Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
13,101.0 |
12,913.0 |
-188.0 |
-1.4% |
13,175.0 |
High |
13,135.0 |
12,916.0 |
-219.0 |
-1.7% |
13,590.0 |
Low |
12,927.0 |
12,711.0 |
-216.0 |
-1.7% |
12,711.0 |
Close |
12,990.0 |
12,744.0 |
-246.0 |
-1.9% |
12,744.0 |
Range |
208.0 |
205.0 |
-3.0 |
-1.4% |
879.0 |
ATR |
260.6 |
261.9 |
1.3 |
0.5% |
0.0 |
Volume |
57,879 |
79,471 |
21,592 |
37.3% |
274,355 |
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,405.3 |
13,279.7 |
12,856.8 |
|
R3 |
13,200.3 |
13,074.7 |
12,800.4 |
|
R2 |
12,995.3 |
12,995.3 |
12,781.6 |
|
R1 |
12,869.7 |
12,869.7 |
12,762.8 |
12,830.0 |
PP |
12,790.3 |
12,790.3 |
12,790.3 |
12,770.5 |
S1 |
12,664.7 |
12,664.7 |
12,725.2 |
12,625.0 |
S2 |
12,585.3 |
12,585.3 |
12,706.4 |
|
S3 |
12,380.3 |
12,459.7 |
12,687.6 |
|
S4 |
12,175.3 |
12,254.7 |
12,631.3 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,652.0 |
15,077.0 |
13,227.5 |
|
R3 |
14,773.0 |
14,198.0 |
12,985.7 |
|
R2 |
13,894.0 |
13,894.0 |
12,905.2 |
|
R1 |
13,319.0 |
13,319.0 |
12,824.6 |
13,167.0 |
PP |
13,015.0 |
13,015.0 |
13,015.0 |
12,939.0 |
S1 |
12,440.0 |
12,440.0 |
12,663.4 |
12,288.0 |
S2 |
12,136.0 |
12,136.0 |
12,582.9 |
|
S3 |
11,257.0 |
11,561.0 |
12,502.3 |
|
S4 |
10,378.0 |
10,682.0 |
12,260.6 |
|
|
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 |
12,711.0 |
879.0 |
6.9% |
291.6 |
2.3% |
4% |
False |
True |
54,871 |
10 |
13,590.0 |
12,694.0 |
896.0 |
7.0% |
288.5 |
2.3% |
6% |
False |
False |
29,915 |
20 |
13,644.0 |
12,621.0 |
1,023.0 |
8.0% |
239.6 |
1.9% |
12% |
False |
False |
14,997 |
40 |
13,957.0 |
12,621.0 |
1,336.0 |
10.5% |
173.9 |
1.4% |
9% |
False |
False |
7,509 |
60 |
13,957.0 |
12,377.0 |
1,580.0 |
12.4% |
184.8 |
1.5% |
23% |
False |
False |
5,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,787.3 |
2.618 |
13,452.7 |
1.618 |
13,247.7 |
1.000 |
13,121.0 |
0.618 |
13,042.7 |
HIGH |
12,916.0 |
0.618 |
12,837.7 |
0.500 |
12,813.5 |
0.382 |
12,789.3 |
LOW |
12,711.0 |
0.618 |
12,584.3 |
1.000 |
12,506.0 |
1.618 |
12,379.3 |
2.618 |
12,174.3 |
4.250 |
11,839.8 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,813.5 |
12,964.5 |
PP |
12,790.3 |
12,891.0 |
S1 |
12,767.2 |
12,817.5 |
|