| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,740.9 |
1,748.4 |
7.5 |
0.4% |
1,736.1 |
| High |
1,758.9 |
1,755.0 |
-3.9 |
-0.2% |
1,752.1 |
| Low |
1,735.9 |
1,720.0 |
-15.9 |
-0.9% |
1,714.5 |
| Close |
1,753.3 |
1,730.3 |
-23.0 |
-1.3% |
1,741.1 |
| Range |
23.0 |
35.0 |
12.0 |
52.2% |
37.6 |
| ATR |
22.1 |
23.0 |
0.9 |
4.2% |
0.0 |
| Volume |
1,898 |
6,965 |
5,067 |
267.0% |
12,168 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,840.1 |
1,820.2 |
1,749.6 |
|
| R3 |
1,805.1 |
1,785.2 |
1,739.9 |
|
| R2 |
1,770.1 |
1,770.1 |
1,736.7 |
|
| R1 |
1,750.2 |
1,750.2 |
1,733.5 |
1,742.7 |
| PP |
1,735.1 |
1,735.1 |
1,735.1 |
1,731.3 |
| S1 |
1,715.2 |
1,715.2 |
1,727.1 |
1,707.7 |
| S2 |
1,700.1 |
1,700.1 |
1,723.9 |
|
| S3 |
1,665.1 |
1,680.2 |
1,720.7 |
|
| S4 |
1,630.1 |
1,645.2 |
1,711.1 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,848.7 |
1,832.5 |
1,761.8 |
|
| R3 |
1,811.1 |
1,794.9 |
1,751.4 |
|
| R2 |
1,773.5 |
1,773.5 |
1,748.0 |
|
| R1 |
1,757.3 |
1,757.3 |
1,744.5 |
1,765.4 |
| PP |
1,735.9 |
1,735.9 |
1,735.9 |
1,740.0 |
| S1 |
1,719.7 |
1,719.7 |
1,737.7 |
1,727.8 |
| S2 |
1,698.3 |
1,698.3 |
1,734.2 |
|
| S3 |
1,660.7 |
1,682.1 |
1,730.8 |
|
| S4 |
1,623.1 |
1,644.5 |
1,720.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,758.9 |
1,714.5 |
44.4 |
2.6% |
25.9 |
1.5% |
36% |
False |
False |
3,486 |
| 10 |
1,765.4 |
1,712.0 |
53.4 |
3.1% |
23.5 |
1.4% |
34% |
False |
False |
3,034 |
| 20 |
1,810.3 |
1,712.0 |
98.3 |
5.7% |
21.0 |
1.2% |
19% |
False |
False |
2,104 |
| 40 |
1,836.7 |
1,708.3 |
128.4 |
7.4% |
21.3 |
1.2% |
17% |
False |
False |
2,078 |
| 60 |
1,888.8 |
1,708.3 |
180.5 |
10.4% |
21.7 |
1.3% |
12% |
False |
False |
1,667 |
| 80 |
1,910.6 |
1,708.3 |
202.3 |
11.7% |
22.1 |
1.3% |
11% |
False |
False |
1,366 |
| 100 |
1,988.0 |
1,708.3 |
279.7 |
16.2% |
21.2 |
1.2% |
8% |
False |
False |
1,215 |
| 120 |
2,030.0 |
1,708.3 |
321.7 |
18.6% |
19.3 |
1.1% |
7% |
False |
False |
1,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,903.8 |
|
2.618 |
1,846.6 |
|
1.618 |
1,811.6 |
|
1.000 |
1,790.0 |
|
0.618 |
1,776.6 |
|
HIGH |
1,755.0 |
|
0.618 |
1,741.6 |
|
0.500 |
1,737.5 |
|
0.382 |
1,733.4 |
|
LOW |
1,720.0 |
|
0.618 |
1,698.4 |
|
1.000 |
1,685.0 |
|
1.618 |
1,663.4 |
|
2.618 |
1,628.4 |
|
4.250 |
1,571.3 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,737.5 |
1,739.5 |
| PP |
1,735.1 |
1,736.4 |
| S1 |
1,732.7 |
1,733.4 |
|