| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,671.0 |
12,560.0 |
-111.0 |
-0.9% |
13,175.0 |
| High |
12,882.0 |
12,804.0 |
-78.0 |
-0.6% |
13,590.0 |
| Low |
12,536.0 |
12,465.0 |
-71.0 |
-0.6% |
12,711.0 |
| Close |
12,783.0 |
12,559.0 |
-224.0 |
-1.8% |
12,744.0 |
| Range |
346.0 |
339.0 |
-7.0 |
-2.0% |
879.0 |
| ATR |
278.6 |
282.9 |
4.3 |
1.5% |
0.0 |
| Volume |
70,621 |
78,091 |
7,470 |
10.6% |
274,355 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,626.3 |
13,431.7 |
12,745.5 |
|
| R3 |
13,287.3 |
13,092.7 |
12,652.2 |
|
| R2 |
12,948.3 |
12,948.3 |
12,621.2 |
|
| R1 |
12,753.7 |
12,753.7 |
12,590.1 |
12,681.5 |
| PP |
12,609.3 |
12,609.3 |
12,609.3 |
12,573.3 |
| S1 |
12,414.7 |
12,414.7 |
12,527.9 |
12,342.5 |
| S2 |
12,270.3 |
12,270.3 |
12,496.9 |
|
| S3 |
11,931.3 |
12,075.7 |
12,465.8 |
|
| S4 |
11,592.3 |
11,736.7 |
12,372.6 |
|
|
| 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 |
12,962.0 |
12,465.0 |
497.0 |
4.0% |
315.4 |
2.5% |
19% |
False |
True |
71,699 |
| 10 |
13,590.0 |
12,465.0 |
1,125.0 |
9.0% |
308.2 |
2.5% |
8% |
False |
True |
56,829 |
| 20 |
13,590.0 |
12,465.0 |
1,125.0 |
9.0% |
284.2 |
2.3% |
8% |
False |
True |
28,939 |
| 40 |
13,957.0 |
12,465.0 |
1,492.0 |
11.9% |
199.3 |
1.6% |
6% |
False |
True |
14,483 |
| 60 |
13,957.0 |
12,377.0 |
1,580.0 |
12.6% |
199.0 |
1.6% |
12% |
False |
False |
9,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,244.8 |
|
2.618 |
13,691.5 |
|
1.618 |
13,352.5 |
|
1.000 |
13,143.0 |
|
0.618 |
13,013.5 |
|
HIGH |
12,804.0 |
|
0.618 |
12,674.5 |
|
0.500 |
12,634.5 |
|
0.382 |
12,594.5 |
|
LOW |
12,465.0 |
|
0.618 |
12,255.5 |
|
1.000 |
12,126.0 |
|
1.618 |
11,916.5 |
|
2.618 |
11,577.5 |
|
4.250 |
11,024.3 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,634.5 |
12,713.5 |
| PP |
12,609.3 |
12,662.0 |
| S1 |
12,584.2 |
12,610.5 |
|