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 |
7,263.0 |
7,197.0 |
-66.0 |
-0.9% |
7,404.5 |
High |
7,340.5 |
7,292.5 |
-48.0 |
-0.7% |
7,529.5 |
Low |
7,171.5 |
7,175.0 |
3.5 |
0.0% |
7,233.0 |
Close |
7,196.0 |
7,246.5 |
50.5 |
0.7% |
7,249.0 |
Range |
169.0 |
117.5 |
-51.5 |
-30.5% |
296.5 |
ATR |
91.3 |
93.2 |
1.9 |
2.1% |
0.0 |
Volume |
118,003 |
101,604 |
-16,399 |
-13.9% |
1,013,333 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,590.5 |
7,536.0 |
7,311.0 |
|
R3 |
7,473.0 |
7,418.5 |
7,279.0 |
|
R2 |
7,355.5 |
7,355.5 |
7,268.0 |
|
R1 |
7,301.0 |
7,301.0 |
7,257.5 |
7,328.0 |
PP |
7,238.0 |
7,238.0 |
7,238.0 |
7,251.5 |
S1 |
7,183.5 |
7,183.5 |
7,235.5 |
7,211.0 |
S2 |
7,120.5 |
7,120.5 |
7,225.0 |
|
S3 |
7,003.0 |
7,066.0 |
7,214.0 |
|
S4 |
6,885.5 |
6,948.5 |
7,182.0 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,226.5 |
8,034.5 |
7,412.0 |
|
R3 |
7,930.0 |
7,738.0 |
7,330.5 |
|
R2 |
7,633.5 |
7,633.5 |
7,303.5 |
|
R1 |
7,441.5 |
7,441.5 |
7,276.0 |
7,389.0 |
PP |
7,337.0 |
7,337.0 |
7,337.0 |
7,311.0 |
S1 |
7,145.0 |
7,145.0 |
7,222.0 |
7,093.0 |
S2 |
7,040.5 |
7,040.5 |
7,194.5 |
|
S3 |
6,744.0 |
6,848.5 |
7,167.5 |
|
S4 |
6,447.5 |
6,552.0 |
7,086.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,343.5 |
7,171.5 |
172.0 |
2.4% |
87.5 |
1.2% |
44% |
False |
False |
88,530 |
10 |
7,529.5 |
7,171.5 |
358.0 |
4.9% |
106.0 |
1.5% |
21% |
False |
False |
139,532 |
20 |
7,545.0 |
7,150.0 |
395.0 |
5.5% |
97.0 |
1.3% |
24% |
False |
False |
70,962 |
40 |
7,580.0 |
7,150.0 |
430.0 |
5.9% |
59.5 |
0.8% |
22% |
False |
False |
35,496 |
60 |
7,580.0 |
6,968.5 |
611.5 |
8.4% |
43.5 |
0.6% |
45% |
False |
False |
23,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,792.0 |
2.618 |
7,600.0 |
1.618 |
7,482.5 |
1.000 |
7,410.0 |
0.618 |
7,365.0 |
HIGH |
7,292.5 |
0.618 |
7,247.5 |
0.500 |
7,234.0 |
0.382 |
7,220.0 |
LOW |
7,175.0 |
0.618 |
7,102.5 |
1.000 |
7,057.5 |
1.618 |
6,985.0 |
2.618 |
6,867.5 |
4.250 |
6,675.5 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
7,242.0 |
7,256.0 |
PP |
7,238.0 |
7,253.0 |
S1 |
7,234.0 |
7,249.5 |
|