| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,686.7 |
1,697.6 |
10.9 |
0.6% |
1,740.9 |
| High |
1,702.4 |
1,700.4 |
-2.0 |
-0.1% |
1,758.9 |
| Low |
1,675.4 |
1,681.9 |
6.5 |
0.4% |
1,675.4 |
| Close |
1,696.7 |
1,691.4 |
-5.3 |
-0.3% |
1,696.7 |
| Range |
27.0 |
18.5 |
-8.5 |
-31.5% |
83.5 |
| ATR |
23.8 |
23.4 |
-0.4 |
-1.6% |
0.0 |
| Volume |
2,977 |
1,223 |
-1,754 |
-58.9% |
25,515 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,746.7 |
1,737.6 |
1,701.6 |
|
| R3 |
1,728.2 |
1,719.1 |
1,696.5 |
|
| R2 |
1,709.7 |
1,709.7 |
1,694.8 |
|
| R1 |
1,700.6 |
1,700.6 |
1,693.1 |
1,695.9 |
| PP |
1,691.2 |
1,691.2 |
1,691.2 |
1,688.9 |
| S1 |
1,682.1 |
1,682.1 |
1,689.7 |
1,677.4 |
| S2 |
1,672.7 |
1,672.7 |
1,688.0 |
|
| S3 |
1,654.2 |
1,663.6 |
1,686.3 |
|
| S4 |
1,635.7 |
1,645.1 |
1,681.2 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,960.8 |
1,912.3 |
1,742.6 |
|
| R3 |
1,877.3 |
1,828.8 |
1,719.7 |
|
| R2 |
1,793.8 |
1,793.8 |
1,712.0 |
|
| R1 |
1,745.3 |
1,745.3 |
1,704.4 |
1,727.8 |
| PP |
1,710.3 |
1,710.3 |
1,710.3 |
1,701.6 |
| S1 |
1,661.8 |
1,661.8 |
1,689.0 |
1,644.3 |
| S2 |
1,626.8 |
1,626.8 |
1,681.4 |
|
| S3 |
1,543.3 |
1,578.3 |
1,673.7 |
|
| S4 |
1,459.8 |
1,494.8 |
1,650.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,755.0 |
1,675.4 |
79.6 |
4.7% |
26.3 |
1.6% |
20% |
False |
False |
4,968 |
| 10 |
1,758.9 |
1,675.4 |
83.5 |
4.9% |
25.2 |
1.5% |
19% |
False |
False |
3,890 |
| 20 |
1,790.9 |
1,675.4 |
115.5 |
6.8% |
22.8 |
1.3% |
14% |
False |
False |
2,791 |
| 40 |
1,836.7 |
1,675.4 |
161.3 |
9.5% |
21.4 |
1.3% |
10% |
False |
False |
2,410 |
| 60 |
1,872.8 |
1,675.4 |
197.4 |
11.7% |
22.0 |
1.3% |
8% |
False |
False |
1,932 |
| 80 |
1,910.6 |
1,675.4 |
235.2 |
13.9% |
22.4 |
1.3% |
7% |
False |
False |
1,579 |
| 100 |
1,943.7 |
1,675.4 |
268.3 |
15.9% |
21.4 |
1.3% |
6% |
False |
False |
1,389 |
| 120 |
2,030.0 |
1,675.4 |
354.6 |
21.0% |
19.9 |
1.2% |
5% |
False |
False |
1,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,779.0 |
|
2.618 |
1,748.8 |
|
1.618 |
1,730.3 |
|
1.000 |
1,718.9 |
|
0.618 |
1,711.8 |
|
HIGH |
1,700.4 |
|
0.618 |
1,693.3 |
|
0.500 |
1,691.2 |
|
0.382 |
1,689.0 |
|
LOW |
1,681.9 |
|
0.618 |
1,670.5 |
|
1.000 |
1,663.4 |
|
1.618 |
1,652.0 |
|
2.618 |
1,633.5 |
|
4.250 |
1,603.3 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,691.3 |
1,698.1 |
| PP |
1,691.2 |
1,695.9 |
| S1 |
1,691.2 |
1,693.6 |
|