| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
11,847.45 |
11,892.72 |
45.27 |
0.4% |
12,645.06 |
| High |
11,951.13 |
12,062.52 |
111.39 |
0.9% |
12,752.83 |
| Low |
11,761.69 |
11,636.25 |
-125.44 |
-1.1% |
11,710.26 |
| Close |
11,851.54 |
11,637.79 |
-213.75 |
-1.8% |
11,861.38 |
| Range |
189.44 |
426.27 |
236.83 |
125.0% |
1,042.57 |
| ATR |
274.24 |
285.10 |
10.86 |
4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,057.66 |
12,774.00 |
11,872.24 |
|
| R3 |
12,631.39 |
12,347.73 |
11,755.01 |
|
| R2 |
12,205.12 |
12,205.12 |
11,715.94 |
|
| R1 |
11,921.46 |
11,921.46 |
11,676.86 |
11,850.16 |
| PP |
11,778.85 |
11,778.85 |
11,778.85 |
11,743.20 |
| S1 |
11,495.19 |
11,495.19 |
11,598.72 |
11,423.89 |
| S2 |
11,352.58 |
11,352.58 |
11,559.64 |
|
| S3 |
10,926.31 |
11,068.92 |
11,520.57 |
|
| S4 |
10,500.04 |
10,642.65 |
11,403.34 |
|
|
| 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 |
12,152.74 |
11,636.25 |
516.49 |
4.4% |
252.91 |
2.2% |
0% |
False |
True |
|
| 10 |
12,752.83 |
11,636.25 |
1,116.58 |
9.6% |
238.02 |
2.0% |
0% |
False |
True |
|
| 20 |
13,172.44 |
11,636.25 |
1,536.19 |
13.2% |
259.68 |
2.2% |
0% |
False |
True |
|
| 40 |
13,720.91 |
11,636.25 |
2,084.66 |
17.9% |
243.37 |
2.1% |
0% |
False |
True |
|
| 60 |
13,720.91 |
11,326.18 |
2,394.73 |
20.6% |
252.91 |
2.2% |
13% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
23.1% |
260.38 |
2.2% |
22% |
False |
False |
|
| 100 |
13,720.91 |
11,037.21 |
2,683.70 |
23.1% |
288.12 |
2.5% |
22% |
False |
False |
|
| 120 |
15,161.89 |
11,037.21 |
4,124.68 |
35.4% |
294.58 |
2.5% |
15% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,874.17 |
|
2.618 |
13,178.49 |
|
1.618 |
12,752.22 |
|
1.000 |
12,488.79 |
|
0.618 |
12,325.95 |
|
HIGH |
12,062.52 |
|
0.618 |
11,899.68 |
|
0.500 |
11,849.39 |
|
0.382 |
11,799.09 |
|
LOW |
11,636.25 |
|
0.618 |
11,372.82 |
|
1.000 |
11,209.98 |
|
1.618 |
10,946.55 |
|
2.618 |
10,520.28 |
|
4.250 |
9,824.60 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,849.39 |
11,849.39 |
| PP |
11,778.85 |
11,778.85 |
| S1 |
11,708.32 |
11,708.32 |
|