| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,644.9060 |
1,720.9750 |
76.0690 |
4.6% |
1,598.0180 |
| High |
1,741.7370 |
1,787.3340 |
45.5970 |
2.6% |
1,741.7370 |
| Low |
1,627.1350 |
1,694.8680 |
67.7330 |
4.2% |
1,494.2060 |
| Close |
1,721.2450 |
1,723.9790 |
2.7340 |
0.2% |
1,721.2450 |
| Range |
114.6020 |
92.4660 |
-22.1360 |
-19.3% |
247.5310 |
| ATR |
118.3617 |
116.5120 |
-1.8497 |
-1.6% |
0.0000 |
| Volume |
756,833 |
5,695 |
-751,138 |
-99.2% |
2,514,578 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.7917 |
1,960.8513 |
1,774.8353 |
|
| R3 |
1,920.3257 |
1,868.3853 |
1,749.4072 |
|
| R2 |
1,827.8597 |
1,827.8597 |
1,740.9311 |
|
| R1 |
1,775.9193 |
1,775.9193 |
1,732.4551 |
1,801.8895 |
| PP |
1,735.3937 |
1,735.3937 |
1,735.3937 |
1,748.3788 |
| S1 |
1,683.4533 |
1,683.4533 |
1,715.5030 |
1,709.4235 |
| S2 |
1,642.9277 |
1,642.9277 |
1,707.0269 |
|
| S3 |
1,550.4617 |
1,590.9873 |
1,698.5509 |
|
| S4 |
1,457.9957 |
1,498.5213 |
1,673.1227 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.9890 |
2,305.6480 |
1,857.3871 |
|
| R3 |
2,147.4580 |
2,058.1170 |
1,789.3160 |
|
| R2 |
1,899.9270 |
1,899.9270 |
1,766.6257 |
|
| R1 |
1,810.5860 |
1,810.5860 |
1,743.9353 |
1,855.2565 |
| PP |
1,652.3960 |
1,652.3960 |
1,652.3960 |
1,674.7313 |
| S1 |
1,563.0550 |
1,563.0550 |
1,698.5547 |
1,607.7255 |
| S2 |
1,404.8650 |
1,404.8650 |
1,675.8643 |
|
| S3 |
1,157.3340 |
1,315.5240 |
1,653.1740 |
|
| S4 |
909.8030 |
1,067.9930 |
1,585.1030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,787.3340 |
1,494.2060 |
293.1280 |
17.0% |
111.3986 |
6.5% |
78% |
True |
False |
504,054 |
| 10 |
1,787.3340 |
1,424.3700 |
362.9640 |
21.1% |
108.4498 |
6.3% |
83% |
True |
False |
587,984 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
35.1% |
113.9220 |
6.6% |
50% |
False |
False |
609,031 |
| 40 |
2,028.6500 |
1,193.2490 |
835.4010 |
48.5% |
131.9497 |
7.7% |
64% |
False |
False |
662,803 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
66.4% |
123.0488 |
7.1% |
73% |
False |
False |
685,933 |
| 80 |
2,086.6460 |
883.1590 |
1,203.4870 |
69.8% |
130.7055 |
7.6% |
70% |
False |
False |
652,601 |
| 100 |
3,176.1690 |
883.1590 |
2,293.0100 |
133.0% |
148.4769 |
8.6% |
37% |
False |
False |
605,745 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
156.4% |
152.5642 |
8.8% |
31% |
False |
False |
552,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.3145 |
|
2.618 |
2,029.4100 |
|
1.618 |
1,936.9440 |
|
1.000 |
1,879.8000 |
|
0.618 |
1,844.4780 |
|
HIGH |
1,787.3340 |
|
0.618 |
1,752.0120 |
|
0.500 |
1,741.1010 |
|
0.382 |
1,730.1900 |
|
LOW |
1,694.8680 |
|
0.618 |
1,637.7240 |
|
1.000 |
1,602.4020 |
|
1.618 |
1,545.2580 |
|
2.618 |
1,452.7920 |
|
4.250 |
1,301.8875 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,741.1010 |
1,713.3582 |
| PP |
1,735.3937 |
1,702.7373 |
| S1 |
1,729.6863 |
1,692.1165 |
|