Trading Metrics calculated at close of trading on 12-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
7,276.5 |
7,404.5 |
128.0 |
1.8% |
7,233.5 |
High |
7,401.0 |
7,497.5 |
96.5 |
1.3% |
7,401.0 |
Low |
7,276.5 |
7,384.5 |
108.0 |
1.5% |
7,194.0 |
Close |
7,379.0 |
7,491.5 |
112.5 |
1.5% |
7,379.0 |
Range |
124.5 |
113.0 |
-11.5 |
-9.2% |
207.0 |
ATR |
80.6 |
83.3 |
2.7 |
3.4% |
0.0 |
Volume |
129,347 |
261,161 |
131,814 |
101.9% |
185,486 |
|
Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,797.0 |
7,757.0 |
7,553.5 |
|
R3 |
7,684.0 |
7,644.0 |
7,522.5 |
|
R2 |
7,571.0 |
7,571.0 |
7,512.0 |
|
R1 |
7,531.0 |
7,531.0 |
7,502.0 |
7,551.0 |
PP |
7,458.0 |
7,458.0 |
7,458.0 |
7,468.0 |
S1 |
7,418.0 |
7,418.0 |
7,481.0 |
7,438.0 |
S2 |
7,345.0 |
7,345.0 |
7,471.0 |
|
S3 |
7,232.0 |
7,305.0 |
7,460.5 |
|
S4 |
7,119.0 |
7,192.0 |
7,429.5 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,945.5 |
7,869.5 |
7,493.0 |
|
R3 |
7,738.5 |
7,662.5 |
7,436.0 |
|
R2 |
7,531.5 |
7,531.5 |
7,417.0 |
|
R1 |
7,455.5 |
7,455.5 |
7,398.0 |
7,493.5 |
PP |
7,324.5 |
7,324.5 |
7,324.5 |
7,344.0 |
S1 |
7,248.5 |
7,248.5 |
7,360.0 |
7,286.5 |
S2 |
7,117.5 |
7,117.5 |
7,341.0 |
|
S3 |
6,910.5 |
7,041.5 |
7,322.0 |
|
S4 |
6,703.5 |
6,834.5 |
7,265.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,497.5 |
7,194.0 |
303.5 |
4.1% |
95.0 |
1.3% |
98% |
True |
False |
88,216 |
10 |
7,497.5 |
7,150.0 |
347.5 |
4.6% |
100.0 |
1.3% |
98% |
True |
False |
44,741 |
20 |
7,580.0 |
7,150.0 |
430.0 |
5.7% |
73.0 |
1.0% |
79% |
False |
False |
22,395 |
40 |
7,580.0 |
7,150.0 |
430.0 |
5.7% |
44.5 |
0.6% |
79% |
False |
False |
11,202 |
60 |
7,580.0 |
6,968.5 |
611.5 |
8.2% |
32.5 |
0.4% |
86% |
False |
False |
7,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,978.0 |
2.618 |
7,793.5 |
1.618 |
7,680.5 |
1.000 |
7,610.5 |
0.618 |
7,567.5 |
HIGH |
7,497.5 |
0.618 |
7,454.5 |
0.500 |
7,441.0 |
0.382 |
7,427.5 |
LOW |
7,384.5 |
0.618 |
7,314.5 |
1.000 |
7,271.5 |
1.618 |
7,201.5 |
2.618 |
7,088.5 |
4.250 |
6,904.0 |
|
|
Fisher Pivots for day following 12-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
7,474.5 |
7,443.0 |
PP |
7,458.0 |
7,394.5 |
S1 |
7,441.0 |
7,346.0 |
|