Trading Metrics calculated at close of trading on 19-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,514.0 |
3,499.0 |
-15.0 |
-0.4% |
3,580.0 |
High |
3,522.0 |
3,515.0 |
-7.0 |
-0.2% |
3,678.0 |
Low |
3,474.0 |
3,443.0 |
-31.0 |
-0.9% |
3,474.0 |
Close |
3,486.0 |
3,501.0 |
15.0 |
0.4% |
3,486.0 |
Range |
48.0 |
72.0 |
24.0 |
50.0% |
204.0 |
ATR |
71.3 |
71.4 |
0.0 |
0.1% |
0.0 |
Volume |
1,183,695 |
645,098 |
-538,597 |
-45.5% |
7,636,949 |
|
Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,702.3 |
3,673.7 |
3,540.6 |
|
R3 |
3,630.3 |
3,601.7 |
3,520.8 |
|
R2 |
3,558.3 |
3,558.3 |
3,514.2 |
|
R1 |
3,529.7 |
3,529.7 |
3,507.6 |
3,544.0 |
PP |
3,486.3 |
3,486.3 |
3,486.3 |
3,493.5 |
S1 |
3,457.7 |
3,457.7 |
3,494.4 |
3,472.0 |
S2 |
3,414.3 |
3,414.3 |
3,487.8 |
|
S3 |
3,342.3 |
3,385.7 |
3,481.2 |
|
S4 |
3,270.3 |
3,313.7 |
3,461.4 |
|
|
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 |
3,443.0 |
235.0 |
6.7% |
73.2 |
2.1% |
25% |
False |
True |
1,286,395 |
10 |
3,678.0 |
3,441.0 |
237.0 |
6.8% |
72.9 |
2.1% |
25% |
False |
False |
978,315 |
20 |
3,709.0 |
3,438.0 |
271.0 |
7.7% |
71.8 |
2.1% |
23% |
False |
False |
499,351 |
40 |
3,810.0 |
3,438.0 |
372.0 |
10.6% |
56.8 |
1.6% |
17% |
False |
False |
251,890 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.6% |
56.6 |
1.6% |
35% |
False |
False |
170,388 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.7% |
51.0 |
1.5% |
35% |
False |
False |
128,437 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.7% |
43.5 |
1.2% |
35% |
False |
False |
103,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,821.0 |
2.618 |
3,703.5 |
1.618 |
3,631.5 |
1.000 |
3,587.0 |
0.618 |
3,559.5 |
HIGH |
3,515.0 |
0.618 |
3,487.5 |
0.500 |
3,479.0 |
0.382 |
3,470.5 |
LOW |
3,443.0 |
0.618 |
3,398.5 |
1.000 |
3,371.0 |
1.618 |
3,326.5 |
2.618 |
3,254.5 |
4.250 |
3,137.0 |
|
|
Fisher Pivots for day following 19-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,493.7 |
3,511.0 |
PP |
3,486.3 |
3,507.7 |
S1 |
3,479.0 |
3,504.3 |
|