| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,802.0 |
1,822.4 |
20.4 |
1.1% |
1,891.6 |
| High |
1,824.5 |
1,830.0 |
5.5 |
0.3% |
1,935.4 |
| Low |
1,779.3 |
1,780.4 |
1.1 |
0.1% |
1,782.9 |
| Close |
1,819.9 |
1,795.1 |
-24.8 |
-1.4% |
1,803.4 |
| Range |
45.2 |
49.6 |
4.4 |
9.7% |
152.5 |
| ATR |
45.3 |
45.6 |
0.3 |
0.7% |
0.0 |
| Volume |
155,474 |
174,307 |
18,833 |
12.1% |
1,570,821 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,950.6 |
1,922.5 |
1,822.4 |
|
| R3 |
1,901.0 |
1,872.9 |
1,808.7 |
|
| R2 |
1,851.4 |
1,851.4 |
1,804.2 |
|
| R1 |
1,823.3 |
1,823.3 |
1,799.6 |
1,812.6 |
| PP |
1,801.8 |
1,801.8 |
1,801.8 |
1,796.5 |
| S1 |
1,773.7 |
1,773.7 |
1,790.6 |
1,763.0 |
| S2 |
1,752.2 |
1,752.2 |
1,786.0 |
|
| S3 |
1,702.6 |
1,724.1 |
1,781.5 |
|
| S4 |
1,653.0 |
1,674.5 |
1,767.8 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.1 |
2,203.2 |
1,887.3 |
|
| R3 |
2,145.6 |
2,050.7 |
1,845.3 |
|
| R2 |
1,993.1 |
1,993.1 |
1,831.4 |
|
| R1 |
1,898.2 |
1,898.2 |
1,817.4 |
1,869.4 |
| PP |
1,840.6 |
1,840.6 |
1,840.6 |
1,826.2 |
| S1 |
1,745.7 |
1,745.7 |
1,789.4 |
1,716.9 |
| S2 |
1,688.1 |
1,688.1 |
1,775.4 |
|
| S3 |
1,535.6 |
1,593.2 |
1,761.5 |
|
| S4 |
1,383.1 |
1,440.7 |
1,719.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,861.7 |
1,779.3 |
82.4 |
4.6% |
41.6 |
2.3% |
19% |
False |
False |
211,914 |
| 10 |
1,935.4 |
1,779.3 |
156.1 |
8.7% |
48.3 |
2.7% |
10% |
False |
False |
218,766 |
| 20 |
1,979.6 |
1,779.3 |
200.3 |
11.2% |
45.7 |
2.5% |
8% |
False |
False |
109,706 |
| 40 |
2,038.8 |
1,779.3 |
259.5 |
14.5% |
41.6 |
2.3% |
6% |
False |
False |
54,967 |
| 60 |
2,038.8 |
1,686.6 |
352.2 |
19.6% |
41.0 |
2.3% |
31% |
False |
False |
36,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,040.8 |
|
2.618 |
1,959.9 |
|
1.618 |
1,910.3 |
|
1.000 |
1,879.6 |
|
0.618 |
1,860.7 |
|
HIGH |
1,830.0 |
|
0.618 |
1,811.1 |
|
0.500 |
1,805.2 |
|
0.382 |
1,799.3 |
|
LOW |
1,780.4 |
|
0.618 |
1,749.7 |
|
1.000 |
1,730.8 |
|
1.618 |
1,700.1 |
|
2.618 |
1,650.5 |
|
4.250 |
1,569.6 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,805.2 |
1,804.7 |
| PP |
1,801.8 |
1,801.5 |
| S1 |
1,798.5 |
1,798.3 |
|