| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,822.4 |
1,798.3 |
-24.1 |
-1.3% |
1,891.6 |
| High |
1,830.0 |
1,825.6 |
-4.4 |
-0.2% |
1,935.4 |
| Low |
1,780.4 |
1,760.7 |
-19.7 |
-1.1% |
1,782.9 |
| Close |
1,795.1 |
1,768.1 |
-27.0 |
-1.5% |
1,803.4 |
| Range |
49.6 |
64.9 |
15.3 |
30.8% |
152.5 |
| ATR |
45.6 |
46.9 |
1.4 |
3.0% |
0.0 |
| Volume |
174,307 |
240,915 |
66,608 |
38.2% |
1,570,821 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,979.5 |
1,938.7 |
1,803.8 |
|
| R3 |
1,914.6 |
1,873.8 |
1,785.9 |
|
| R2 |
1,849.7 |
1,849.7 |
1,780.0 |
|
| R1 |
1,808.9 |
1,808.9 |
1,774.0 |
1,796.9 |
| PP |
1,784.8 |
1,784.8 |
1,784.8 |
1,778.8 |
| S1 |
1,744.0 |
1,744.0 |
1,762.2 |
1,732.0 |
| S2 |
1,719.9 |
1,719.9 |
1,756.2 |
|
| S3 |
1,655.0 |
1,679.1 |
1,750.3 |
|
| S4 |
1,590.1 |
1,614.2 |
1,732.4 |
|
|
| 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 |
1,760.7 |
101.0 |
5.7% |
48.3 |
2.7% |
7% |
False |
True |
209,652 |
| 10 |
1,935.4 |
1,760.7 |
174.7 |
9.9% |
49.4 |
2.8% |
4% |
False |
True |
242,450 |
| 20 |
1,979.6 |
1,760.7 |
218.9 |
12.4% |
47.2 |
2.7% |
3% |
False |
True |
121,743 |
| 40 |
2,038.8 |
1,760.7 |
278.1 |
15.7% |
42.7 |
2.4% |
3% |
False |
True |
60,969 |
| 60 |
2,038.8 |
1,686.6 |
352.2 |
19.9% |
41.6 |
2.4% |
23% |
False |
False |
40,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.4 |
|
2.618 |
1,995.5 |
|
1.618 |
1,930.6 |
|
1.000 |
1,890.5 |
|
0.618 |
1,865.7 |
|
HIGH |
1,825.6 |
|
0.618 |
1,800.8 |
|
0.500 |
1,793.2 |
|
0.382 |
1,785.5 |
|
LOW |
1,760.7 |
|
0.618 |
1,720.6 |
|
1.000 |
1,695.8 |
|
1.618 |
1,655.7 |
|
2.618 |
1,590.8 |
|
4.250 |
1,484.9 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.2 |
1,795.4 |
| PP |
1,784.8 |
1,786.3 |
| S1 |
1,776.5 |
1,777.2 |
|