Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,564.0 |
3,514.0 |
-50.0 |
-1.4% |
3,580.0 |
High |
3,579.0 |
3,522.0 |
-57.0 |
-1.6% |
3,678.0 |
Low |
3,516.0 |
3,474.0 |
-42.0 |
-1.2% |
3,474.0 |
Close |
3,537.0 |
3,486.0 |
-51.0 |
-1.4% |
3,486.0 |
Range |
63.0 |
48.0 |
-15.0 |
-23.8% |
204.0 |
ATR |
72.0 |
71.3 |
-0.6 |
-0.9% |
0.0 |
Volume |
983,045 |
1,183,695 |
200,650 |
20.4% |
7,636,949 |
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,638.0 |
3,610.0 |
3,512.4 |
|
R3 |
3,590.0 |
3,562.0 |
3,499.2 |
|
R2 |
3,542.0 |
3,542.0 |
3,494.8 |
|
R1 |
3,514.0 |
3,514.0 |
3,490.4 |
3,504.0 |
PP |
3,494.0 |
3,494.0 |
3,494.0 |
3,489.0 |
S1 |
3,466.0 |
3,466.0 |
3,481.6 |
3,456.0 |
S2 |
3,446.0 |
3,446.0 |
3,477.2 |
|
S3 |
3,398.0 |
3,418.0 |
3,472.8 |
|
S4 |
3,350.0 |
3,370.0 |
3,459.6 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,158.0 |
4,026.0 |
3,598.2 |
|
R3 |
3,954.0 |
3,822.0 |
3,542.1 |
|
R2 |
3,750.0 |
3,750.0 |
3,523.4 |
|
R1 |
3,618.0 |
3,618.0 |
3,504.7 |
3,582.0 |
PP |
3,546.0 |
3,546.0 |
3,546.0 |
3,528.0 |
S1 |
3,414.0 |
3,414.0 |
3,467.3 |
3,378.0 |
S2 |
3,342.0 |
3,342.0 |
3,448.6 |
|
S3 |
3,138.0 |
3,210.0 |
3,429.9 |
|
S4 |
2,934.0 |
3,006.0 |
3,373.8 |
|
|
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 |
3,474.0 |
204.0 |
5.9% |
74.4 |
2.1% |
6% |
False |
True |
1,527,389 |
10 |
3,678.0 |
3,438.0 |
240.0 |
6.9% |
75.9 |
2.2% |
20% |
False |
False |
914,409 |
20 |
3,753.0 |
3,438.0 |
315.0 |
9.0% |
70.2 |
2.0% |
15% |
False |
False |
467,862 |
40 |
3,810.0 |
3,438.0 |
372.0 |
10.7% |
56.2 |
1.6% |
13% |
False |
False |
235,787 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.7% |
56.9 |
1.6% |
32% |
False |
False |
159,890 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.8% |
50.9 |
1.5% |
32% |
False |
False |
120,373 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.8% |
43.0 |
1.2% |
32% |
False |
False |
97,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,726.0 |
2.618 |
3,647.7 |
1.618 |
3,599.7 |
1.000 |
3,570.0 |
0.618 |
3,551.7 |
HIGH |
3,522.0 |
0.618 |
3,503.7 |
0.500 |
3,498.0 |
0.382 |
3,492.3 |
LOW |
3,474.0 |
0.618 |
3,444.3 |
1.000 |
3,426.0 |
1.618 |
3,396.3 |
2.618 |
3,348.3 |
4.250 |
3,270.0 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,498.0 |
3,529.5 |
PP |
3,494.0 |
3,515.0 |
S1 |
3,490.0 |
3,500.5 |
|