Trading Metrics calculated at close of trading on 15-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
13,092.0 |
13,101.0 |
9.0 |
0.1% |
12,850.0 |
High |
13,218.0 |
13,135.0 |
-83.0 |
-0.6% |
13,155.0 |
Low |
12,972.0 |
12,927.0 |
-45.0 |
-0.3% |
12,708.0 |
Close |
13,054.0 |
12,990.0 |
-64.0 |
-0.5% |
13,104.0 |
Range |
246.0 |
208.0 |
-38.0 |
-15.4% |
447.0 |
ATR |
264.6 |
260.6 |
-4.0 |
-1.5% |
0.0 |
Volume |
54,253 |
57,879 |
3,626 |
6.7% |
24,372 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,641.3 |
13,523.7 |
13,104.4 |
|
R3 |
13,433.3 |
13,315.7 |
13,047.2 |
|
R2 |
13,225.3 |
13,225.3 |
13,028.1 |
|
R1 |
13,107.7 |
13,107.7 |
13,009.1 |
13,062.5 |
PP |
13,017.3 |
13,017.3 |
13,017.3 |
12,994.8 |
S1 |
12,899.7 |
12,899.7 |
12,970.9 |
12,854.5 |
S2 |
12,809.3 |
12,809.3 |
12,951.9 |
|
S3 |
12,601.3 |
12,691.7 |
12,932.8 |
|
S4 |
12,393.3 |
12,483.7 |
12,875.6 |
|
|
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 |
12,903.0 |
687.0 |
5.3% |
301.0 |
2.3% |
13% |
False |
False |
41,959 |
10 |
13,590.0 |
12,621.0 |
969.0 |
7.5% |
285.1 |
2.2% |
38% |
False |
False |
21,980 |
20 |
13,713.0 |
12,621.0 |
1,092.0 |
8.4% |
229.9 |
1.8% |
34% |
False |
False |
11,024 |
40 |
13,957.0 |
12,621.0 |
1,336.0 |
10.3% |
171.4 |
1.3% |
28% |
False |
False |
5,522 |
60 |
13,957.0 |
12,377.0 |
1,580.0 |
12.2% |
185.1 |
1.4% |
39% |
False |
False |
3,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,019.0 |
2.618 |
13,679.5 |
1.618 |
13,471.5 |
1.000 |
13,343.0 |
0.618 |
13,263.5 |
HIGH |
13,135.0 |
0.618 |
13,055.5 |
0.500 |
13,031.0 |
0.382 |
13,006.5 |
LOW |
12,927.0 |
0.618 |
12,798.5 |
1.000 |
12,719.0 |
1.618 |
12,590.5 |
2.618 |
12,382.5 |
4.250 |
12,043.0 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
13,031.0 |
13,258.5 |
PP |
13,017.3 |
13,169.0 |
S1 |
13,003.7 |
13,079.5 |
|