| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,697.6 |
1,698.1 |
0.5 |
0.0% |
1,740.9 |
| High |
1,700.4 |
1,701.1 |
0.7 |
0.0% |
1,758.9 |
| Low |
1,681.9 |
1,681.6 |
-0.3 |
0.0% |
1,675.4 |
| Close |
1,691.4 |
1,684.2 |
-7.2 |
-0.4% |
1,696.7 |
| Range |
18.5 |
19.5 |
1.0 |
5.4% |
83.5 |
| ATR |
23.4 |
23.1 |
-0.3 |
-1.2% |
0.0 |
| Volume |
1,223 |
1,980 |
757 |
61.9% |
25,515 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,747.5 |
1,735.3 |
1,694.9 |
|
| R3 |
1,728.0 |
1,715.8 |
1,689.6 |
|
| R2 |
1,708.5 |
1,708.5 |
1,687.8 |
|
| R1 |
1,696.3 |
1,696.3 |
1,686.0 |
1,692.7 |
| PP |
1,689.0 |
1,689.0 |
1,689.0 |
1,687.1 |
| S1 |
1,676.8 |
1,676.8 |
1,682.4 |
1,673.2 |
| S2 |
1,669.5 |
1,669.5 |
1,680.6 |
|
| S3 |
1,650.0 |
1,657.3 |
1,678.8 |
|
| S4 |
1,630.5 |
1,637.8 |
1,673.5 |
|
|
| 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 |
1,730.0 |
1,675.4 |
54.6 |
3.2% |
23.2 |
1.4% |
16% |
False |
False |
3,971 |
| 10 |
1,758.9 |
1,675.4 |
83.5 |
5.0% |
24.6 |
1.5% |
11% |
False |
False |
3,728 |
| 20 |
1,790.9 |
1,675.4 |
115.5 |
6.9% |
22.7 |
1.3% |
8% |
False |
False |
2,775 |
| 40 |
1,836.7 |
1,675.4 |
161.3 |
9.6% |
21.4 |
1.3% |
5% |
False |
False |
2,437 |
| 60 |
1,872.8 |
1,675.4 |
197.4 |
11.7% |
22.1 |
1.3% |
4% |
False |
False |
1,955 |
| 80 |
1,910.6 |
1,675.4 |
235.2 |
14.0% |
22.4 |
1.3% |
4% |
False |
False |
1,603 |
| 100 |
1,943.7 |
1,675.4 |
268.3 |
15.9% |
21.5 |
1.3% |
3% |
False |
False |
1,398 |
| 120 |
2,030.0 |
1,675.4 |
354.6 |
21.1% |
19.9 |
1.2% |
2% |
False |
False |
1,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,784.0 |
|
2.618 |
1,752.2 |
|
1.618 |
1,732.7 |
|
1.000 |
1,720.6 |
|
0.618 |
1,713.2 |
|
HIGH |
1,701.1 |
|
0.618 |
1,693.7 |
|
0.500 |
1,691.4 |
|
0.382 |
1,689.0 |
|
LOW |
1,681.6 |
|
0.618 |
1,669.5 |
|
1.000 |
1,662.1 |
|
1.618 |
1,650.0 |
|
2.618 |
1,630.5 |
|
4.250 |
1,598.7 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,691.4 |
1,688.9 |
| PP |
1,689.0 |
1,687.3 |
| S1 |
1,686.6 |
1,685.8 |
|