Trading Metrics calculated at close of trading on 19-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
11,778.29 |
11,756.03 |
-22.26 |
-0.2% |
12,645.06 |
High |
11,873.49 |
11,956.79 |
83.30 |
0.7% |
12,752.83 |
Low |
11,710.26 |
11,756.03 |
45.77 |
0.4% |
11,710.26 |
Close |
11,861.38 |
11,953.27 |
91.89 |
0.8% |
11,861.38 |
Range |
163.23 |
200.76 |
37.53 |
23.0% |
1,042.57 |
ATR |
286.74 |
280.60 |
-6.14 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,490.98 |
12,422.88 |
12,063.69 |
|
R3 |
12,290.22 |
12,222.12 |
12,008.48 |
|
R2 |
12,089.46 |
12,089.46 |
11,990.08 |
|
R1 |
12,021.36 |
12,021.36 |
11,971.67 |
12,055.41 |
PP |
11,888.70 |
11,888.70 |
11,888.70 |
11,905.72 |
S1 |
11,820.60 |
11,820.60 |
11,934.87 |
11,854.65 |
S2 |
11,687.94 |
11,687.94 |
11,916.46 |
|
S3 |
11,487.18 |
11,619.84 |
11,898.06 |
|
S4 |
11,286.42 |
11,419.08 |
11,842.85 |
|
|
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 |
12,420.01 |
11,710.26 |
709.75 |
5.9% |
243.40 |
2.0% |
34% |
False |
False |
|
10 |
12,752.83 |
11,710.26 |
1,042.57 |
8.7% |
225.44 |
1.9% |
23% |
False |
False |
|
20 |
13,172.44 |
11,710.26 |
1,462.18 |
12.2% |
246.47 |
2.1% |
17% |
False |
False |
|
40 |
13,720.91 |
11,710.26 |
2,010.65 |
16.8% |
237.43 |
2.0% |
12% |
False |
False |
|
60 |
13,720.91 |
11,326.18 |
2,394.73 |
20.0% |
251.06 |
2.1% |
26% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.5% |
262.06 |
2.2% |
34% |
False |
False |
|
100 |
13,720.91 |
11,037.21 |
2,683.70 |
22.5% |
290.07 |
2.4% |
34% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
35.4% |
293.16 |
2.5% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,810.02 |
2.618 |
12,482.38 |
1.618 |
12,281.62 |
1.000 |
12,157.55 |
0.618 |
12,080.86 |
HIGH |
11,956.79 |
0.618 |
11,880.10 |
0.500 |
11,856.41 |
0.382 |
11,832.72 |
LOW |
11,756.03 |
0.618 |
11,631.96 |
1.000 |
11,555.27 |
1.618 |
11,431.20 |
2.618 |
11,230.44 |
4.250 |
10,902.80 |
|
|
Fisher Pivots for day following 19-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,920.98 |
11,946.01 |
PP |
11,888.70 |
11,938.76 |
S1 |
11,856.41 |
11,931.50 |
|