| 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 |
12,854.00 |
12,128.00 |
-726.00 |
-5.6% |
12,179.50 |
| High |
12,992.00 |
12,253.00 |
-739.00 |
-5.7% |
12,691.25 |
| Low |
12,082.25 |
12,080.25 |
-2.00 |
0.0% |
11,996.50 |
| Close |
12,115.75 |
12,222.25 |
106.50 |
0.9% |
12,670.25 |
| Range |
909.75 |
172.75 |
-737.00 |
-81.0% |
694.75 |
| ATR |
347.07 |
334.62 |
-12.45 |
-3.6% |
0.00 |
| Volume |
718,899 |
677,897 |
-41,002 |
-5.7% |
366,119 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,703.50 |
12,635.50 |
12,317.25 |
|
| R3 |
12,530.75 |
12,462.75 |
12,269.75 |
|
| R2 |
12,358.00 |
12,358.00 |
12,254.00 |
|
| R1 |
12,290.00 |
12,290.00 |
12,238.00 |
12,324.00 |
| PP |
12,185.25 |
12,185.25 |
12,185.25 |
12,202.00 |
| S1 |
12,117.25 |
12,117.25 |
12,206.50 |
12,151.25 |
| S2 |
12,012.50 |
12,012.50 |
12,190.50 |
|
| S3 |
11,839.75 |
11,944.50 |
12,174.75 |
|
| S4 |
11,667.00 |
11,771.75 |
12,127.25 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,537.00 |
14,298.25 |
13,052.25 |
|
| R3 |
13,842.25 |
13,603.50 |
12,861.25 |
|
| R2 |
13,147.50 |
13,147.50 |
12,797.50 |
|
| R1 |
12,908.75 |
12,908.75 |
12,734.00 |
13,028.00 |
| PP |
12,452.75 |
12,452.75 |
12,452.75 |
12,512.25 |
| S1 |
12,214.00 |
12,214.00 |
12,606.50 |
12,333.50 |
| S2 |
11,758.00 |
11,758.00 |
12,543.00 |
|
| S3 |
11,063.25 |
11,519.25 |
12,479.25 |
|
| S4 |
10,368.50 |
10,824.50 |
12,288.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,992.00 |
12,080.25 |
911.75 |
7.5% |
367.75 |
3.0% |
16% |
False |
True |
445,824 |
| 10 |
12,992.00 |
11,996.50 |
995.50 |
8.1% |
346.25 |
2.8% |
23% |
False |
False |
225,654 |
| 20 |
13,750.25 |
11,996.50 |
1,753.75 |
14.3% |
320.50 |
2.6% |
13% |
False |
False |
113,432 |
| 40 |
13,822.00 |
11,996.50 |
1,825.50 |
14.9% |
310.50 |
2.5% |
12% |
False |
False |
57,073 |
| 60 |
13,822.00 |
11,348.25 |
2,473.75 |
20.2% |
319.00 |
2.6% |
35% |
False |
False |
38,274 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.0% |
337.25 |
2.8% |
40% |
False |
False |
28,754 |
| 100 |
13,854.50 |
11,135.00 |
2,719.50 |
22.3% |
359.75 |
2.9% |
40% |
False |
False |
23,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,987.25 |
|
2.618 |
12,705.25 |
|
1.618 |
12,532.50 |
|
1.000 |
12,425.75 |
|
0.618 |
12,359.75 |
|
HIGH |
12,253.00 |
|
0.618 |
12,187.00 |
|
0.500 |
12,166.50 |
|
0.382 |
12,146.25 |
|
LOW |
12,080.25 |
|
0.618 |
11,973.50 |
|
1.000 |
11,907.50 |
|
1.618 |
11,800.75 |
|
2.618 |
11,628.00 |
|
4.250 |
11,346.00 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,203.75 |
12,536.00 |
| PP |
12,185.25 |
12,431.50 |
| S1 |
12,166.50 |
12,327.00 |
|