| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,698.1 |
1,685.9 |
-12.2 |
-0.7% |
1,740.9 |
| High |
1,701.1 |
1,710.0 |
8.9 |
0.5% |
1,758.9 |
| Low |
1,681.6 |
1,675.6 |
-6.0 |
-0.4% |
1,675.4 |
| Close |
1,684.2 |
1,688.8 |
4.6 |
0.3% |
1,696.7 |
| Range |
19.5 |
34.4 |
14.9 |
76.4% |
83.5 |
| ATR |
23.1 |
23.9 |
0.8 |
3.5% |
0.0 |
| Volume |
1,980 |
1,519 |
-461 |
-23.3% |
25,515 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,794.7 |
1,776.1 |
1,707.7 |
|
| R3 |
1,760.3 |
1,741.7 |
1,698.3 |
|
| R2 |
1,725.9 |
1,725.9 |
1,695.1 |
|
| R1 |
1,707.3 |
1,707.3 |
1,692.0 |
1,716.6 |
| PP |
1,691.5 |
1,691.5 |
1,691.5 |
1,696.1 |
| S1 |
1,672.9 |
1,672.9 |
1,685.6 |
1,682.2 |
| S2 |
1,657.1 |
1,657.1 |
1,682.5 |
|
| S3 |
1,622.7 |
1,638.5 |
1,679.3 |
|
| S4 |
1,588.3 |
1,604.1 |
1,669.9 |
|
|
| 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 |
1,720.8 |
1,675.4 |
45.4 |
2.7% |
27.6 |
1.6% |
30% |
False |
False |
2,563 |
| 10 |
1,758.9 |
1,675.4 |
83.5 |
4.9% |
25.2 |
1.5% |
16% |
False |
False |
3,472 |
| 20 |
1,790.9 |
1,675.4 |
115.5 |
6.8% |
23.3 |
1.4% |
12% |
False |
False |
2,821 |
| 40 |
1,836.7 |
1,675.4 |
161.3 |
9.6% |
22.0 |
1.3% |
8% |
False |
False |
2,464 |
| 60 |
1,866.8 |
1,675.4 |
191.4 |
11.3% |
22.3 |
1.3% |
7% |
False |
False |
1,972 |
| 80 |
1,910.6 |
1,675.4 |
235.2 |
13.9% |
22.8 |
1.3% |
6% |
False |
False |
1,604 |
| 100 |
1,943.7 |
1,675.4 |
268.3 |
15.9% |
21.7 |
1.3% |
5% |
False |
False |
1,411 |
| 120 |
2,030.0 |
1,675.4 |
354.6 |
21.0% |
20.1 |
1.2% |
4% |
False |
False |
1,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,856.2 |
|
2.618 |
1,800.1 |
|
1.618 |
1,765.7 |
|
1.000 |
1,744.4 |
|
0.618 |
1,731.3 |
|
HIGH |
1,710.0 |
|
0.618 |
1,696.9 |
|
0.500 |
1,692.8 |
|
0.382 |
1,688.7 |
|
LOW |
1,675.6 |
|
0.618 |
1,654.3 |
|
1.000 |
1,641.2 |
|
1.618 |
1,619.9 |
|
2.618 |
1,585.5 |
|
4.250 |
1,529.4 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,692.8 |
1,692.8 |
| PP |
1,691.5 |
1,691.5 |
| S1 |
1,690.1 |
1,690.1 |
|