Trading Metrics calculated at close of trading on 20-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
30,722.86 |
30,888.53 |
165.67 |
0.5% |
32,159.49 |
High |
31,026.89 |
30,888.53 |
-138.36 |
-0.4% |
32,504.04 |
Low |
30,559.37 |
30,465.91 |
-93.46 |
-0.3% |
30,550.08 |
Close |
31,019.68 |
30,706.23 |
-313.45 |
-1.0% |
30,822.42 |
Range |
467.52 |
422.62 |
-44.90 |
-9.6% |
1,953.96 |
ATR |
505.57 |
509.01 |
3.44 |
0.7% |
0.00 |
Volume |
296,568,597 |
320,689,124 |
24,120,527 |
8.1% |
2,108,644,037 |
|
Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,954.75 |
31,753.11 |
30,938.67 |
|
R3 |
31,532.13 |
31,330.49 |
30,822.45 |
|
R2 |
31,109.51 |
31,109.51 |
30,783.71 |
|
R1 |
30,907.87 |
30,907.87 |
30,744.97 |
30,797.38 |
PP |
30,686.89 |
30,686.89 |
30,686.89 |
30,631.65 |
S1 |
30,485.25 |
30,485.25 |
30,667.49 |
30,374.76 |
S2 |
30,264.27 |
30,264.27 |
30,628.75 |
|
S3 |
29,841.65 |
30,062.63 |
30,590.01 |
|
S4 |
29,419.03 |
29,640.01 |
30,473.79 |
|
|
Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,154.06 |
35,942.20 |
31,897.10 |
|
R3 |
35,200.10 |
33,988.24 |
31,359.76 |
|
R2 |
33,246.14 |
33,246.14 |
31,180.65 |
|
R1 |
32,034.28 |
32,034.28 |
31,001.53 |
31,663.23 |
PP |
31,292.18 |
31,292.18 |
31,292.18 |
31,106.66 |
S1 |
30,080.32 |
30,080.32 |
30,643.31 |
29,709.27 |
S2 |
29,338.22 |
29,338.22 |
30,464.19 |
|
S3 |
27,384.26 |
28,126.36 |
30,285.08 |
|
S4 |
25,430.30 |
26,172.40 |
29,747.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
31,277.69 |
30,465.91 |
811.78 |
2.6% |
398.82 |
1.3% |
30% |
False |
True |
389,628,351 |
10 |
32,504.04 |
30,465.91 |
2,038.13 |
6.6% |
468.91 |
1.5% |
12% |
False |
True |
373,774,728 |
20 |
33,364.70 |
30,465.91 |
2,898.79 |
9.4% |
491.17 |
1.6% |
8% |
False |
True |
347,427,583 |
40 |
34,281.36 |
30,465.91 |
3,815.45 |
12.4% |
423.39 |
1.4% |
6% |
False |
True |
332,422,957 |
60 |
34,281.36 |
30,143.93 |
4,137.43 |
13.5% |
438.23 |
1.4% |
14% |
False |
False |
325,676,613 |
80 |
34,281.36 |
29,653.29 |
4,628.07 |
15.1% |
471.73 |
1.5% |
23% |
False |
False |
339,439,611 |
100 |
34,281.36 |
29,653.29 |
4,628.07 |
15.1% |
521.08 |
1.7% |
23% |
False |
False |
358,524,546 |
120 |
35,492.22 |
29,653.29 |
5,838.93 |
19.0% |
519.66 |
1.7% |
18% |
False |
False |
357,369,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,684.67 |
2.618 |
31,994.95 |
1.618 |
31,572.33 |
1.000 |
31,311.15 |
0.618 |
31,149.71 |
HIGH |
30,888.53 |
0.618 |
30,727.09 |
0.500 |
30,677.22 |
0.382 |
30,627.35 |
LOW |
30,465.91 |
0.618 |
30,204.73 |
1.000 |
30,043.29 |
1.618 |
29,782.11 |
2.618 |
29,359.49 |
4.250 |
28,669.78 |
|
|
Fisher Pivots for day following 20-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
30,696.56 |
30,746.40 |
PP |
30,686.89 |
30,733.01 |
S1 |
30,677.22 |
30,719.62 |
|