Trading Metrics calculated at close of trading on 23-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,695.3 |
1,692.5 |
-2.8 |
-0.2% |
1,697.6 |
High |
1,705.8 |
1,695.6 |
-10.2 |
-0.6% |
1,710.0 |
Low |
1,676.8 |
1,660.0 |
-16.8 |
-1.0% |
1,660.0 |
Close |
1,694.2 |
1,668.8 |
-25.4 |
-1.5% |
1,668.8 |
Range |
29.0 |
35.6 |
6.6 |
22.8% |
50.0 |
ATR |
24.3 |
25.1 |
0.8 |
3.3% |
0.0 |
Volume |
897 |
3,466 |
2,569 |
286.4% |
9,085 |
|
Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.6 |
1,760.8 |
1,688.4 |
|
R3 |
1,746.0 |
1,725.2 |
1,678.6 |
|
R2 |
1,710.4 |
1,710.4 |
1,675.3 |
|
R1 |
1,689.6 |
1,689.6 |
1,672.1 |
1,682.2 |
PP |
1,674.8 |
1,674.8 |
1,674.8 |
1,671.1 |
S1 |
1,654.0 |
1,654.0 |
1,665.5 |
1,646.6 |
S2 |
1,639.2 |
1,639.2 |
1,662.3 |
|
S3 |
1,603.6 |
1,618.4 |
1,659.0 |
|
S4 |
1,568.0 |
1,582.8 |
1,649.2 |
|
|
Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.6 |
1,799.2 |
1,696.3 |
|
R3 |
1,779.6 |
1,749.2 |
1,682.6 |
|
R2 |
1,729.6 |
1,729.6 |
1,678.0 |
|
R1 |
1,699.2 |
1,699.2 |
1,673.4 |
1,689.4 |
PP |
1,679.6 |
1,679.6 |
1,679.6 |
1,674.7 |
S1 |
1,649.2 |
1,649.2 |
1,664.2 |
1,639.4 |
S2 |
1,629.6 |
1,629.6 |
1,659.6 |
|
S3 |
1,579.6 |
1,599.2 |
1,655.1 |
|
S4 |
1,529.6 |
1,549.2 |
1,641.3 |
|
|
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 |
1,660.0 |
50.0 |
3.0% |
27.4 |
1.6% |
18% |
False |
True |
1,817 |
10 |
1,758.9 |
1,660.0 |
98.9 |
5.9% |
27.3 |
1.6% |
9% |
False |
True |
3,460 |
20 |
1,783.7 |
1,660.0 |
123.7 |
7.4% |
25.0 |
1.5% |
7% |
False |
True |
2,910 |
40 |
1,836.7 |
1,660.0 |
176.7 |
10.6% |
22.2 |
1.3% |
5% |
False |
True |
2,515 |
60 |
1,857.2 |
1,660.0 |
197.2 |
11.8% |
22.9 |
1.4% |
4% |
False |
True |
2,027 |
80 |
1,910.6 |
1,660.0 |
250.6 |
15.0% |
23.3 |
1.4% |
4% |
False |
True |
1,650 |
100 |
1,924.2 |
1,660.0 |
264.2 |
15.8% |
22.0 |
1.3% |
3% |
False |
True |
1,453 |
120 |
2,030.0 |
1,660.0 |
370.0 |
22.2% |
20.3 |
1.2% |
2% |
False |
True |
1,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,846.9 |
2.618 |
1,788.8 |
1.618 |
1,753.2 |
1.000 |
1,731.2 |
0.618 |
1,717.6 |
HIGH |
1,695.6 |
0.618 |
1,682.0 |
0.500 |
1,677.8 |
0.382 |
1,673.6 |
LOW |
1,660.0 |
0.618 |
1,638.0 |
1.000 |
1,624.4 |
1.618 |
1,602.4 |
2.618 |
1,566.8 |
4.250 |
1,508.7 |
|
|
Fisher Pivots for day following 23-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,677.8 |
1,685.0 |
PP |
1,674.8 |
1,679.6 |
S1 |
1,671.8 |
1,674.2 |
|