Trading Metrics calculated at close of trading on 15-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,956.75 |
3,972.00 |
15.25 |
0.4% |
3,947.25 |
High |
3,981.25 |
3,977.50 |
-3.75 |
-0.1% |
4,095.00 |
Low |
3,929.00 |
3,905.00 |
-24.00 |
-0.6% |
3,900.00 |
Close |
3,965.50 |
3,919.25 |
-46.25 |
-1.2% |
4,085.50 |
Range |
52.25 |
72.50 |
20.25 |
38.8% |
195.00 |
ATR |
85.12 |
84.22 |
-0.90 |
-1.1% |
0.00 |
Volume |
2,494,976 |
2,515,924 |
20,948 |
0.8% |
2,066,291 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,151.50 |
4,107.75 |
3,959.00 |
|
R3 |
4,079.00 |
4,035.25 |
3,939.25 |
|
R2 |
4,006.50 |
4,006.50 |
3,932.50 |
|
R1 |
3,962.75 |
3,962.75 |
3,926.00 |
3,948.50 |
PP |
3,934.00 |
3,934.00 |
3,934.00 |
3,926.75 |
S1 |
3,890.25 |
3,890.25 |
3,912.50 |
3,876.00 |
S2 |
3,861.50 |
3,861.50 |
3,906.00 |
|
S3 |
3,789.00 |
3,817.75 |
3,899.25 |
|
S4 |
3,716.50 |
3,745.25 |
3,879.50 |
|
|
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 |
3,905.00 |
270.00 |
6.9% |
98.25 |
2.5% |
5% |
False |
True |
2,450,368 |
10 |
4,175.00 |
3,900.00 |
275.00 |
7.0% |
92.25 |
2.4% |
7% |
False |
False |
1,285,334 |
20 |
4,313.50 |
3,900.00 |
413.50 |
10.6% |
83.50 |
2.1% |
5% |
False |
False |
647,769 |
40 |
4,345.75 |
3,900.00 |
445.75 |
11.4% |
74.25 |
1.9% |
4% |
False |
False |
325,822 |
60 |
4,345.75 |
3,709.00 |
636.75 |
16.2% |
77.50 |
2.0% |
33% |
False |
False |
218,194 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.6% |
84.00 |
2.1% |
38% |
False |
False |
163,861 |
100 |
4,345.75 |
3,654.50 |
691.25 |
17.6% |
91.25 |
2.3% |
38% |
False |
False |
131,218 |
120 |
4,646.25 |
3,654.50 |
991.75 |
25.3% |
87.75 |
2.2% |
27% |
False |
False |
109,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,285.50 |
2.618 |
4,167.25 |
1.618 |
4,094.75 |
1.000 |
4,050.00 |
0.618 |
4,022.25 |
HIGH |
3,977.50 |
0.618 |
3,949.75 |
0.500 |
3,941.25 |
0.382 |
3,932.75 |
LOW |
3,905.00 |
0.618 |
3,860.25 |
1.000 |
3,832.50 |
1.618 |
3,787.75 |
2.618 |
3,715.25 |
4.250 |
3,597.00 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,941.25 |
4,040.00 |
PP |
3,934.00 |
3,999.75 |
S1 |
3,926.50 |
3,959.50 |
|