Trading Metrics calculated at close of trading on 15-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,724.2 |
1,720.2 |
-4.0 |
-0.2% |
1,736.1 |
High |
1,730.0 |
1,720.8 |
-9.2 |
-0.5% |
1,752.1 |
Low |
1,717.6 |
1,682.3 |
-35.3 |
-2.1% |
1,714.5 |
Close |
1,722.6 |
1,690.6 |
-32.0 |
-1.9% |
1,741.1 |
Range |
12.4 |
38.5 |
26.1 |
210.5% |
37.6 |
ATR |
22.2 |
23.5 |
1.3 |
5.8% |
0.0 |
Volume |
8,556 |
5,119 |
-3,437 |
-40.2% |
12,168 |
|
Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.4 |
1,790.5 |
1,711.8 |
|
R3 |
1,774.9 |
1,752.0 |
1,701.2 |
|
R2 |
1,736.4 |
1,736.4 |
1,697.7 |
|
R1 |
1,713.5 |
1,713.5 |
1,694.1 |
1,705.7 |
PP |
1,697.9 |
1,697.9 |
1,697.9 |
1,694.0 |
S1 |
1,675.0 |
1,675.0 |
1,687.1 |
1,667.2 |
S2 |
1,659.4 |
1,659.4 |
1,683.5 |
|
S3 |
1,620.9 |
1,636.5 |
1,680.0 |
|
S4 |
1,582.4 |
1,598.0 |
1,669.4 |
|
|
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 |
1,682.3 |
76.6 |
4.5% |
25.6 |
1.5% |
11% |
False |
True |
4,952 |
10 |
1,758.9 |
1,682.3 |
76.6 |
4.5% |
25.1 |
1.5% |
11% |
False |
True |
4,120 |
20 |
1,798.8 |
1,682.3 |
116.5 |
6.9% |
21.9 |
1.3% |
7% |
False |
True |
2,687 |
40 |
1,836.7 |
1,682.3 |
154.4 |
9.1% |
21.8 |
1.3% |
5% |
False |
True |
2,366 |
60 |
1,880.8 |
1,682.3 |
198.5 |
11.7% |
22.0 |
1.3% |
4% |
False |
True |
1,877 |
80 |
1,910.6 |
1,682.3 |
228.3 |
13.5% |
22.2 |
1.3% |
4% |
False |
True |
1,533 |
100 |
1,960.0 |
1,682.3 |
277.7 |
16.4% |
21.3 |
1.3% |
3% |
False |
True |
1,350 |
120 |
2,030.0 |
1,682.3 |
347.7 |
20.6% |
19.7 |
1.2% |
2% |
False |
True |
1,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.4 |
2.618 |
1,821.6 |
1.618 |
1,783.1 |
1.000 |
1,759.3 |
0.618 |
1,744.6 |
HIGH |
1,720.8 |
0.618 |
1,706.1 |
0.500 |
1,701.6 |
0.382 |
1,697.0 |
LOW |
1,682.3 |
0.618 |
1,658.5 |
1.000 |
1,643.8 |
1.618 |
1,620.0 |
2.618 |
1,581.5 |
4.250 |
1,518.7 |
|
|
Fisher Pivots for day following 15-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,701.6 |
1,718.7 |
PP |
1,697.9 |
1,709.3 |
S1 |
1,694.3 |
1,700.0 |
|