| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,748.4 |
1,724.2 |
-24.2 |
-1.4% |
1,736.1 |
| High |
1,755.0 |
1,730.0 |
-25.0 |
-1.4% |
1,752.1 |
| Low |
1,720.0 |
1,717.6 |
-2.4 |
-0.1% |
1,714.5 |
| Close |
1,730.3 |
1,722.6 |
-7.7 |
-0.4% |
1,741.1 |
| Range |
35.0 |
12.4 |
-22.6 |
-64.6% |
37.6 |
| ATR |
23.0 |
22.2 |
-0.7 |
-3.2% |
0.0 |
| Volume |
6,965 |
8,556 |
1,591 |
22.8% |
12,168 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,760.6 |
1,754.0 |
1,729.4 |
|
| R3 |
1,748.2 |
1,741.6 |
1,726.0 |
|
| R2 |
1,735.8 |
1,735.8 |
1,724.9 |
|
| R1 |
1,729.2 |
1,729.2 |
1,723.7 |
1,726.3 |
| PP |
1,723.4 |
1,723.4 |
1,723.4 |
1,722.0 |
| S1 |
1,716.8 |
1,716.8 |
1,721.5 |
1,713.9 |
| S2 |
1,711.0 |
1,711.0 |
1,720.3 |
|
| S3 |
1,698.6 |
1,704.4 |
1,719.2 |
|
| S4 |
1,686.2 |
1,692.0 |
1,715.8 |
|
|
| 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 |
1,717.6 |
41.3 |
2.4% |
22.8 |
1.3% |
12% |
False |
True |
4,380 |
| 10 |
1,758.9 |
1,712.0 |
46.9 |
2.7% |
22.9 |
1.3% |
23% |
False |
False |
3,789 |
| 20 |
1,808.0 |
1,712.0 |
96.0 |
5.6% |
21.1 |
1.2% |
11% |
False |
False |
2,459 |
| 40 |
1,836.7 |
1,708.3 |
128.4 |
7.5% |
21.4 |
1.2% |
11% |
False |
False |
2,270 |
| 60 |
1,880.8 |
1,708.3 |
172.5 |
10.0% |
21.6 |
1.3% |
8% |
False |
False |
1,801 |
| 80 |
1,910.6 |
1,708.3 |
202.3 |
11.7% |
21.8 |
1.3% |
7% |
False |
False |
1,470 |
| 100 |
1,981.1 |
1,708.3 |
272.8 |
15.8% |
21.1 |
1.2% |
5% |
False |
False |
1,299 |
| 120 |
2,030.0 |
1,708.3 |
321.7 |
18.7% |
19.4 |
1.1% |
4% |
False |
False |
1,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,782.7 |
|
2.618 |
1,762.5 |
|
1.618 |
1,750.1 |
|
1.000 |
1,742.4 |
|
0.618 |
1,737.7 |
|
HIGH |
1,730.0 |
|
0.618 |
1,725.3 |
|
0.500 |
1,723.8 |
|
0.382 |
1,722.3 |
|
LOW |
1,717.6 |
|
0.618 |
1,709.9 |
|
1.000 |
1,705.2 |
|
1.618 |
1,697.5 |
|
2.618 |
1,685.1 |
|
4.250 |
1,664.9 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,723.8 |
1,738.3 |
| PP |
1,723.4 |
1,733.0 |
| S1 |
1,723.0 |
1,727.8 |
|