Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,499.0 |
3,515.0 |
16.0 |
0.5% |
3,580.0 |
High |
3,515.0 |
3,533.0 |
18.0 |
0.5% |
3,678.0 |
Low |
3,443.0 |
3,426.0 |
-17.0 |
-0.5% |
3,474.0 |
Close |
3,501.0 |
3,459.0 |
-42.0 |
-1.2% |
3,486.0 |
Range |
72.0 |
107.0 |
35.0 |
48.6% |
204.0 |
ATR |
71.4 |
73.9 |
2.5 |
3.6% |
0.0 |
Volume |
645,098 |
982,035 |
336,937 |
52.2% |
7,636,949 |
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,793.7 |
3,733.3 |
3,517.9 |
|
R3 |
3,686.7 |
3,626.3 |
3,488.4 |
|
R2 |
3,579.7 |
3,579.7 |
3,478.6 |
|
R1 |
3,519.3 |
3,519.3 |
3,468.8 |
3,496.0 |
PP |
3,472.7 |
3,472.7 |
3,472.7 |
3,461.0 |
S1 |
3,412.3 |
3,412.3 |
3,449.2 |
3,389.0 |
S2 |
3,365.7 |
3,365.7 |
3,439.4 |
|
S3 |
3,258.7 |
3,305.3 |
3,429.6 |
|
S4 |
3,151.7 |
3,198.3 |
3,400.2 |
|
|
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 |
3,585.0 |
3,426.0 |
159.0 |
4.6% |
67.6 |
2.0% |
21% |
False |
True |
1,038,004 |
10 |
3,678.0 |
3,426.0 |
252.0 |
7.3% |
78.4 |
2.3% |
13% |
False |
True |
1,061,400 |
20 |
3,692.0 |
3,426.0 |
266.0 |
7.7% |
73.1 |
2.1% |
12% |
False |
True |
547,579 |
40 |
3,810.0 |
3,426.0 |
384.0 |
11.1% |
58.4 |
1.7% |
9% |
False |
True |
276,429 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.8% |
57.2 |
1.7% |
26% |
False |
False |
186,754 |
80 |
3,814.0 |
3,334.0 |
480.0 |
13.9% |
52.2 |
1.5% |
26% |
False |
False |
140,712 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.9% |
44.6 |
1.3% |
26% |
False |
False |
113,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,987.8 |
2.618 |
3,813.1 |
1.618 |
3,706.1 |
1.000 |
3,640.0 |
0.618 |
3,599.1 |
HIGH |
3,533.0 |
0.618 |
3,492.1 |
0.500 |
3,479.5 |
0.382 |
3,466.9 |
LOW |
3,426.0 |
0.618 |
3,359.9 |
1.000 |
3,319.0 |
1.618 |
3,252.9 |
2.618 |
3,145.9 |
4.250 |
2,971.3 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,479.5 |
3,479.5 |
PP |
3,472.7 |
3,472.7 |
S1 |
3,465.8 |
3,465.8 |
|