Trading Metrics calculated at close of trading on 23-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,682.8 |
1,680.1 |
-2.7 |
-0.2% |
1,685.4 |
High |
1,693.5 |
1,685.0 |
-8.5 |
-0.5% |
1,696.9 |
Low |
1,663.3 |
1,646.6 |
-16.7 |
-1.0% |
1,646.6 |
Close |
1,681.1 |
1,655.6 |
-25.5 |
-1.5% |
1,655.6 |
Range |
30.2 |
38.4 |
8.2 |
27.2% |
50.3 |
ATR |
25.5 |
26.4 |
0.9 |
3.6% |
0.0 |
Volume |
241,279 |
243,045 |
1,766 |
0.7% |
997,366 |
|
Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,777.6 |
1,755.0 |
1,676.7 |
|
R3 |
1,739.2 |
1,716.6 |
1,666.2 |
|
R2 |
1,700.8 |
1,700.8 |
1,662.6 |
|
R1 |
1,678.2 |
1,678.2 |
1,659.1 |
1,670.3 |
PP |
1,662.4 |
1,662.4 |
1,662.4 |
1,658.5 |
S1 |
1,639.8 |
1,639.8 |
1,652.1 |
1,631.9 |
S2 |
1,624.0 |
1,624.0 |
1,648.6 |
|
S3 |
1,585.6 |
1,601.4 |
1,645.0 |
|
S4 |
1,547.2 |
1,563.0 |
1,634.5 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.3 |
1,786.7 |
1,683.3 |
|
R3 |
1,767.0 |
1,736.4 |
1,669.4 |
|
R2 |
1,716.7 |
1,716.7 |
1,664.8 |
|
R1 |
1,686.1 |
1,686.1 |
1,660.2 |
1,676.3 |
PP |
1,666.4 |
1,666.4 |
1,666.4 |
1,661.4 |
S1 |
1,635.8 |
1,635.8 |
1,651.0 |
1,626.0 |
S2 |
1,616.1 |
1,616.1 |
1,646.4 |
|
S3 |
1,565.8 |
1,585.5 |
1,641.8 |
|
S4 |
1,515.5 |
1,535.2 |
1,627.9 |
|
|
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 |
1,646.6 |
50.3 |
3.0% |
29.2 |
1.8% |
18% |
False |
True |
199,473 |
10 |
1,746.4 |
1,646.6 |
99.8 |
6.0% |
28.7 |
1.7% |
9% |
False |
True |
203,304 |
20 |
1,772.3 |
1,646.6 |
125.7 |
7.6% |
26.4 |
1.6% |
7% |
False |
True |
188,281 |
40 |
1,824.6 |
1,646.6 |
178.0 |
10.8% |
23.6 |
1.4% |
5% |
False |
True |
161,454 |
60 |
1,846.8 |
1,646.6 |
200.2 |
12.1% |
24.5 |
1.5% |
4% |
False |
True |
129,991 |
80 |
1,900.8 |
1,646.6 |
254.2 |
15.4% |
25.0 |
1.5% |
4% |
False |
True |
99,259 |
100 |
1,933.5 |
1,646.6 |
286.9 |
17.3% |
25.3 |
1.5% |
3% |
False |
True |
79,956 |
120 |
2,024.3 |
1,646.6 |
377.7 |
22.8% |
25.3 |
1.5% |
2% |
False |
True |
66,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.2 |
2.618 |
1,785.5 |
1.618 |
1,747.1 |
1.000 |
1,723.4 |
0.618 |
1,708.7 |
HIGH |
1,685.0 |
0.618 |
1,670.3 |
0.500 |
1,665.8 |
0.382 |
1,661.3 |
LOW |
1,646.6 |
0.618 |
1,622.9 |
1.000 |
1,608.2 |
1.618 |
1,584.5 |
2.618 |
1,546.1 |
4.250 |
1,483.4 |
|
|
Fisher Pivots for day following 23-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,665.8 |
1,671.8 |
PP |
1,662.4 |
1,666.4 |
S1 |
1,659.0 |
1,661.0 |
|