| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,972.00 |
3,904.00 |
-68.00 |
-1.7% |
4,096.00 |
| High |
3,977.50 |
3,905.00 |
-72.50 |
-1.8% |
4,175.00 |
| Low |
3,905.00 |
3,853.00 |
-52.00 |
-1.3% |
3,853.00 |
| Close |
3,919.25 |
3,890.00 |
-29.25 |
-0.7% |
3,890.00 |
| Range |
72.50 |
52.00 |
-20.50 |
-28.3% |
322.00 |
| ATR |
84.22 |
82.94 |
-1.28 |
-1.5% |
0.00 |
| Volume |
2,515,924 |
2,688,630 |
172,706 |
6.9% |
13,435,764 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,038.75 |
4,016.25 |
3,918.50 |
|
| R3 |
3,986.75 |
3,964.25 |
3,904.25 |
|
| R2 |
3,934.75 |
3,934.75 |
3,899.50 |
|
| R1 |
3,912.25 |
3,912.25 |
3,894.75 |
3,897.50 |
| PP |
3,882.75 |
3,882.75 |
3,882.75 |
3,875.25 |
| S1 |
3,860.25 |
3,860.25 |
3,885.25 |
3,845.50 |
| S2 |
3,830.75 |
3,830.75 |
3,880.50 |
|
| S3 |
3,778.75 |
3,808.25 |
3,875.75 |
|
| S4 |
3,726.75 |
3,756.25 |
3,861.50 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,938.75 |
4,736.25 |
4,067.00 |
|
| R3 |
4,616.75 |
4,414.25 |
3,978.50 |
|
| R2 |
4,294.75 |
4,294.75 |
3,949.00 |
|
| R1 |
4,092.25 |
4,092.25 |
3,919.50 |
4,032.50 |
| PP |
3,972.75 |
3,972.75 |
3,972.75 |
3,942.75 |
| S1 |
3,770.25 |
3,770.25 |
3,860.50 |
3,710.50 |
| S2 |
3,650.75 |
3,650.75 |
3,831.00 |
|
| S3 |
3,328.75 |
3,448.25 |
3,801.50 |
|
| S4 |
3,006.75 |
3,126.25 |
3,713.00 |
|
|
| 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 |
3,853.00 |
322.00 |
8.3% |
94.25 |
2.4% |
11% |
False |
True |
2,687,152 |
| 10 |
4,175.00 |
3,853.00 |
322.00 |
8.3% |
90.50 |
2.3% |
11% |
False |
True |
1,552,153 |
| 20 |
4,305.50 |
3,853.00 |
452.50 |
11.6% |
84.25 |
2.2% |
8% |
False |
True |
781,908 |
| 40 |
4,345.75 |
3,853.00 |
492.75 |
12.7% |
73.75 |
1.9% |
8% |
False |
True |
392,993 |
| 60 |
4,345.75 |
3,741.75 |
604.00 |
15.5% |
76.50 |
2.0% |
25% |
False |
False |
262,968 |
| 80 |
4,345.75 |
3,654.50 |
691.25 |
17.8% |
83.75 |
2.2% |
34% |
False |
False |
197,462 |
| 100 |
4,345.75 |
3,654.50 |
691.25 |
17.8% |
90.75 |
2.3% |
34% |
False |
False |
158,099 |
| 120 |
4,646.25 |
3,654.50 |
991.75 |
25.5% |
88.00 |
2.3% |
24% |
False |
False |
131,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,126.00 |
|
2.618 |
4,041.25 |
|
1.618 |
3,989.25 |
|
1.000 |
3,957.00 |
|
0.618 |
3,937.25 |
|
HIGH |
3,905.00 |
|
0.618 |
3,885.25 |
|
0.500 |
3,879.00 |
|
0.382 |
3,872.75 |
|
LOW |
3,853.00 |
|
0.618 |
3,820.75 |
|
1.000 |
3,801.00 |
|
1.618 |
3,768.75 |
|
2.618 |
3,716.75 |
|
4.250 |
3,632.00 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,886.25 |
3,917.00 |
| PP |
3,882.75 |
3,908.00 |
| S1 |
3,879.00 |
3,899.00 |
|