| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,917.1 |
1,838.4 |
-78.7 |
-4.1% |
1,814.0 |
| High |
1,935.4 |
1,851.4 |
-84.0 |
-4.3% |
1,891.9 |
| Low |
1,830.3 |
1,820.1 |
-10.2 |
-0.6% |
1,785.8 |
| Close |
1,837.5 |
1,845.8 |
8.3 |
0.5% |
1,889.8 |
| Range |
105.1 |
31.3 |
-73.8 |
-70.2% |
106.1 |
| ATR |
46.6 |
45.5 |
-1.1 |
-2.3% |
0.0 |
| Volume |
387,994 |
252,225 |
-135,769 |
-35.0% |
289,622 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,933.0 |
1,920.7 |
1,863.0 |
|
| R3 |
1,901.7 |
1,889.4 |
1,854.4 |
|
| R2 |
1,870.4 |
1,870.4 |
1,851.5 |
|
| R1 |
1,858.1 |
1,858.1 |
1,848.7 |
1,864.3 |
| PP |
1,839.1 |
1,839.1 |
1,839.1 |
1,842.2 |
| S1 |
1,826.8 |
1,826.8 |
1,842.9 |
1,833.0 |
| S2 |
1,807.8 |
1,807.8 |
1,840.1 |
|
| S3 |
1,776.5 |
1,795.5 |
1,837.2 |
|
| S4 |
1,745.2 |
1,764.2 |
1,828.6 |
|
|
| 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 |
1,810.7 |
124.7 |
6.8% |
50.5 |
2.7% |
28% |
False |
False |
275,249 |
| 10 |
1,935.4 |
1,785.8 |
149.6 |
8.1% |
47.9 |
2.6% |
40% |
False |
False |
138,408 |
| 20 |
2,035.0 |
1,785.8 |
249.2 |
13.5% |
44.9 |
2.4% |
24% |
False |
False |
69,417 |
| 40 |
2,038.8 |
1,785.8 |
253.0 |
13.7% |
40.9 |
2.2% |
24% |
False |
False |
34,787 |
| 60 |
2,038.8 |
1,667.9 |
370.9 |
20.1% |
41.2 |
2.2% |
48% |
False |
False |
23,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.4 |
|
2.618 |
1,933.3 |
|
1.618 |
1,902.0 |
|
1.000 |
1,882.7 |
|
0.618 |
1,870.7 |
|
HIGH |
1,851.4 |
|
0.618 |
1,839.4 |
|
0.500 |
1,835.8 |
|
0.382 |
1,832.1 |
|
LOW |
1,820.1 |
|
0.618 |
1,800.8 |
|
1.000 |
1,788.8 |
|
1.618 |
1,769.5 |
|
2.618 |
1,738.2 |
|
4.250 |
1,687.1 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.5 |
1,877.8 |
| PP |
1,839.1 |
1,867.1 |
| S1 |
1,835.8 |
1,856.5 |
|