Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,515.0 |
3,456.0 |
-59.0 |
-1.7% |
3,580.0 |
High |
3,533.0 |
3,516.0 |
-17.0 |
-0.5% |
3,678.0 |
Low |
3,426.0 |
3,420.0 |
-6.0 |
-0.2% |
3,474.0 |
Close |
3,459.0 |
3,488.0 |
29.0 |
0.8% |
3,486.0 |
Range |
107.0 |
96.0 |
-11.0 |
-10.3% |
204.0 |
ATR |
73.9 |
75.5 |
1.6 |
2.1% |
0.0 |
Volume |
982,035 |
824,579 |
-157,456 |
-16.0% |
7,636,949 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,762.7 |
3,721.3 |
3,540.8 |
|
R3 |
3,666.7 |
3,625.3 |
3,514.4 |
|
R2 |
3,570.7 |
3,570.7 |
3,505.6 |
|
R1 |
3,529.3 |
3,529.3 |
3,496.8 |
3,550.0 |
PP |
3,474.7 |
3,474.7 |
3,474.7 |
3,485.0 |
S1 |
3,433.3 |
3,433.3 |
3,479.2 |
3,454.0 |
S2 |
3,378.7 |
3,378.7 |
3,470.4 |
|
S3 |
3,282.7 |
3,337.3 |
3,461.6 |
|
S4 |
3,186.7 |
3,241.3 |
3,435.2 |
|
|
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 |
3,579.0 |
3,420.0 |
159.0 |
4.6% |
77.2 |
2.2% |
43% |
False |
True |
923,690 |
10 |
3,678.0 |
3,420.0 |
258.0 |
7.4% |
80.8 |
2.3% |
26% |
False |
True |
1,118,767 |
20 |
3,692.0 |
3,420.0 |
272.0 |
7.8% |
75.6 |
2.2% |
25% |
False |
True |
588,223 |
40 |
3,810.0 |
3,420.0 |
390.0 |
11.2% |
60.2 |
1.7% |
17% |
False |
True |
297,035 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.6% |
57.7 |
1.7% |
32% |
False |
False |
200,394 |
80 |
3,814.0 |
3,334.0 |
480.0 |
13.8% |
53.1 |
1.5% |
32% |
False |
False |
151,019 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.8% |
45.6 |
1.3% |
32% |
False |
False |
121,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,924.0 |
2.618 |
3,767.3 |
1.618 |
3,671.3 |
1.000 |
3,612.0 |
0.618 |
3,575.3 |
HIGH |
3,516.0 |
0.618 |
3,479.3 |
0.500 |
3,468.0 |
0.382 |
3,456.7 |
LOW |
3,420.0 |
0.618 |
3,360.7 |
1.000 |
3,324.0 |
1.618 |
3,264.7 |
2.618 |
3,168.7 |
4.250 |
3,012.0 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,481.3 |
3,484.2 |
PP |
3,474.7 |
3,480.3 |
S1 |
3,468.0 |
3,476.5 |
|