Trading Metrics calculated at close of trading on 22-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,456.0 |
3,430.0 |
-26.0 |
-0.8% |
3,580.0 |
High |
3,516.0 |
3,492.0 |
-24.0 |
-0.7% |
3,678.0 |
Low |
3,420.0 |
3,405.0 |
-15.0 |
-0.4% |
3,474.0 |
Close |
3,488.0 |
3,425.0 |
-63.0 |
-1.8% |
3,486.0 |
Range |
96.0 |
87.0 |
-9.0 |
-9.4% |
204.0 |
ATR |
75.5 |
76.3 |
0.8 |
1.1% |
0.0 |
Volume |
824,579 |
986,986 |
162,407 |
19.7% |
7,636,949 |
|
Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,701.7 |
3,650.3 |
3,472.9 |
|
R3 |
3,614.7 |
3,563.3 |
3,448.9 |
|
R2 |
3,527.7 |
3,527.7 |
3,441.0 |
|
R1 |
3,476.3 |
3,476.3 |
3,433.0 |
3,458.5 |
PP |
3,440.7 |
3,440.7 |
3,440.7 |
3,431.8 |
S1 |
3,389.3 |
3,389.3 |
3,417.0 |
3,371.5 |
S2 |
3,353.7 |
3,353.7 |
3,409.1 |
|
S3 |
3,266.7 |
3,302.3 |
3,401.1 |
|
S4 |
3,179.7 |
3,215.3 |
3,377.2 |
|
|
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 |
3,533.0 |
3,405.0 |
128.0 |
3.7% |
82.0 |
2.4% |
16% |
False |
True |
924,478 |
10 |
3,678.0 |
3,405.0 |
273.0 |
8.0% |
81.5 |
2.4% |
7% |
False |
True |
1,163,138 |
20 |
3,692.0 |
3,405.0 |
287.0 |
8.4% |
77.8 |
2.3% |
7% |
False |
True |
634,761 |
40 |
3,810.0 |
3,405.0 |
405.0 |
11.8% |
61.1 |
1.8% |
5% |
False |
True |
321,459 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.9% |
58.6 |
1.7% |
19% |
False |
False |
216,634 |
80 |
3,814.0 |
3,334.0 |
480.0 |
14.0% |
53.6 |
1.6% |
19% |
False |
False |
163,356 |
100 |
3,815.0 |
3,334.0 |
481.0 |
14.0% |
46.4 |
1.4% |
19% |
False |
False |
131,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,861.8 |
2.618 |
3,719.8 |
1.618 |
3,632.8 |
1.000 |
3,579.0 |
0.618 |
3,545.8 |
HIGH |
3,492.0 |
0.618 |
3,458.8 |
0.500 |
3,448.5 |
0.382 |
3,438.2 |
LOW |
3,405.0 |
0.618 |
3,351.2 |
1.000 |
3,318.0 |
1.618 |
3,264.2 |
2.618 |
3,177.2 |
4.250 |
3,035.3 |
|
|
Fisher Pivots for day following 22-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,448.5 |
3,469.0 |
PP |
3,440.7 |
3,454.3 |
S1 |
3,432.8 |
3,439.7 |
|