Trading Metrics calculated at close of trading on 22-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
11,892.72 |
11,577.22 |
-315.50 |
-2.7% |
12,645.06 |
High |
12,062.52 |
11,617.99 |
-444.53 |
-3.7% |
12,752.83 |
Low |
11,636.25 |
11,448.86 |
-187.39 |
-1.6% |
11,710.26 |
Close |
11,637.79 |
11,501.65 |
-136.14 |
-1.2% |
11,861.38 |
Range |
426.27 |
169.13 |
-257.14 |
-60.3% |
1,042.57 |
ATR |
285.10 |
278.23 |
-6.87 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,030.22 |
11,935.07 |
11,594.67 |
|
R3 |
11,861.09 |
11,765.94 |
11,548.16 |
|
R2 |
11,691.96 |
11,691.96 |
11,532.66 |
|
R1 |
11,596.81 |
11,596.81 |
11,517.15 |
11,559.82 |
PP |
11,522.83 |
11,522.83 |
11,522.83 |
11,504.34 |
S1 |
11,427.68 |
11,427.68 |
11,486.15 |
11,390.69 |
S2 |
11,353.70 |
11,353.70 |
11,470.64 |
|
S3 |
11,184.57 |
11,258.55 |
11,455.14 |
|
S4 |
11,015.44 |
11,089.42 |
11,408.63 |
|
|
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 |
12,062.52 |
11,448.86 |
613.66 |
5.3% |
229.77 |
2.0% |
9% |
False |
True |
|
10 |
12,752.83 |
11,448.86 |
1,303.97 |
11.3% |
229.61 |
2.0% |
4% |
False |
True |
|
20 |
13,172.44 |
11,448.86 |
1,723.58 |
15.0% |
260.56 |
2.3% |
3% |
False |
True |
|
40 |
13,720.91 |
11,448.86 |
2,272.05 |
19.8% |
237.56 |
2.1% |
2% |
False |
True |
|
60 |
13,720.91 |
11,326.18 |
2,394.73 |
20.8% |
247.39 |
2.2% |
7% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
23.3% |
259.03 |
2.3% |
17% |
False |
False |
|
100 |
13,720.91 |
11,037.21 |
2,683.70 |
23.3% |
283.88 |
2.5% |
17% |
False |
False |
|
120 |
15,161.89 |
11,037.21 |
4,124.68 |
35.9% |
293.88 |
2.6% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,336.79 |
2.618 |
12,060.77 |
1.618 |
11,891.64 |
1.000 |
11,787.12 |
0.618 |
11,722.51 |
HIGH |
11,617.99 |
0.618 |
11,553.38 |
0.500 |
11,533.43 |
0.382 |
11,513.47 |
LOW |
11,448.86 |
0.618 |
11,344.34 |
1.000 |
11,279.73 |
1.618 |
11,175.21 |
2.618 |
11,006.08 |
4.250 |
10,730.06 |
|
|
Fisher Pivots for day following 22-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
11,533.43 |
11,755.69 |
PP |
11,522.83 |
11,671.01 |
S1 |
11,512.24 |
11,586.33 |
|