Trading Metrics calculated at close of trading on 23-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,430.0 |
3,439.0 |
9.0 |
0.3% |
3,499.0 |
High |
3,492.0 |
3,446.0 |
-46.0 |
-1.3% |
3,533.0 |
Low |
3,405.0 |
3,324.0 |
-81.0 |
-2.4% |
3,324.0 |
Close |
3,425.0 |
3,343.0 |
-82.0 |
-2.4% |
3,343.0 |
Range |
87.0 |
122.0 |
35.0 |
40.2% |
209.0 |
ATR |
76.3 |
79.6 |
3.3 |
4.3% |
0.0 |
Volume |
986,986 |
1,292,743 |
305,757 |
31.0% |
4,731,441 |
|
Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,737.0 |
3,662.0 |
3,410.1 |
|
R3 |
3,615.0 |
3,540.0 |
3,376.6 |
|
R2 |
3,493.0 |
3,493.0 |
3,365.4 |
|
R1 |
3,418.0 |
3,418.0 |
3,354.2 |
3,394.5 |
PP |
3,371.0 |
3,371.0 |
3,371.0 |
3,359.3 |
S1 |
3,296.0 |
3,296.0 |
3,331.8 |
3,272.5 |
S2 |
3,249.0 |
3,249.0 |
3,320.6 |
|
S3 |
3,127.0 |
3,174.0 |
3,309.5 |
|
S4 |
3,005.0 |
3,052.0 |
3,275.9 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,027.0 |
3,894.0 |
3,458.0 |
|
R3 |
3,818.0 |
3,685.0 |
3,400.5 |
|
R2 |
3,609.0 |
3,609.0 |
3,381.3 |
|
R1 |
3,476.0 |
3,476.0 |
3,362.2 |
3,438.0 |
PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,381.0 |
S1 |
3,267.0 |
3,267.0 |
3,323.8 |
3,229.0 |
S2 |
3,191.0 |
3,191.0 |
3,304.7 |
|
S3 |
2,982.0 |
3,058.0 |
3,285.5 |
|
S4 |
2,773.0 |
2,849.0 |
3,228.1 |
|
|
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 |
3,324.0 |
209.0 |
6.3% |
96.8 |
2.9% |
9% |
False |
True |
946,288 |
10 |
3,678.0 |
3,324.0 |
354.0 |
10.6% |
85.6 |
2.6% |
5% |
False |
True |
1,236,839 |
20 |
3,692.0 |
3,324.0 |
368.0 |
11.0% |
81.8 |
2.4% |
5% |
False |
True |
698,324 |
40 |
3,810.0 |
3,324.0 |
486.0 |
14.5% |
62.3 |
1.9% |
4% |
False |
True |
353,750 |
60 |
3,810.0 |
3,324.0 |
486.0 |
14.5% |
59.6 |
1.8% |
4% |
False |
True |
238,163 |
80 |
3,814.0 |
3,324.0 |
490.0 |
14.7% |
55.1 |
1.6% |
4% |
False |
True |
179,515 |
100 |
3,815.0 |
3,324.0 |
491.0 |
14.7% |
47.6 |
1.4% |
4% |
False |
True |
144,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,964.5 |
2.618 |
3,765.4 |
1.618 |
3,643.4 |
1.000 |
3,568.0 |
0.618 |
3,521.4 |
HIGH |
3,446.0 |
0.618 |
3,399.4 |
0.500 |
3,385.0 |
0.382 |
3,370.6 |
LOW |
3,324.0 |
0.618 |
3,248.6 |
1.000 |
3,202.0 |
1.618 |
3,126.6 |
2.618 |
3,004.6 |
4.250 |
2,805.5 |
|
|
Fisher Pivots for day following 23-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,385.0 |
3,420.0 |
PP |
3,371.0 |
3,394.3 |
S1 |
3,357.0 |
3,368.7 |
|