Trading Metrics calculated at close of trading on 13-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
12,645.06 |
12,364.83 |
-280.23 |
-2.2% |
12,127.00 |
High |
12,752.83 |
12,420.01 |
-332.82 |
-2.6% |
12,610.43 |
Low |
12,639.76 |
12,004.42 |
-635.34 |
-5.0% |
11,928.81 |
Close |
12,739.72 |
12,033.62 |
-706.10 |
-5.5% |
12,588.29 |
Range |
113.07 |
415.59 |
302.52 |
267.6% |
681.62 |
ATR |
270.20 |
303.42 |
33.22 |
12.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,399.45 |
13,132.13 |
12,262.19 |
|
R3 |
12,983.86 |
12,716.54 |
12,147.91 |
|
R2 |
12,568.27 |
12,568.27 |
12,109.81 |
|
R1 |
12,300.95 |
12,300.95 |
12,071.72 |
12,226.82 |
PP |
12,152.68 |
12,152.68 |
12,152.68 |
12,115.62 |
S1 |
11,885.36 |
11,885.36 |
11,995.52 |
11,811.23 |
S2 |
11,737.09 |
11,737.09 |
11,957.43 |
|
S3 |
11,321.50 |
11,469.77 |
11,919.33 |
|
S4 |
10,905.91 |
11,054.18 |
11,805.05 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,420.70 |
14,186.12 |
12,963.18 |
|
R3 |
13,739.08 |
13,504.50 |
12,775.74 |
|
R2 |
13,057.46 |
13,057.46 |
12,713.25 |
|
R1 |
12,822.88 |
12,822.88 |
12,650.77 |
12,940.17 |
PP |
12,375.84 |
12,375.84 |
12,375.84 |
12,434.49 |
S1 |
12,141.26 |
12,141.26 |
12,525.81 |
12,258.55 |
S2 |
11,694.22 |
11,694.22 |
12,463.33 |
|
S3 |
11,012.60 |
11,459.64 |
12,400.84 |
|
S4 |
10,330.98 |
10,778.02 |
12,213.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,752.83 |
12,004.42 |
748.41 |
6.2% |
246.85 |
2.1% |
4% |
False |
True |
|
10 |
12,752.83 |
11,928.81 |
824.02 |
6.8% |
270.75 |
2.2% |
13% |
False |
False |
|
20 |
13,720.91 |
11,928.81 |
1,792.10 |
14.9% |
244.07 |
2.0% |
6% |
False |
False |
|
40 |
13,720.91 |
11,928.81 |
1,792.10 |
14.9% |
246.28 |
2.0% |
6% |
False |
False |
|
60 |
13,720.91 |
11,089.93 |
2,630.98 |
21.9% |
253.62 |
2.1% |
36% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.3% |
268.85 |
2.2% |
37% |
False |
False |
|
100 |
14,277.21 |
11,037.21 |
3,240.00 |
26.9% |
299.57 |
2.5% |
31% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
35.1% |
295.43 |
2.5% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,186.27 |
2.618 |
13,508.02 |
1.618 |
13,092.43 |
1.000 |
12,835.60 |
0.618 |
12,676.84 |
HIGH |
12,420.01 |
0.618 |
12,261.25 |
0.500 |
12,212.22 |
0.382 |
12,163.18 |
LOW |
12,004.42 |
0.618 |
11,747.59 |
1.000 |
11,588.83 |
1.618 |
11,332.00 |
2.618 |
10,916.41 |
4.250 |
10,238.16 |
|
|
Fisher Pivots for day following 13-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,212.22 |
12,378.63 |
PP |
12,152.68 |
12,263.62 |
S1 |
12,093.15 |
12,148.62 |
|