Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
12,785.0 |
12,918.0 |
133.0 |
1.0% |
13,175.0 |
High |
12,904.0 |
12,962.0 |
58.0 |
0.4% |
13,590.0 |
Low |
12,624.0 |
12,555.0 |
-69.0 |
-0.5% |
12,711.0 |
Close |
12,846.0 |
12,684.0 |
-162.0 |
-1.3% |
12,744.0 |
Range |
280.0 |
407.0 |
127.0 |
45.4% |
879.0 |
ATR |
263.2 |
273.4 |
10.3 |
3.9% |
0.0 |
Volume |
55,066 |
75,246 |
20,180 |
36.6% |
274,355 |
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,954.7 |
13,726.3 |
12,907.9 |
|
R3 |
13,547.7 |
13,319.3 |
12,795.9 |
|
R2 |
13,140.7 |
13,140.7 |
12,758.6 |
|
R1 |
12,912.3 |
12,912.3 |
12,721.3 |
12,823.0 |
PP |
12,733.7 |
12,733.7 |
12,733.7 |
12,689.0 |
S1 |
12,505.3 |
12,505.3 |
12,646.7 |
12,416.0 |
S2 |
12,326.7 |
12,326.7 |
12,609.4 |
|
S3 |
11,919.7 |
12,098.3 |
12,572.1 |
|
S4 |
11,512.7 |
11,691.3 |
12,460.2 |
|
|
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 |
13,218.0 |
12,555.0 |
663.0 |
5.2% |
269.2 |
2.1% |
19% |
False |
True |
64,383 |
10 |
13,590.0 |
12,555.0 |
1,035.0 |
8.2% |
301.4 |
2.4% |
12% |
False |
True |
42,737 |
20 |
13,590.0 |
12,555.0 |
1,035.0 |
8.2% |
262.0 |
2.1% |
12% |
False |
True |
21,509 |
40 |
13,957.0 |
12,555.0 |
1,402.0 |
11.1% |
187.1 |
1.5% |
9% |
False |
True |
10,766 |
60 |
13,957.0 |
12,377.0 |
1,580.0 |
12.5% |
189.3 |
1.5% |
19% |
False |
False |
7,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,691.8 |
2.618 |
14,027.5 |
1.618 |
13,620.5 |
1.000 |
13,369.0 |
0.618 |
13,213.5 |
HIGH |
12,962.0 |
0.618 |
12,806.5 |
0.500 |
12,758.5 |
0.382 |
12,710.5 |
LOW |
12,555.0 |
0.618 |
12,303.5 |
1.000 |
12,148.0 |
1.618 |
11,896.5 |
2.618 |
11,489.5 |
4.250 |
10,825.3 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,758.5 |
12,758.5 |
PP |
12,733.7 |
12,733.7 |
S1 |
12,708.8 |
12,708.8 |
|