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 |
7,197.0 |
7,175.0 |
-22.0 |
-0.3% |
7,404.5 |
High |
7,292.5 |
7,255.0 |
-37.5 |
-0.5% |
7,529.5 |
Low |
7,175.0 |
7,151.0 |
-24.0 |
-0.3% |
7,233.0 |
Close |
7,246.5 |
7,157.5 |
-89.0 |
-1.2% |
7,249.0 |
Range |
117.5 |
104.0 |
-13.5 |
-11.5% |
296.5 |
ATR |
93.2 |
93.9 |
0.8 |
0.8% |
0.0 |
Volume |
101,604 |
113,691 |
12,087 |
11.9% |
1,013,333 |
|
Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,500.0 |
7,432.5 |
7,214.5 |
|
R3 |
7,396.0 |
7,328.5 |
7,186.0 |
|
R2 |
7,292.0 |
7,292.0 |
7,176.5 |
|
R1 |
7,224.5 |
7,224.5 |
7,167.0 |
7,206.0 |
PP |
7,188.0 |
7,188.0 |
7,188.0 |
7,178.5 |
S1 |
7,120.5 |
7,120.5 |
7,148.0 |
7,102.0 |
S2 |
7,084.0 |
7,084.0 |
7,138.5 |
|
S3 |
6,980.0 |
7,016.5 |
7,129.0 |
|
S4 |
6,876.0 |
6,912.5 |
7,100.5 |
|
|
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 |
7,340.5 |
7,151.0 |
189.5 |
2.6% |
93.5 |
1.3% |
3% |
False |
True |
91,615 |
10 |
7,529.5 |
7,151.0 |
378.5 |
5.3% |
107.0 |
1.5% |
2% |
False |
True |
147,597 |
20 |
7,545.0 |
7,150.0 |
395.0 |
5.5% |
99.0 |
1.4% |
2% |
False |
False |
76,646 |
40 |
7,580.0 |
7,150.0 |
430.0 |
6.0% |
62.5 |
0.9% |
2% |
False |
False |
38,338 |
60 |
7,580.0 |
6,968.5 |
611.5 |
8.5% |
45.0 |
0.6% |
31% |
False |
False |
25,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,697.0 |
2.618 |
7,527.5 |
1.618 |
7,423.5 |
1.000 |
7,359.0 |
0.618 |
7,319.5 |
HIGH |
7,255.0 |
0.618 |
7,215.5 |
0.500 |
7,203.0 |
0.382 |
7,190.5 |
LOW |
7,151.0 |
0.618 |
7,086.5 |
1.000 |
7,047.0 |
1.618 |
6,982.5 |
2.618 |
6,878.5 |
4.250 |
6,709.0 |
|
|
Fisher Pivots for day following 22-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
7,203.0 |
7,246.0 |
PP |
7,188.0 |
7,216.5 |
S1 |
7,172.5 |
7,187.0 |
|