| 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 |
1,853.4 |
1,891.6 |
38.2 |
2.1% |
1,814.0 |
| High |
1,891.9 |
1,918.0 |
26.1 |
1.4% |
1,891.9 |
| Low |
1,851.0 |
1,885.8 |
34.8 |
1.9% |
1,785.8 |
| Close |
1,889.8 |
1,913.6 |
23.8 |
1.3% |
1,889.8 |
| Range |
40.9 |
32.2 |
-8.7 |
-21.3% |
106.1 |
| ATR |
42.9 |
42.1 |
-0.8 |
-1.8% |
0.0 |
| Volume |
241,324 |
453,035 |
211,711 |
87.7% |
289,622 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,002.4 |
1,990.2 |
1,931.3 |
|
| R3 |
1,970.2 |
1,958.0 |
1,922.5 |
|
| R2 |
1,938.0 |
1,938.0 |
1,919.5 |
|
| R1 |
1,925.8 |
1,925.8 |
1,916.6 |
1,931.9 |
| PP |
1,905.8 |
1,905.8 |
1,905.8 |
1,908.9 |
| S1 |
1,893.6 |
1,893.6 |
1,910.6 |
1,899.7 |
| S2 |
1,873.6 |
1,873.6 |
1,907.7 |
|
| S3 |
1,841.4 |
1,861.4 |
1,904.7 |
|
| S4 |
1,809.2 |
1,829.2 |
1,895.9 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.1 |
2,138.1 |
1,948.2 |
|
| R3 |
2,068.0 |
2,032.0 |
1,919.0 |
|
| R2 |
1,961.9 |
1,961.9 |
1,909.3 |
|
| R1 |
1,925.9 |
1,925.9 |
1,899.5 |
1,943.9 |
| PP |
1,855.8 |
1,855.8 |
1,855.8 |
1,864.9 |
| S1 |
1,819.8 |
1,819.8 |
1,880.1 |
1,837.8 |
| S2 |
1,749.7 |
1,749.7 |
1,870.3 |
|
| S3 |
1,643.6 |
1,713.7 |
1,860.6 |
|
| S4 |
1,537.5 |
1,607.6 |
1,831.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,918.0 |
1,785.8 |
132.2 |
6.9% |
43.5 |
2.3% |
97% |
True |
False |
148,531 |
| 10 |
1,918.0 |
1,785.8 |
132.2 |
6.9% |
42.7 |
2.2% |
97% |
True |
False |
74,477 |
| 20 |
2,038.8 |
1,785.8 |
253.0 |
13.2% |
40.9 |
2.1% |
51% |
False |
False |
37,443 |
| 40 |
2,038.8 |
1,740.4 |
298.4 |
15.6% |
39.7 |
2.1% |
58% |
False |
False |
18,784 |
| 60 |
2,038.8 |
1,649.8 |
389.0 |
20.3% |
41.1 |
2.1% |
68% |
False |
False |
12,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,054.9 |
|
2.618 |
2,002.3 |
|
1.618 |
1,970.1 |
|
1.000 |
1,950.2 |
|
0.618 |
1,937.9 |
|
HIGH |
1,918.0 |
|
0.618 |
1,905.7 |
|
0.500 |
1,901.9 |
|
0.382 |
1,898.1 |
|
LOW |
1,885.8 |
|
0.618 |
1,865.9 |
|
1.000 |
1,853.6 |
|
1.618 |
1,833.7 |
|
2.618 |
1,801.5 |
|
4.250 |
1,749.0 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,909.7 |
1,897.2 |
| PP |
1,905.8 |
1,880.8 |
| S1 |
1,901.9 |
1,864.4 |
|