Trading Metrics calculated at close of trading on 23-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,794.00 |
3,777.25 |
-16.75 |
-0.4% |
3,889.50 |
High |
3,833.00 |
3,783.25 |
-49.75 |
-1.3% |
3,936.25 |
Low |
3,763.50 |
3,660.25 |
-103.25 |
-2.7% |
3,660.25 |
Close |
3,772.00 |
3,709.00 |
-63.00 |
-1.7% |
3,709.00 |
Range |
69.50 |
123.00 |
53.50 |
77.0% |
276.00 |
ATR |
85.81 |
88.46 |
2.66 |
3.1% |
0.00 |
Volume |
2,578,314 |
2,913,560 |
335,246 |
13.0% |
12,389,474 |
|
Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,086.50 |
4,020.75 |
3,776.75 |
|
R3 |
3,963.50 |
3,897.75 |
3,742.75 |
|
R2 |
3,840.50 |
3,840.50 |
3,731.50 |
|
R1 |
3,774.75 |
3,774.75 |
3,720.25 |
3,746.00 |
PP |
3,717.50 |
3,717.50 |
3,717.50 |
3,703.25 |
S1 |
3,651.75 |
3,651.75 |
3,697.75 |
3,623.00 |
S2 |
3,594.50 |
3,594.50 |
3,686.50 |
|
S3 |
3,471.50 |
3,528.75 |
3,675.25 |
|
S4 |
3,348.50 |
3,405.75 |
3,641.25 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.50 |
4,428.75 |
3,860.75 |
|
R3 |
4,320.50 |
4,152.75 |
3,785.00 |
|
R2 |
4,044.50 |
4,044.50 |
3,759.50 |
|
R1 |
3,876.75 |
3,876.75 |
3,734.25 |
3,822.50 |
PP |
3,768.50 |
3,768.50 |
3,768.50 |
3,741.50 |
S1 |
3,600.75 |
3,600.75 |
3,683.75 |
3,546.50 |
S2 |
3,492.50 |
3,492.50 |
3,658.50 |
|
S3 |
3,216.50 |
3,324.75 |
3,633.00 |
|
S4 |
2,940.50 |
3,048.75 |
3,557.25 |
|
|
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 |
3,660.25 |
276.00 |
7.4% |
100.00 |
2.7% |
18% |
False |
True |
2,477,894 |
10 |
4,175.00 |
3,660.25 |
514.75 |
13.9% |
97.00 |
2.6% |
9% |
False |
True |
2,582,523 |
20 |
4,234.25 |
3,660.25 |
574.00 |
15.5% |
94.00 |
2.5% |
8% |
False |
True |
1,399,870 |
40 |
4,345.75 |
3,660.25 |
685.50 |
18.5% |
76.75 |
2.1% |
7% |
False |
True |
702,534 |
60 |
4,345.75 |
3,660.25 |
685.50 |
18.5% |
77.75 |
2.1% |
7% |
False |
True |
469,246 |
80 |
4,345.75 |
3,654.50 |
691.25 |
18.6% |
83.50 |
2.3% |
8% |
False |
False |
352,305 |
100 |
4,345.75 |
3,654.50 |
691.25 |
18.6% |
89.50 |
2.4% |
8% |
False |
False |
281,973 |
120 |
4,604.00 |
3,654.50 |
949.50 |
25.6% |
89.50 |
2.4% |
6% |
False |
False |
235,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,306.00 |
2.618 |
4,105.25 |
1.618 |
3,982.25 |
1.000 |
3,906.25 |
0.618 |
3,859.25 |
HIGH |
3,783.25 |
0.618 |
3,736.25 |
0.500 |
3,721.75 |
0.382 |
3,707.25 |
LOW |
3,660.25 |
0.618 |
3,584.25 |
1.000 |
3,537.25 |
1.618 |
3,461.25 |
2.618 |
3,338.25 |
4.250 |
3,137.50 |
|
|
Fisher Pivots for day following 23-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,721.75 |
3,792.75 |
PP |
3,717.50 |
3,764.75 |
S1 |
3,713.25 |
3,737.00 |
|