Trading Metrics calculated at close of trading on 13-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
7,404.5 |
7,471.5 |
67.0 |
0.9% |
7,233.5 |
High |
7,497.5 |
7,529.5 |
32.0 |
0.4% |
7,401.0 |
Low |
7,384.5 |
7,333.5 |
-51.0 |
-0.7% |
7,194.0 |
Close |
7,491.5 |
7,404.5 |
-87.0 |
-1.2% |
7,379.0 |
Range |
113.0 |
196.0 |
83.0 |
73.5% |
207.0 |
ATR |
83.3 |
91.4 |
8.0 |
9.7% |
0.0 |
Volume |
261,161 |
363,327 |
102,166 |
39.1% |
185,486 |
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,010.5 |
7,903.5 |
7,512.5 |
|
R3 |
7,814.5 |
7,707.5 |
7,458.5 |
|
R2 |
7,618.5 |
7,618.5 |
7,440.5 |
|
R1 |
7,511.5 |
7,511.5 |
7,422.5 |
7,467.0 |
PP |
7,422.5 |
7,422.5 |
7,422.5 |
7,400.0 |
S1 |
7,315.5 |
7,315.5 |
7,386.5 |
7,271.0 |
S2 |
7,226.5 |
7,226.5 |
7,368.5 |
|
S3 |
7,030.5 |
7,119.5 |
7,350.5 |
|
S4 |
6,834.5 |
6,923.5 |
7,296.5 |
|
|
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 |
7,529.5 |
7,194.0 |
335.5 |
4.5% |
120.5 |
1.6% |
63% |
True |
False |
158,753 |
10 |
7,529.5 |
7,150.0 |
379.5 |
5.1% |
109.0 |
1.5% |
67% |
True |
False |
81,030 |
20 |
7,580.0 |
7,150.0 |
430.0 |
5.8% |
80.0 |
1.1% |
59% |
False |
False |
40,561 |
40 |
7,580.0 |
7,150.0 |
430.0 |
5.8% |
49.5 |
0.7% |
59% |
False |
False |
20,285 |
60 |
7,580.0 |
6,968.5 |
611.5 |
8.3% |
35.0 |
0.5% |
71% |
False |
False |
13,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,362.5 |
2.618 |
8,042.5 |
1.618 |
7,846.5 |
1.000 |
7,725.5 |
0.618 |
7,650.5 |
HIGH |
7,529.5 |
0.618 |
7,454.5 |
0.500 |
7,431.5 |
0.382 |
7,408.5 |
LOW |
7,333.5 |
0.618 |
7,212.5 |
1.000 |
7,137.5 |
1.618 |
7,016.5 |
2.618 |
6,820.5 |
4.250 |
6,500.5 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
7,431.5 |
7,404.0 |
PP |
7,422.5 |
7,403.5 |
S1 |
7,413.5 |
7,403.0 |
|