Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
12,918.0 |
12,671.0 |
-247.0 |
-1.9% |
13,175.0 |
High |
12,962.0 |
12,882.0 |
-80.0 |
-0.6% |
13,590.0 |
Low |
12,555.0 |
12,536.0 |
-19.0 |
-0.2% |
12,711.0 |
Close |
12,684.0 |
12,783.0 |
99.0 |
0.8% |
12,744.0 |
Range |
407.0 |
346.0 |
-61.0 |
-15.0% |
879.0 |
ATR |
273.4 |
278.6 |
5.2 |
1.9% |
0.0 |
Volume |
75,246 |
70,621 |
-4,625 |
-6.1% |
274,355 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,771.7 |
13,623.3 |
12,973.3 |
|
R3 |
13,425.7 |
13,277.3 |
12,878.2 |
|
R2 |
13,079.7 |
13,079.7 |
12,846.4 |
|
R1 |
12,931.3 |
12,931.3 |
12,814.7 |
13,005.5 |
PP |
12,733.7 |
12,733.7 |
12,733.7 |
12,770.8 |
S1 |
12,585.3 |
12,585.3 |
12,751.3 |
12,659.5 |
S2 |
12,387.7 |
12,387.7 |
12,719.6 |
|
S3 |
12,041.7 |
12,239.3 |
12,687.9 |
|
S4 |
11,695.7 |
11,893.3 |
12,592.7 |
|
|
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 |
13,135.0 |
12,536.0 |
599.0 |
4.7% |
289.2 |
2.3% |
41% |
False |
True |
67,656 |
10 |
13,590.0 |
12,536.0 |
1,054.0 |
8.2% |
308.5 |
2.4% |
23% |
False |
True |
49,700 |
20 |
13,590.0 |
12,536.0 |
1,054.0 |
8.2% |
274.3 |
2.1% |
23% |
False |
True |
25,037 |
40 |
13,957.0 |
12,536.0 |
1,421.0 |
11.1% |
193.8 |
1.5% |
17% |
False |
True |
12,531 |
60 |
13,957.0 |
12,377.0 |
1,580.0 |
12.4% |
194.4 |
1.5% |
26% |
False |
False |
8,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,352.5 |
2.618 |
13,787.8 |
1.618 |
13,441.8 |
1.000 |
13,228.0 |
0.618 |
13,095.8 |
HIGH |
12,882.0 |
0.618 |
12,749.8 |
0.500 |
12,709.0 |
0.382 |
12,668.2 |
LOW |
12,536.0 |
0.618 |
12,322.2 |
1.000 |
12,190.0 |
1.618 |
11,976.2 |
2.618 |
11,630.2 |
4.250 |
11,065.5 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,758.3 |
12,771.7 |
PP |
12,733.7 |
12,760.3 |
S1 |
12,709.0 |
12,749.0 |
|