Trading Metrics calculated at close of trading on 12-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,500.0 |
3,580.0 |
80.0 |
2.3% |
3,492.0 |
High |
3,578.0 |
3,652.0 |
74.0 |
2.1% |
3,578.0 |
Low |
3,497.0 |
3,574.0 |
77.0 |
2.2% |
3,441.0 |
Close |
3,563.0 |
3,642.0 |
79.0 |
2.2% |
3,563.0 |
Range |
81.0 |
78.0 |
-3.0 |
-3.7% |
137.0 |
ATR |
68.4 |
69.9 |
1.5 |
2.1% |
0.0 |
Volume |
555,734 |
1,850,068 |
1,294,334 |
232.9% |
1,501,107 |
|
Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,856.7 |
3,827.3 |
3,684.9 |
|
R3 |
3,778.7 |
3,749.3 |
3,663.5 |
|
R2 |
3,700.7 |
3,700.7 |
3,656.3 |
|
R1 |
3,671.3 |
3,671.3 |
3,649.2 |
3,686.0 |
PP |
3,622.7 |
3,622.7 |
3,622.7 |
3,630.0 |
S1 |
3,593.3 |
3,593.3 |
3,634.9 |
3,608.0 |
S2 |
3,544.7 |
3,544.7 |
3,627.7 |
|
S3 |
3,466.7 |
3,515.3 |
3,620.6 |
|
S4 |
3,388.7 |
3,437.3 |
3,599.1 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,938.3 |
3,887.7 |
3,638.4 |
|
R3 |
3,801.3 |
3,750.7 |
3,600.7 |
|
R2 |
3,664.3 |
3,664.3 |
3,588.1 |
|
R1 |
3,613.7 |
3,613.7 |
3,575.6 |
3,639.0 |
PP |
3,527.3 |
3,527.3 |
3,527.3 |
3,540.0 |
S1 |
3,476.7 |
3,476.7 |
3,550.4 |
3,502.0 |
S2 |
3,390.3 |
3,390.3 |
3,537.9 |
|
S3 |
3,253.3 |
3,339.7 |
3,525.3 |
|
S4 |
3,116.3 |
3,202.7 |
3,487.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,652.0 |
3,441.0 |
211.0 |
5.8% |
72.6 |
2.0% |
95% |
True |
False |
670,235 |
10 |
3,652.0 |
3,438.0 |
214.0 |
5.9% |
73.1 |
2.0% |
95% |
True |
False |
342,017 |
20 |
3,810.0 |
3,438.0 |
372.0 |
10.2% |
63.7 |
1.7% |
55% |
False |
False |
179,652 |
40 |
3,810.0 |
3,438.0 |
372.0 |
10.2% |
55.2 |
1.5% |
55% |
False |
False |
92,308 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.1% |
54.5 |
1.5% |
65% |
False |
False |
63,791 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.2% |
47.5 |
1.3% |
64% |
False |
False |
48,038 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.2% |
40.1 |
1.1% |
64% |
False |
False |
39,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,983.5 |
2.618 |
3,856.2 |
1.618 |
3,778.2 |
1.000 |
3,730.0 |
0.618 |
3,700.2 |
HIGH |
3,652.0 |
0.618 |
3,622.2 |
0.500 |
3,613.0 |
0.382 |
3,603.8 |
LOW |
3,574.0 |
0.618 |
3,525.8 |
1.000 |
3,496.0 |
1.618 |
3,447.8 |
2.618 |
3,369.8 |
4.250 |
3,242.5 |
|
|
Fisher Pivots for day following 12-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,632.3 |
3,611.0 |
PP |
3,622.7 |
3,580.0 |
S1 |
3,613.0 |
3,549.0 |
|