Trading Metrics calculated at close of trading on 22-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,685.9 |
1,695.3 |
9.4 |
0.6% |
1,740.9 |
High |
1,710.0 |
1,705.8 |
-4.2 |
-0.2% |
1,758.9 |
Low |
1,675.6 |
1,676.8 |
1.2 |
0.1% |
1,675.4 |
Close |
1,688.8 |
1,694.2 |
5.4 |
0.3% |
1,696.7 |
Range |
34.4 |
29.0 |
-5.4 |
-15.7% |
83.5 |
ATR |
23.9 |
24.3 |
0.4 |
1.5% |
0.0 |
Volume |
1,519 |
897 |
-622 |
-40.9% |
25,515 |
|
Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.3 |
1,765.7 |
1,710.2 |
|
R3 |
1,750.3 |
1,736.7 |
1,702.2 |
|
R2 |
1,721.3 |
1,721.3 |
1,699.5 |
|
R1 |
1,707.7 |
1,707.7 |
1,696.9 |
1,700.0 |
PP |
1,692.3 |
1,692.3 |
1,692.3 |
1,688.4 |
S1 |
1,678.7 |
1,678.7 |
1,691.5 |
1,671.0 |
S2 |
1,663.3 |
1,663.3 |
1,688.9 |
|
S3 |
1,634.3 |
1,649.7 |
1,686.2 |
|
S4 |
1,605.3 |
1,620.7 |
1,678.3 |
|
|
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 |
1,710.0 |
1,675.4 |
34.6 |
2.0% |
25.7 |
1.5% |
54% |
False |
False |
1,719 |
10 |
1,758.9 |
1,675.4 |
83.5 |
4.9% |
25.7 |
1.5% |
23% |
False |
False |
3,336 |
20 |
1,790.9 |
1,675.4 |
115.5 |
6.8% |
24.0 |
1.4% |
16% |
False |
False |
2,783 |
40 |
1,836.7 |
1,675.4 |
161.3 |
9.5% |
21.9 |
1.3% |
12% |
False |
False |
2,462 |
60 |
1,866.8 |
1,675.4 |
191.4 |
11.3% |
22.7 |
1.3% |
10% |
False |
False |
1,982 |
80 |
1,910.6 |
1,675.4 |
235.2 |
13.9% |
23.1 |
1.4% |
8% |
False |
False |
1,612 |
100 |
1,924.2 |
1,675.4 |
248.8 |
14.7% |
21.9 |
1.3% |
8% |
False |
False |
1,419 |
120 |
2,030.0 |
1,675.4 |
354.6 |
20.9% |
20.1 |
1.2% |
5% |
False |
False |
1,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.1 |
2.618 |
1,781.7 |
1.618 |
1,752.7 |
1.000 |
1,734.8 |
0.618 |
1,723.7 |
HIGH |
1,705.8 |
0.618 |
1,694.7 |
0.500 |
1,691.3 |
0.382 |
1,687.9 |
LOW |
1,676.8 |
0.618 |
1,658.9 |
1.000 |
1,647.8 |
1.618 |
1,629.9 |
2.618 |
1,600.9 |
4.250 |
1,553.6 |
|
|
Fisher Pivots for day following 22-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,693.2 |
1,693.7 |
PP |
1,692.3 |
1,693.3 |
S1 |
1,691.3 |
1,692.8 |
|