Trading Metrics calculated at close of trading on 13-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,580.0 |
3,639.0 |
59.0 |
1.6% |
3,492.0 |
High |
3,652.0 |
3,678.0 |
26.0 |
0.7% |
3,578.0 |
Low |
3,574.0 |
3,543.0 |
-31.0 |
-0.9% |
3,441.0 |
Close |
3,642.0 |
3,579.0 |
-63.0 |
-1.7% |
3,563.0 |
Range |
78.0 |
135.0 |
57.0 |
73.1% |
137.0 |
ATR |
69.9 |
74.6 |
4.6 |
6.6% |
0.0 |
Volume |
1,850,068 |
2,223,993 |
373,925 |
20.2% |
1,501,107 |
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,005.0 |
3,927.0 |
3,653.3 |
|
R3 |
3,870.0 |
3,792.0 |
3,616.1 |
|
R2 |
3,735.0 |
3,735.0 |
3,603.8 |
|
R1 |
3,657.0 |
3,657.0 |
3,591.4 |
3,628.5 |
PP |
3,600.0 |
3,600.0 |
3,600.0 |
3,585.8 |
S1 |
3,522.0 |
3,522.0 |
3,566.6 |
3,493.5 |
S2 |
3,465.0 |
3,465.0 |
3,554.3 |
|
S3 |
3,330.0 |
3,387.0 |
3,541.9 |
|
S4 |
3,195.0 |
3,252.0 |
3,504.8 |
|
|
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 |
3,678.0 |
3,441.0 |
237.0 |
6.6% |
89.2 |
2.5% |
58% |
True |
False |
1,084,796 |
10 |
3,678.0 |
3,438.0 |
240.0 |
6.7% |
81.8 |
2.3% |
59% |
True |
False |
564,199 |
20 |
3,810.0 |
3,438.0 |
372.0 |
10.4% |
69.2 |
1.9% |
38% |
False |
False |
290,843 |
40 |
3,810.0 |
3,438.0 |
372.0 |
10.4% |
57.5 |
1.6% |
38% |
False |
False |
147,897 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.3% |
56.7 |
1.6% |
51% |
False |
False |
100,857 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.4% |
49.1 |
1.4% |
51% |
False |
False |
75,837 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.4% |
41.4 |
1.2% |
51% |
False |
False |
61,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,251.8 |
2.618 |
4,031.4 |
1.618 |
3,896.4 |
1.000 |
3,813.0 |
0.618 |
3,761.4 |
HIGH |
3,678.0 |
0.618 |
3,626.4 |
0.500 |
3,610.5 |
0.382 |
3,594.6 |
LOW |
3,543.0 |
0.618 |
3,459.6 |
1.000 |
3,408.0 |
1.618 |
3,324.6 |
2.618 |
3,189.6 |
4.250 |
2,969.3 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,610.5 |
3,587.5 |
PP |
3,600.0 |
3,584.7 |
S1 |
3,589.5 |
3,581.8 |
|