Trading Metrics calculated at close of trading on 22-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,798.3 |
1,763.3 |
-35.0 |
-1.9% |
1,891.6 |
High |
1,825.6 |
1,783.5 |
-42.1 |
-2.3% |
1,935.4 |
Low |
1,760.7 |
1,720.4 |
-40.3 |
-2.3% |
1,782.9 |
Close |
1,768.1 |
1,727.8 |
-40.3 |
-2.3% |
1,803.4 |
Range |
64.9 |
63.1 |
-1.8 |
-2.8% |
152.5 |
ATR |
46.9 |
48.1 |
1.2 |
2.5% |
0.0 |
Volume |
240,915 |
247,818 |
6,903 |
2.9% |
1,570,821 |
|
Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.2 |
1,893.6 |
1,762.5 |
|
R3 |
1,870.1 |
1,830.5 |
1,745.2 |
|
R2 |
1,807.0 |
1,807.0 |
1,739.4 |
|
R1 |
1,767.4 |
1,767.4 |
1,733.6 |
1,755.7 |
PP |
1,743.9 |
1,743.9 |
1,743.9 |
1,738.0 |
S1 |
1,704.3 |
1,704.3 |
1,722.0 |
1,692.6 |
S2 |
1,680.8 |
1,680.8 |
1,716.2 |
|
S3 |
1,617.7 |
1,641.2 |
1,710.4 |
|
S4 |
1,554.6 |
1,578.1 |
1,693.1 |
|
|
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 |
1,830.0 |
1,720.4 |
109.6 |
6.3% |
53.2 |
3.1% |
7% |
False |
True |
212,368 |
10 |
1,935.4 |
1,720.4 |
215.0 |
12.4% |
51.4 |
3.0% |
3% |
False |
True |
263,065 |
20 |
1,979.6 |
1,720.4 |
259.2 |
15.0% |
48.7 |
2.8% |
3% |
False |
True |
134,129 |
40 |
2,038.8 |
1,720.4 |
318.4 |
18.4% |
43.1 |
2.5% |
2% |
False |
True |
67,161 |
60 |
2,038.8 |
1,686.6 |
352.2 |
20.4% |
41.7 |
2.4% |
12% |
False |
False |
44,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,051.7 |
2.618 |
1,948.7 |
1.618 |
1,885.6 |
1.000 |
1,846.6 |
0.618 |
1,822.5 |
HIGH |
1,783.5 |
0.618 |
1,759.4 |
0.500 |
1,752.0 |
0.382 |
1,744.5 |
LOW |
1,720.4 |
0.618 |
1,681.4 |
1.000 |
1,657.3 |
1.618 |
1,618.3 |
2.618 |
1,555.2 |
4.250 |
1,452.2 |
|
|
Fisher Pivots for day following 22-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,752.0 |
1,775.2 |
PP |
1,743.9 |
1,759.4 |
S1 |
1,735.9 |
1,743.6 |
|