| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,925.0 |
13,175.0 |
250.0 |
1.9% |
12,850.0 |
| High |
13,155.0 |
13,468.0 |
313.0 |
2.4% |
13,155.0 |
| Low |
12,903.0 |
13,166.0 |
263.0 |
2.0% |
12,708.0 |
| Close |
13,104.0 |
13,429.0 |
325.0 |
2.5% |
13,104.0 |
| Range |
252.0 |
302.0 |
50.0 |
19.8% |
447.0 |
| ATR |
239.4 |
248.3 |
8.9 |
3.7% |
0.0 |
| Volume |
14,913 |
29,903 |
14,990 |
100.5% |
24,372 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,260.3 |
14,146.7 |
13,595.1 |
|
| R3 |
13,958.3 |
13,844.7 |
13,512.1 |
|
| R2 |
13,656.3 |
13,656.3 |
13,484.4 |
|
| R1 |
13,542.7 |
13,542.7 |
13,456.7 |
13,599.5 |
| PP |
13,354.3 |
13,354.3 |
13,354.3 |
13,382.8 |
| S1 |
13,240.7 |
13,240.7 |
13,401.3 |
13,297.5 |
| S2 |
13,052.3 |
13,052.3 |
13,373.6 |
|
| S3 |
12,750.3 |
12,938.7 |
13,346.0 |
|
| S4 |
12,448.3 |
12,636.7 |
13,262.9 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,330.0 |
14,164.0 |
13,349.9 |
|
| R3 |
13,883.0 |
13,717.0 |
13,226.9 |
|
| R2 |
13,436.0 |
13,436.0 |
13,186.0 |
|
| R1 |
13,270.0 |
13,270.0 |
13,145.0 |
13,353.0 |
| PP |
12,989.0 |
12,989.0 |
12,989.0 |
13,030.5 |
| S1 |
12,823.0 |
12,823.0 |
13,063.0 |
12,906.0 |
| S2 |
12,542.0 |
12,542.0 |
13,022.1 |
|
| S3 |
12,095.0 |
12,376.0 |
12,981.1 |
|
| S4 |
11,648.0 |
11,929.0 |
12,858.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,468.0 |
12,708.0 |
760.0 |
5.7% |
270.6 |
2.0% |
95% |
True |
False |
10,855 |
| 10 |
13,468.0 |
12,621.0 |
847.0 |
6.3% |
254.6 |
1.9% |
95% |
True |
False |
5,519 |
| 20 |
13,957.0 |
12,621.0 |
1,336.0 |
9.9% |
203.3 |
1.5% |
60% |
False |
False |
2,781 |
| 40 |
13,957.0 |
12,621.0 |
1,336.0 |
9.9% |
171.5 |
1.3% |
60% |
False |
False |
1,400 |
| 60 |
13,957.0 |
12,377.0 |
1,580.0 |
11.8% |
175.1 |
1.3% |
67% |
False |
False |
939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,751.5 |
|
2.618 |
14,258.6 |
|
1.618 |
13,956.6 |
|
1.000 |
13,770.0 |
|
0.618 |
13,654.6 |
|
HIGH |
13,468.0 |
|
0.618 |
13,352.6 |
|
0.500 |
13,317.0 |
|
0.382 |
13,281.4 |
|
LOW |
13,166.0 |
|
0.618 |
12,979.4 |
|
1.000 |
12,864.0 |
|
1.618 |
12,677.4 |
|
2.618 |
12,375.4 |
|
4.250 |
11,882.5 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,391.7 |
13,315.3 |
| PP |
13,354.3 |
13,201.7 |
| S1 |
13,317.0 |
13,088.0 |
|