| Low |
1,661.3 |
1,663.3 |
2.0 |
0.1% |
1,661.9 |
| Close |
1,675.7 |
1,681.1 |
5.4 |
0.3% |
1,683.5 |
| Range |
35.6 |
30.2 |
-5.4 |
-15.2% |
84.5 |
| ATR |
25.1 |
25.5 |
0.4 |
1.4% |
0.0 |
| Volume |
227,938 |
241,279 |
13,341 |
5.9% |
1,035,678 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.9 |
1,755.7 |
1,697.7 |
|
| R3 |
1,739.7 |
1,725.5 |
1,689.4 |
|
| R2 |
1,709.5 |
1,709.5 |
1,686.6 |
|
| R1 |
1,695.3 |
1,695.3 |
1,683.9 |
1,687.3 |
| PP |
1,679.3 |
1,679.3 |
1,679.3 |
1,675.3 |
| S1 |
1,665.1 |
1,665.1 |
1,678.3 |
1,657.1 |
| S2 |
1,649.1 |
1,649.1 |
1,675.6 |
|
| S3 |
1,618.9 |
1,634.9 |
1,672.8 |
|
| S4 |
1,588.7 |
1,604.7 |
1,664.5 |
|
|
| 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 |
1,696.9 |
1,661.3 |
35.6 |
2.1% |
27.1 |
1.6% |
56% |
False |
False |
194,309 |
| 10 |
1,746.4 |
1,661.3 |
85.1 |
5.1% |
27.0 |
1.6% |
23% |
False |
False |
194,470 |
| 20 |
1,778.8 |
1,661.3 |
117.5 |
7.0% |
25.3 |
1.5% |
17% |
False |
False |
182,008 |
| 40 |
1,824.6 |
1,661.3 |
163.3 |
9.7% |
23.2 |
1.4% |
12% |
False |
False |
160,200 |
| 60 |
1,855.1 |
1,661.3 |
193.8 |
11.5% |
24.3 |
1.4% |
10% |
False |
False |
126,100 |
| 80 |
1,900.8 |
1,661.3 |
239.5 |
14.2% |
24.9 |
1.5% |
8% |
False |
False |
96,273 |
| 100 |
1,933.5 |
1,661.3 |
272.2 |
16.2% |
25.4 |
1.5% |
7% |
False |
False |
77,533 |
| 120 |
2,024.3 |
1,661.3 |
363.0 |
21.6% |
25.2 |
1.5% |
5% |
False |
False |
64,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,821.9 |
|
2.618 |
1,772.6 |
|
1.618 |
1,742.4 |
|
1.000 |
1,723.7 |
|
0.618 |
1,712.2 |
|
HIGH |
1,693.5 |
|
0.618 |
1,682.0 |
|
0.500 |
1,678.4 |
|
0.382 |
1,674.8 |
|
LOW |
1,663.3 |
|
0.618 |
1,644.6 |
|
1.000 |
1,633.1 |
|
1.618 |
1,614.4 |
|
2.618 |
1,584.2 |
|
4.250 |
1,535.0 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.2 |
1,680.4 |
| PP |
1,679.3 |
1,679.8 |
| S1 |
1,678.4 |
1,679.1 |
|