| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,878.75 |
3,794.00 |
-84.75 |
-2.2% |
4,096.00 |
| High |
3,925.25 |
3,833.00 |
-92.25 |
-2.4% |
4,175.00 |
| Low |
3,792.00 |
3,763.50 |
-28.50 |
-0.8% |
3,853.00 |
| Close |
3,806.25 |
3,772.00 |
-34.25 |
-0.9% |
3,890.00 |
| Range |
133.25 |
69.50 |
-63.75 |
-47.8% |
322.00 |
| ATR |
87.06 |
85.81 |
-1.25 |
-1.4% |
0.00 |
| Volume |
2,440,206 |
2,578,314 |
138,108 |
5.7% |
13,435,764 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,998.00 |
3,954.50 |
3,810.25 |
|
| R3 |
3,928.50 |
3,885.00 |
3,791.00 |
|
| R2 |
3,859.00 |
3,859.00 |
3,784.75 |
|
| R1 |
3,815.50 |
3,815.50 |
3,778.25 |
3,802.50 |
| PP |
3,789.50 |
3,789.50 |
3,789.50 |
3,783.00 |
| S1 |
3,746.00 |
3,746.00 |
3,765.75 |
3,733.00 |
| S2 |
3,720.00 |
3,720.00 |
3,759.25 |
|
| S3 |
3,650.50 |
3,676.50 |
3,753.00 |
|
| S4 |
3,581.00 |
3,607.00 |
3,733.75 |
|
|
| 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 |
3,936.25 |
3,763.50 |
172.75 |
4.6% |
85.75 |
2.3% |
5% |
False |
True |
2,432,908 |
| 10 |
4,175.00 |
3,763.50 |
411.50 |
10.9% |
92.00 |
2.4% |
2% |
False |
True |
2,441,638 |
| 20 |
4,234.25 |
3,763.50 |
470.75 |
12.5% |
90.75 |
2.4% |
2% |
False |
True |
1,254,406 |
| 40 |
4,345.75 |
3,763.50 |
582.25 |
15.4% |
76.50 |
2.0% |
1% |
False |
True |
629,740 |
| 60 |
4,345.75 |
3,741.75 |
604.00 |
16.0% |
76.25 |
2.0% |
5% |
False |
False |
420,728 |
| 80 |
4,345.75 |
3,654.50 |
691.25 |
18.3% |
83.25 |
2.2% |
17% |
False |
False |
315,888 |
| 100 |
4,345.75 |
3,654.50 |
691.25 |
18.3% |
89.25 |
2.4% |
17% |
False |
False |
252,840 |
| 120 |
4,604.00 |
3,654.50 |
949.50 |
25.2% |
89.00 |
2.4% |
12% |
False |
False |
210,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,128.50 |
|
2.618 |
4,015.00 |
|
1.618 |
3,945.50 |
|
1.000 |
3,902.50 |
|
0.618 |
3,876.00 |
|
HIGH |
3,833.00 |
|
0.618 |
3,806.50 |
|
0.500 |
3,798.25 |
|
0.382 |
3,790.00 |
|
LOW |
3,763.50 |
|
0.618 |
3,720.50 |
|
1.000 |
3,694.00 |
|
1.618 |
3,651.00 |
|
2.618 |
3,581.50 |
|
4.250 |
3,468.00 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,798.25 |
3,850.00 |
| PP |
3,789.50 |
3,824.00 |
| S1 |
3,780.75 |
3,798.00 |
|