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 |
4,137.50 |
3,956.75 |
-180.75 |
-4.4% |
3,947.25 |
High |
4,175.00 |
3,981.25 |
-193.75 |
-4.6% |
4,095.00 |
Low |
3,938.50 |
3,929.00 |
-9.50 |
-0.2% |
3,900.00 |
Close |
3,950.25 |
3,965.50 |
15.25 |
0.4% |
4,085.50 |
Range |
236.50 |
52.25 |
-184.25 |
-77.9% |
195.00 |
ATR |
87.65 |
85.12 |
-2.53 |
-2.9% |
0.00 |
Volume |
3,207,923 |
2,494,976 |
-712,947 |
-22.2% |
2,066,291 |
|
Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,115.25 |
4,092.75 |
3,994.25 |
|
R3 |
4,063.00 |
4,040.50 |
3,979.75 |
|
R2 |
4,010.75 |
4,010.75 |
3,975.00 |
|
R1 |
3,988.25 |
3,988.25 |
3,970.25 |
3,999.50 |
PP |
3,958.50 |
3,958.50 |
3,958.50 |
3,964.25 |
S1 |
3,936.00 |
3,936.00 |
3,960.75 |
3,947.25 |
S2 |
3,906.25 |
3,906.25 |
3,956.00 |
|
S3 |
3,854.00 |
3,883.75 |
3,951.25 |
|
S4 |
3,801.75 |
3,831.50 |
3,936.75 |
|
|
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 |
3,929.00 |
246.00 |
6.2% |
97.50 |
2.5% |
15% |
False |
True |
2,030,552 |
10 |
4,175.00 |
3,900.00 |
275.00 |
6.9% |
91.50 |
2.3% |
24% |
False |
False |
1,035,762 |
20 |
4,332.75 |
3,900.00 |
432.75 |
10.9% |
82.75 |
2.1% |
15% |
False |
False |
522,356 |
40 |
4,345.75 |
3,900.00 |
445.75 |
11.2% |
74.00 |
1.9% |
15% |
False |
False |
262,977 |
60 |
4,345.75 |
3,677.50 |
668.25 |
16.9% |
78.25 |
2.0% |
43% |
False |
False |
176,320 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.4% |
85.00 |
2.1% |
45% |
False |
False |
132,418 |
100 |
4,411.50 |
3,654.50 |
757.00 |
19.1% |
92.00 |
2.3% |
41% |
False |
False |
106,064 |
120 |
4,646.25 |
3,654.50 |
991.75 |
25.0% |
87.75 |
2.2% |
31% |
False |
False |
88,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,203.25 |
2.618 |
4,118.00 |
1.618 |
4,065.75 |
1.000 |
4,033.50 |
0.618 |
4,013.50 |
HIGH |
3,981.25 |
0.618 |
3,961.25 |
0.500 |
3,955.00 |
0.382 |
3,949.00 |
LOW |
3,929.00 |
0.618 |
3,896.75 |
1.000 |
3,876.75 |
1.618 |
3,844.50 |
2.618 |
3,792.25 |
4.250 |
3,707.00 |
|
|
Fisher Pivots for day following 14-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,962.00 |
4,052.00 |
PP |
3,958.50 |
4,023.25 |
S1 |
3,955.00 |
3,994.25 |
|