Trading Metrics calculated at close of trading on 13-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
4,096.00 |
4,137.50 |
41.50 |
1.0% |
3,947.25 |
High |
4,137.75 |
4,175.00 |
37.25 |
0.9% |
4,095.00 |
Low |
4,080.25 |
3,938.50 |
-141.75 |
-3.5% |
3,900.00 |
Close |
4,130.00 |
3,950.25 |
-179.75 |
-4.4% |
4,085.50 |
Range |
57.50 |
236.50 |
179.00 |
311.3% |
195.00 |
ATR |
76.20 |
87.65 |
11.45 |
15.0% |
0.00 |
Volume |
2,528,311 |
3,207,923 |
679,612 |
26.9% |
2,066,291 |
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,730.75 |
4,577.00 |
4,080.25 |
|
R3 |
4,494.25 |
4,340.50 |
4,015.25 |
|
R2 |
4,257.75 |
4,257.75 |
3,993.50 |
|
R1 |
4,104.00 |
4,104.00 |
3,972.00 |
4,062.50 |
PP |
4,021.25 |
4,021.25 |
4,021.25 |
4,000.50 |
S1 |
3,867.50 |
3,867.50 |
3,928.50 |
3,826.00 |
S2 |
3,784.75 |
3,784.75 |
3,907.00 |
|
S3 |
3,548.25 |
3,631.00 |
3,885.25 |
|
S4 |
3,311.75 |
3,394.50 |
3,820.25 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.75 |
4,543.75 |
4,192.75 |
|
R3 |
4,416.75 |
4,348.75 |
4,139.00 |
|
R2 |
4,221.75 |
4,221.75 |
4,121.25 |
|
R1 |
4,153.75 |
4,153.75 |
4,103.50 |
4,187.75 |
PP |
4,026.75 |
4,026.75 |
4,026.75 |
4,044.00 |
S1 |
3,958.75 |
3,958.75 |
4,067.50 |
3,992.75 |
S2 |
3,831.75 |
3,831.75 |
4,049.75 |
|
S3 |
3,636.75 |
3,763.75 |
4,032.00 |
|
S4 |
3,441.75 |
3,568.75 |
3,978.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,175.00 |
3,900.00 |
275.00 |
7.0% |
108.00 |
2.7% |
18% |
True |
False |
1,549,278 |
10 |
4,175.00 |
3,900.00 |
275.00 |
7.0% |
97.00 |
2.5% |
18% |
True |
False |
787,876 |
20 |
4,345.75 |
3,900.00 |
445.75 |
11.3% |
82.50 |
2.1% |
11% |
False |
False |
397,810 |
40 |
4,345.75 |
3,851.50 |
494.25 |
12.5% |
75.50 |
1.9% |
20% |
False |
False |
200,651 |
60 |
4,345.75 |
3,654.50 |
691.25 |
17.5% |
78.75 |
2.0% |
43% |
False |
False |
134,774 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.5% |
85.50 |
2.2% |
43% |
False |
False |
101,235 |
100 |
4,525.75 |
3,654.50 |
871.25 |
22.1% |
92.75 |
2.3% |
34% |
False |
False |
81,117 |
120 |
4,646.25 |
3,654.50 |
991.75 |
25.1% |
87.75 |
2.2% |
30% |
False |
False |
67,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,180.00 |
2.618 |
4,794.25 |
1.618 |
4,557.75 |
1.000 |
4,411.50 |
0.618 |
4,321.25 |
HIGH |
4,175.00 |
0.618 |
4,084.75 |
0.500 |
4,056.75 |
0.382 |
4,028.75 |
LOW |
3,938.50 |
0.618 |
3,792.25 |
1.000 |
3,702.00 |
1.618 |
3,555.75 |
2.618 |
3,319.25 |
4.250 |
2,933.50 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
4,056.75 |
4,056.75 |
PP |
4,021.25 |
4,021.25 |
S1 |
3,985.75 |
3,985.75 |
|