| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,838.4 |
1,848.7 |
10.3 |
0.6% |
1,814.0 |
| High |
1,851.4 |
1,861.7 |
10.3 |
0.6% |
1,891.9 |
| Low |
1,820.1 |
1,823.1 |
3.0 |
0.2% |
1,785.8 |
| Close |
1,845.8 |
1,831.3 |
-14.5 |
-0.8% |
1,889.8 |
| Range |
31.3 |
38.6 |
7.3 |
23.3% |
106.1 |
| ATR |
45.5 |
45.0 |
-0.5 |
-1.1% |
0.0 |
| Volume |
252,225 |
234,239 |
-17,986 |
-7.1% |
289,622 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.5 |
1,931.5 |
1,852.5 |
|
| R3 |
1,915.9 |
1,892.9 |
1,841.9 |
|
| R2 |
1,877.3 |
1,877.3 |
1,838.4 |
|
| R1 |
1,854.3 |
1,854.3 |
1,834.8 |
1,846.5 |
| PP |
1,838.7 |
1,838.7 |
1,838.7 |
1,834.8 |
| S1 |
1,815.7 |
1,815.7 |
1,827.8 |
1,807.9 |
| S2 |
1,800.1 |
1,800.1 |
1,824.2 |
|
| S3 |
1,761.5 |
1,777.1 |
1,820.7 |
|
| S4 |
1,722.9 |
1,738.5 |
1,810.1 |
|
|
| 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 |
1,820.1 |
115.3 |
6.3% |
49.6 |
2.7% |
10% |
False |
False |
313,763 |
| 10 |
1,935.4 |
1,785.8 |
149.6 |
8.2% |
48.8 |
2.7% |
30% |
False |
False |
161,809 |
| 20 |
2,011.0 |
1,785.8 |
225.2 |
12.3% |
44.2 |
2.4% |
20% |
False |
False |
81,108 |
| 40 |
2,038.8 |
1,785.8 |
253.0 |
13.8% |
40.9 |
2.2% |
18% |
False |
False |
40,642 |
| 60 |
2,038.8 |
1,669.0 |
369.8 |
20.2% |
41.0 |
2.2% |
44% |
False |
False |
27,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,025.8 |
|
2.618 |
1,962.8 |
|
1.618 |
1,924.2 |
|
1.000 |
1,900.3 |
|
0.618 |
1,885.6 |
|
HIGH |
1,861.7 |
|
0.618 |
1,847.0 |
|
0.500 |
1,842.4 |
|
0.382 |
1,837.8 |
|
LOW |
1,823.1 |
|
0.618 |
1,799.2 |
|
1.000 |
1,784.5 |
|
1.618 |
1,760.6 |
|
2.618 |
1,722.0 |
|
4.250 |
1,659.1 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,842.4 |
1,877.8 |
| PP |
1,838.7 |
1,862.3 |
| S1 |
1,835.0 |
1,846.8 |
|