Trading Metrics calculated at close of trading on 14-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
12,364.83 |
12,084.78 |
-280.05 |
-2.3% |
12,127.00 |
High |
12,420.01 |
12,168.98 |
-251.03 |
-2.0% |
12,610.43 |
Low |
12,004.42 |
12,016.43 |
12.01 |
0.1% |
11,928.81 |
Close |
12,033.62 |
12,134.40 |
100.78 |
0.8% |
12,588.29 |
Range |
415.59 |
152.55 |
-263.04 |
-63.3% |
681.62 |
ATR |
303.42 |
292.64 |
-10.78 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,564.25 |
12,501.88 |
12,218.30 |
|
R3 |
12,411.70 |
12,349.33 |
12,176.35 |
|
R2 |
12,259.15 |
12,259.15 |
12,162.37 |
|
R1 |
12,196.78 |
12,196.78 |
12,148.38 |
12,227.97 |
PP |
12,106.60 |
12,106.60 |
12,106.60 |
12,122.20 |
S1 |
12,044.23 |
12,044.23 |
12,120.42 |
12,075.42 |
S2 |
11,954.05 |
11,954.05 |
12,106.43 |
|
S3 |
11,801.50 |
11,891.68 |
12,092.45 |
|
S4 |
11,648.95 |
11,739.13 |
12,050.50 |
|
|
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% |
223.13 |
1.8% |
17% |
False |
False |
|
10 |
12,752.83 |
11,928.81 |
824.02 |
6.8% |
252.79 |
2.1% |
25% |
False |
False |
|
20 |
13,591.58 |
11,928.81 |
1,662.77 |
13.7% |
241.08 |
2.0% |
12% |
False |
False |
|
40 |
13,720.91 |
11,928.81 |
1,792.10 |
14.8% |
242.84 |
2.0% |
11% |
False |
False |
|
60 |
13,720.91 |
11,326.18 |
2,394.73 |
19.7% |
251.70 |
2.1% |
34% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.1% |
267.38 |
2.2% |
41% |
False |
False |
|
100 |
13,769.40 |
11,037.21 |
2,732.19 |
22.5% |
295.15 |
2.4% |
40% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
34.8% |
294.74 |
2.4% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,817.32 |
2.618 |
12,568.36 |
1.618 |
12,415.81 |
1.000 |
12,321.53 |
0.618 |
12,263.26 |
HIGH |
12,168.98 |
0.618 |
12,110.71 |
0.500 |
12,092.71 |
0.382 |
12,074.70 |
LOW |
12,016.43 |
0.618 |
11,922.15 |
1.000 |
11,863.88 |
1.618 |
11,769.60 |
2.618 |
11,617.05 |
4.250 |
11,368.09 |
|
|
Fisher Pivots for day following 14-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,120.50 |
12,378.63 |
PP |
12,106.60 |
12,297.22 |
S1 |
12,092.71 |
12,215.81 |
|