Trading Metrics calculated at close of trading on 19-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,904.00 |
3,889.50 |
-14.50 |
-0.4% |
4,096.00 |
High |
3,905.00 |
3,927.00 |
22.00 |
0.6% |
4,175.00 |
Low |
3,853.00 |
3,846.25 |
-6.75 |
-0.2% |
3,853.00 |
Close |
3,890.00 |
3,917.25 |
27.25 |
0.7% |
3,890.00 |
Range |
52.00 |
80.75 |
28.75 |
55.3% |
322.00 |
ATR |
82.94 |
82.78 |
-0.16 |
-0.2% |
0.00 |
Volume |
2,688,630 |
2,100,098 |
-588,532 |
-21.9% |
13,435,764 |
|
Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,139.00 |
4,109.00 |
3,961.75 |
|
R3 |
4,058.25 |
4,028.25 |
3,939.50 |
|
R2 |
3,977.50 |
3,977.50 |
3,932.00 |
|
R1 |
3,947.50 |
3,947.50 |
3,924.75 |
3,962.50 |
PP |
3,896.75 |
3,896.75 |
3,896.75 |
3,904.50 |
S1 |
3,866.75 |
3,866.75 |
3,909.75 |
3,881.75 |
S2 |
3,816.00 |
3,816.00 |
3,902.50 |
|
S3 |
3,735.25 |
3,786.00 |
3,895.00 |
|
S4 |
3,654.50 |
3,705.25 |
3,872.75 |
|
|
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 |
3,846.25 |
328.75 |
8.4% |
98.75 |
2.5% |
22% |
False |
True |
2,601,510 |
10 |
4,175.00 |
3,846.25 |
328.75 |
8.4% |
87.50 |
2.2% |
22% |
False |
True |
1,760,215 |
20 |
4,239.00 |
3,846.25 |
392.75 |
10.0% |
85.00 |
2.2% |
18% |
False |
True |
886,613 |
40 |
4,345.75 |
3,846.25 |
499.50 |
12.8% |
74.00 |
1.9% |
14% |
False |
True |
445,462 |
60 |
4,345.75 |
3,741.75 |
604.00 |
15.4% |
76.75 |
2.0% |
29% |
False |
False |
297,896 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.6% |
83.50 |
2.1% |
38% |
False |
False |
223,709 |
100 |
4,345.75 |
3,654.50 |
691.25 |
17.6% |
90.00 |
2.3% |
38% |
False |
False |
179,094 |
120 |
4,646.25 |
3,654.50 |
991.75 |
25.3% |
88.00 |
2.2% |
26% |
False |
False |
149,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,270.25 |
2.618 |
4,138.50 |
1.618 |
4,057.75 |
1.000 |
4,007.75 |
0.618 |
3,977.00 |
HIGH |
3,927.00 |
0.618 |
3,896.25 |
0.500 |
3,886.50 |
0.382 |
3,877.00 |
LOW |
3,846.25 |
0.618 |
3,796.25 |
1.000 |
3,765.50 |
1.618 |
3,715.50 |
2.618 |
3,634.75 |
4.250 |
3,503.00 |
|
|
Fisher Pivots for day following 19-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,907.00 |
3,915.50 |
PP |
3,896.75 |
3,913.75 |
S1 |
3,886.50 |
3,912.00 |
|