| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
13,175.0 |
13,435.0 |
260.0 |
2.0% |
12,850.0 |
| High |
13,468.0 |
13,590.0 |
122.0 |
0.9% |
13,155.0 |
| Low |
13,166.0 |
13,093.0 |
-73.0 |
-0.6% |
12,708.0 |
| Close |
13,429.0 |
13,209.0 |
-220.0 |
-1.6% |
13,104.0 |
| Range |
302.0 |
497.0 |
195.0 |
64.6% |
447.0 |
| ATR |
248.3 |
266.0 |
17.8 |
7.2% |
0.0 |
| Volume |
29,903 |
52,849 |
22,946 |
76.7% |
24,372 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,788.3 |
14,495.7 |
13,482.4 |
|
| R3 |
14,291.3 |
13,998.7 |
13,345.7 |
|
| R2 |
13,794.3 |
13,794.3 |
13,300.1 |
|
| R1 |
13,501.7 |
13,501.7 |
13,254.6 |
13,399.5 |
| PP |
13,297.3 |
13,297.3 |
13,297.3 |
13,246.3 |
| S1 |
13,004.7 |
13,004.7 |
13,163.4 |
12,902.5 |
| S2 |
12,800.3 |
12,800.3 |
13,117.9 |
|
| S3 |
12,303.3 |
12,507.7 |
13,072.3 |
|
| S4 |
11,806.3 |
12,010.7 |
12,935.7 |
|
|
| 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 |
13,590.0 |
12,708.0 |
882.0 |
6.7% |
333.6 |
2.5% |
57% |
True |
False |
21,091 |
| 10 |
13,590.0 |
12,621.0 |
969.0 |
7.3% |
285.1 |
2.2% |
61% |
True |
False |
10,792 |
| 20 |
13,957.0 |
12,621.0 |
1,336.0 |
10.1% |
222.4 |
1.7% |
44% |
False |
False |
5,422 |
| 40 |
13,957.0 |
12,621.0 |
1,336.0 |
10.1% |
179.1 |
1.4% |
44% |
False |
False |
2,721 |
| 60 |
13,957.0 |
12,377.0 |
1,580.0 |
12.0% |
181.5 |
1.4% |
53% |
False |
False |
1,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,702.3 |
|
2.618 |
14,891.1 |
|
1.618 |
14,394.1 |
|
1.000 |
14,087.0 |
|
0.618 |
13,897.1 |
|
HIGH |
13,590.0 |
|
0.618 |
13,400.1 |
|
0.500 |
13,341.5 |
|
0.382 |
13,282.9 |
|
LOW |
13,093.0 |
|
0.618 |
12,785.9 |
|
1.000 |
12,596.0 |
|
1.618 |
12,288.9 |
|
2.618 |
11,791.9 |
|
4.250 |
10,980.8 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,341.5 |
13,246.5 |
| PP |
13,297.3 |
13,234.0 |
| S1 |
13,253.2 |
13,221.5 |
|