Trading Metrics calculated at close of trading on 16-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
12,041.71 |
11,778.29 |
-263.42 |
-2.2% |
12,645.06 |
High |
12,152.74 |
11,873.49 |
-279.25 |
-2.3% |
12,752.83 |
Low |
11,867.88 |
11,710.26 |
-157.62 |
-1.3% |
11,710.26 |
Close |
11,927.49 |
11,861.38 |
-66.11 |
-0.6% |
11,861.38 |
Range |
284.86 |
163.23 |
-121.63 |
-42.7% |
1,042.57 |
ATR |
292.09 |
286.74 |
-5.35 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,304.73 |
12,246.29 |
11,951.16 |
|
R3 |
12,141.50 |
12,083.06 |
11,906.27 |
|
R2 |
11,978.27 |
11,978.27 |
11,891.31 |
|
R1 |
11,919.83 |
11,919.83 |
11,876.34 |
11,949.05 |
PP |
11,815.04 |
11,815.04 |
11,815.04 |
11,829.66 |
S1 |
11,756.60 |
11,756.60 |
11,846.42 |
11,785.82 |
S2 |
11,651.81 |
11,651.81 |
11,831.45 |
|
S3 |
11,488.58 |
11,593.37 |
11,816.49 |
|
S4 |
11,325.35 |
11,430.14 |
11,771.60 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,235.87 |
14,591.19 |
12,434.79 |
|
R3 |
14,193.30 |
13,548.62 |
12,148.09 |
|
R2 |
13,150.73 |
13,150.73 |
12,052.52 |
|
R1 |
12,506.05 |
12,506.05 |
11,956.95 |
12,307.11 |
PP |
12,108.16 |
12,108.16 |
12,108.16 |
12,008.68 |
S1 |
11,463.48 |
11,463.48 |
11,765.81 |
11,264.54 |
S2 |
11,065.59 |
11,065.59 |
11,670.24 |
|
S3 |
10,023.02 |
10,420.91 |
11,574.67 |
|
S4 |
8,980.45 |
9,378.34 |
11,287.97 |
|
|
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 |
11,710.26 |
1,042.57 |
8.8% |
225.86 |
1.9% |
14% |
False |
True |
|
10 |
12,752.83 |
11,710.26 |
1,042.57 |
8.8% |
246.94 |
2.1% |
14% |
False |
True |
|
20 |
13,402.61 |
11,710.26 |
1,692.35 |
14.3% |
246.02 |
2.1% |
9% |
False |
True |
|
40 |
13,720.91 |
11,710.26 |
2,010.65 |
17.0% |
240.91 |
2.0% |
8% |
False |
True |
|
60 |
13,720.91 |
11,326.18 |
2,394.73 |
20.2% |
251.24 |
2.1% |
22% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.6% |
262.86 |
2.2% |
31% |
False |
False |
|
100 |
13,720.91 |
11,037.21 |
2,683.70 |
22.6% |
292.36 |
2.5% |
31% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
35.6% |
293.84 |
2.5% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,567.22 |
2.618 |
12,300.83 |
1.618 |
12,137.60 |
1.000 |
12,036.72 |
0.618 |
11,974.37 |
HIGH |
11,873.49 |
0.618 |
11,811.14 |
0.500 |
11,791.88 |
0.382 |
11,772.61 |
LOW |
11,710.26 |
0.618 |
11,609.38 |
1.000 |
11,547.03 |
1.618 |
11,446.15 |
2.618 |
11,282.92 |
4.250 |
11,016.53 |
|
|
Fisher Pivots for day following 16-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,838.21 |
11,939.62 |
PP |
11,815.04 |
11,913.54 |
S1 |
11,791.88 |
11,887.46 |
|