Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,889.50 |
3,923.00 |
33.50 |
0.9% |
4,096.00 |
High |
3,927.00 |
3,936.25 |
9.25 |
0.2% |
4,175.00 |
Low |
3,846.25 |
3,843.25 |
-3.00 |
-0.1% |
3,853.00 |
Close |
3,917.25 |
3,872.75 |
-44.50 |
-1.1% |
3,890.00 |
Range |
80.75 |
93.00 |
12.25 |
15.2% |
322.00 |
ATR |
82.78 |
83.51 |
0.73 |
0.9% |
0.00 |
Volume |
2,100,098 |
2,357,296 |
257,198 |
12.2% |
13,435,764 |
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,163.00 |
4,111.00 |
3,924.00 |
|
R3 |
4,070.00 |
4,018.00 |
3,898.25 |
|
R2 |
3,977.00 |
3,977.00 |
3,889.75 |
|
R1 |
3,925.00 |
3,925.00 |
3,881.25 |
3,904.50 |
PP |
3,884.00 |
3,884.00 |
3,884.00 |
3,874.00 |
S1 |
3,832.00 |
3,832.00 |
3,864.25 |
3,811.50 |
S2 |
3,791.00 |
3,791.00 |
3,855.75 |
|
S3 |
3,698.00 |
3,739.00 |
3,847.25 |
|
S4 |
3,605.00 |
3,646.00 |
3,821.50 |
|
|
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 |
3,981.25 |
3,843.25 |
138.00 |
3.6% |
70.00 |
1.8% |
21% |
False |
True |
2,431,384 |
10 |
4,175.00 |
3,843.25 |
331.75 |
8.6% |
89.00 |
2.3% |
9% |
False |
True |
1,990,331 |
20 |
4,234.25 |
3,843.25 |
391.00 |
10.1% |
85.00 |
2.2% |
8% |
False |
True |
1,004,259 |
40 |
4,345.75 |
3,843.25 |
502.50 |
13.0% |
75.25 |
1.9% |
6% |
False |
True |
504,363 |
60 |
4,345.75 |
3,741.75 |
604.00 |
15.6% |
76.00 |
2.0% |
22% |
False |
False |
337,126 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.8% |
83.50 |
2.2% |
32% |
False |
False |
253,174 |
100 |
4,345.75 |
3,654.50 |
691.25 |
17.8% |
90.00 |
2.3% |
32% |
False |
False |
202,663 |
120 |
4,642.25 |
3,654.50 |
987.75 |
25.5% |
88.50 |
2.3% |
22% |
False |
False |
168,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,331.50 |
2.618 |
4,179.75 |
1.618 |
4,086.75 |
1.000 |
4,029.25 |
0.618 |
3,993.75 |
HIGH |
3,936.25 |
0.618 |
3,900.75 |
0.500 |
3,889.75 |
0.382 |
3,878.75 |
LOW |
3,843.25 |
0.618 |
3,785.75 |
1.000 |
3,750.25 |
1.618 |
3,692.75 |
2.618 |
3,599.75 |
4.250 |
3,448.00 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,889.75 |
3,889.75 |
PP |
3,884.00 |
3,884.00 |
S1 |
3,878.50 |
3,878.50 |
|