| 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 |
1,891.6 |
1,917.1 |
25.5 |
1.3% |
1,814.0 |
| High |
1,918.0 |
1,935.4 |
17.4 |
0.9% |
1,891.9 |
| Low |
1,885.8 |
1,830.3 |
-55.5 |
-2.9% |
1,785.8 |
| Close |
1,913.6 |
1,837.5 |
-76.1 |
-4.0% |
1,889.8 |
| Range |
32.2 |
105.1 |
72.9 |
226.4% |
106.1 |
| ATR |
42.1 |
46.6 |
4.5 |
10.7% |
0.0 |
| Volume |
453,035 |
387,994 |
-65,041 |
-14.4% |
289,622 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.0 |
2,115.4 |
1,895.3 |
|
| R3 |
2,077.9 |
2,010.3 |
1,866.4 |
|
| R2 |
1,972.8 |
1,972.8 |
1,856.8 |
|
| R1 |
1,905.2 |
1,905.2 |
1,847.1 |
1,886.5 |
| PP |
1,867.7 |
1,867.7 |
1,867.7 |
1,858.4 |
| S1 |
1,800.1 |
1,800.1 |
1,827.9 |
1,781.4 |
| S2 |
1,762.6 |
1,762.6 |
1,818.2 |
|
| S3 |
1,657.5 |
1,695.0 |
1,808.6 |
|
| S4 |
1,552.4 |
1,589.9 |
1,779.7 |
|
|
| 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 |
1,935.4 |
1,785.8 |
149.6 |
8.1% |
55.0 |
3.0% |
35% |
True |
False |
225,619 |
| 10 |
1,935.4 |
1,785.8 |
149.6 |
8.1% |
50.5 |
2.7% |
35% |
True |
False |
113,248 |
| 20 |
2,038.8 |
1,785.8 |
253.0 |
13.8% |
44.8 |
2.4% |
20% |
False |
False |
56,821 |
| 40 |
2,038.8 |
1,761.0 |
277.8 |
15.1% |
41.3 |
2.2% |
28% |
False |
False |
28,483 |
| 60 |
2,038.8 |
1,658.9 |
379.9 |
20.7% |
41.2 |
2.2% |
47% |
False |
False |
19,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.1 |
|
2.618 |
2,210.6 |
|
1.618 |
2,105.5 |
|
1.000 |
2,040.5 |
|
0.618 |
2,000.4 |
|
HIGH |
1,935.4 |
|
0.618 |
1,895.3 |
|
0.500 |
1,882.9 |
|
0.382 |
1,870.4 |
|
LOW |
1,830.3 |
|
0.618 |
1,765.3 |
|
1.000 |
1,725.2 |
|
1.618 |
1,660.2 |
|
2.618 |
1,555.1 |
|
4.250 |
1,383.6 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,882.9 |
1,882.9 |
| PP |
1,867.7 |
1,867.7 |
| S1 |
1,852.6 |
1,852.6 |
|