| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,548.0 |
3,564.0 |
16.0 |
0.5% |
3,492.0 |
| High |
3,585.0 |
3,579.0 |
-6.0 |
-0.2% |
3,578.0 |
| Low |
3,537.0 |
3,516.0 |
-21.0 |
-0.6% |
3,441.0 |
| Close |
3,560.0 |
3,537.0 |
-23.0 |
-0.6% |
3,563.0 |
| Range |
48.0 |
63.0 |
15.0 |
31.3% |
137.0 |
| ATR |
72.7 |
72.0 |
-0.7 |
-1.0% |
0.0 |
| Volume |
1,396,148 |
983,045 |
-413,103 |
-29.6% |
1,501,107 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,733.0 |
3,698.0 |
3,571.7 |
|
| R3 |
3,670.0 |
3,635.0 |
3,554.3 |
|
| R2 |
3,607.0 |
3,607.0 |
3,548.6 |
|
| R1 |
3,572.0 |
3,572.0 |
3,542.8 |
3,558.0 |
| PP |
3,544.0 |
3,544.0 |
3,544.0 |
3,537.0 |
| S1 |
3,509.0 |
3,509.0 |
3,531.2 |
3,495.0 |
| S2 |
3,481.0 |
3,481.0 |
3,525.5 |
|
| S3 |
3,418.0 |
3,446.0 |
3,519.7 |
|
| S4 |
3,355.0 |
3,383.0 |
3,502.4 |
|
|
| 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 |
3,497.0 |
181.0 |
5.1% |
81.0 |
2.3% |
22% |
False |
False |
1,401,797 |
| 10 |
3,678.0 |
3,438.0 |
240.0 |
6.8% |
75.7 |
2.1% |
41% |
False |
False |
799,026 |
| 20 |
3,770.0 |
3,438.0 |
332.0 |
9.4% |
69.1 |
2.0% |
30% |
False |
False |
409,211 |
| 40 |
3,810.0 |
3,438.0 |
372.0 |
10.5% |
56.5 |
1.6% |
27% |
False |
False |
206,296 |
| 60 |
3,810.0 |
3,334.0 |
476.0 |
13.5% |
56.9 |
1.6% |
43% |
False |
False |
140,163 |
| 80 |
3,815.0 |
3,334.0 |
481.0 |
13.6% |
50.5 |
1.4% |
42% |
False |
False |
105,577 |
| 100 |
3,815.0 |
3,334.0 |
481.0 |
13.6% |
42.5 |
1.2% |
42% |
False |
False |
85,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,846.8 |
|
2.618 |
3,743.9 |
|
1.618 |
3,680.9 |
|
1.000 |
3,642.0 |
|
0.618 |
3,617.9 |
|
HIGH |
3,579.0 |
|
0.618 |
3,554.9 |
|
0.500 |
3,547.5 |
|
0.382 |
3,540.1 |
|
LOW |
3,516.0 |
|
0.618 |
3,477.1 |
|
1.000 |
3,453.0 |
|
1.618 |
3,414.1 |
|
2.618 |
3,351.1 |
|
4.250 |
3,248.3 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,547.5 |
3,597.0 |
| PP |
3,544.0 |
3,577.0 |
| S1 |
3,540.5 |
3,557.0 |
|