Trading Metrics calculated at close of trading on 14-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,639.0 |
3,548.0 |
-91.0 |
-2.5% |
3,492.0 |
High |
3,678.0 |
3,585.0 |
-93.0 |
-2.5% |
3,578.0 |
Low |
3,543.0 |
3,537.0 |
-6.0 |
-0.2% |
3,441.0 |
Close |
3,579.0 |
3,560.0 |
-19.0 |
-0.5% |
3,563.0 |
Range |
135.0 |
48.0 |
-87.0 |
-64.4% |
137.0 |
ATR |
74.6 |
72.7 |
-1.9 |
-2.5% |
0.0 |
Volume |
2,223,993 |
1,396,148 |
-827,845 |
-37.2% |
1,501,107 |
|
Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,704.7 |
3,680.3 |
3,586.4 |
|
R3 |
3,656.7 |
3,632.3 |
3,573.2 |
|
R2 |
3,608.7 |
3,608.7 |
3,568.8 |
|
R1 |
3,584.3 |
3,584.3 |
3,564.4 |
3,596.5 |
PP |
3,560.7 |
3,560.7 |
3,560.7 |
3,566.8 |
S1 |
3,536.3 |
3,536.3 |
3,555.6 |
3,548.5 |
S2 |
3,512.7 |
3,512.7 |
3,551.2 |
|
S3 |
3,464.7 |
3,488.3 |
3,546.8 |
|
S4 |
3,416.7 |
3,440.3 |
3,533.6 |
|
|
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 |
3,446.0 |
232.0 |
6.5% |
84.4 |
2.4% |
49% |
False |
False |
1,313,845 |
10 |
3,678.0 |
3,438.0 |
240.0 |
6.7% |
78.0 |
2.2% |
51% |
False |
False |
702,562 |
20 |
3,810.0 |
3,438.0 |
372.0 |
10.4% |
69.4 |
1.9% |
33% |
False |
False |
360,272 |
40 |
3,810.0 |
3,438.0 |
372.0 |
10.4% |
56.0 |
1.6% |
33% |
False |
False |
182,210 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.4% |
56.9 |
1.6% |
47% |
False |
False |
123,799 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
49.7 |
1.4% |
47% |
False |
False |
93,289 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
41.9 |
1.2% |
47% |
False |
False |
75,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,789.0 |
2.618 |
3,710.7 |
1.618 |
3,662.7 |
1.000 |
3,633.0 |
0.618 |
3,614.7 |
HIGH |
3,585.0 |
0.618 |
3,566.7 |
0.500 |
3,561.0 |
0.382 |
3,555.3 |
LOW |
3,537.0 |
0.618 |
3,507.3 |
1.000 |
3,489.0 |
1.618 |
3,459.3 |
2.618 |
3,411.3 |
4.250 |
3,333.0 |
|
|
Fisher Pivots for day following 14-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,561.0 |
3,607.5 |
PP |
3,560.7 |
3,591.7 |
S1 |
3,560.3 |
3,575.8 |
|