| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,602.3110 |
1,503.0590 |
-99.2520 |
-6.2% |
1,720.9750 |
| High |
1,652.8470 |
1,504.0060 |
-148.8410 |
-9.0% |
1,787.3340 |
| Low |
1,467.3770 |
1,410.3400 |
-57.0370 |
-3.9% |
1,410.3400 |
| Close |
1,503.1730 |
1,437.4940 |
-65.6790 |
-4.4% |
1,437.4940 |
| Range |
185.4700 |
93.6660 |
-91.8040 |
-49.5% |
376.9940 |
| ATR |
121.7625 |
119.7556 |
-2.0069 |
-1.6% |
0.0000 |
| Volume |
971,430 |
912,523 |
-58,907 |
-6.1% |
3,493,514 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,731.6113 |
1,678.2187 |
1,489.0103 |
|
| R3 |
1,637.9453 |
1,584.5527 |
1,463.2522 |
|
| R2 |
1,544.2793 |
1,544.2793 |
1,454.6661 |
|
| R1 |
1,490.8867 |
1,490.8867 |
1,446.0801 |
1,470.7500 |
| PP |
1,450.6133 |
1,450.6133 |
1,450.6133 |
1,440.5450 |
| S1 |
1,397.2207 |
1,397.2207 |
1,428.9080 |
1,377.0840 |
| S2 |
1,356.9473 |
1,356.9473 |
1,420.3219 |
|
| S3 |
1,263.2813 |
1,303.5547 |
1,411.7359 |
|
| S4 |
1,169.6153 |
1,209.8887 |
1,385.9777 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.0380 |
2,433.7600 |
1,644.8407 |
|
| R3 |
2,299.0440 |
2,056.7660 |
1,541.1674 |
|
| R2 |
1,922.0500 |
1,922.0500 |
1,506.6096 |
|
| R1 |
1,679.7720 |
1,679.7720 |
1,472.0518 |
1,612.4140 |
| PP |
1,545.0560 |
1,545.0560 |
1,545.0560 |
1,511.3770 |
| S1 |
1,302.7780 |
1,302.7780 |
1,402.9362 |
1,235.4200 |
| S2 |
1,168.0620 |
1,168.0620 |
1,368.3784 |
|
| S3 |
791.0680 |
925.7840 |
1,333.8207 |
|
| S4 |
414.0740 |
548.7900 |
1,230.1473 |
|
|
| 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 |
1,410.3400 |
376.9940 |
26.2% |
122.7694 |
8.5% |
7% |
False |
True |
698,702 |
| 10 |
1,787.3340 |
1,410.3400 |
376.9940 |
26.2% |
117.5754 |
8.2% |
7% |
False |
True |
667,116 |
| 20 |
1,877.9650 |
1,410.3400 |
467.6250 |
32.5% |
119.5731 |
8.3% |
6% |
False |
True |
679,626 |
| 40 |
2,028.6500 |
1,359.1790 |
669.4710 |
46.6% |
126.1781 |
8.8% |
12% |
False |
False |
663,805 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
71.4% |
122.6839 |
8.5% |
42% |
False |
False |
703,915 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
79.7% |
130.8090 |
9.1% |
48% |
False |
False |
680,006 |
| 100 |
2,977.8720 |
883.1590 |
2,094.7130 |
145.7% |
146.4070 |
10.2% |
26% |
False |
False |
633,707 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
187.6% |
150.8770 |
10.5% |
21% |
False |
False |
573,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,902.0865 |
|
2.618 |
1,749.2236 |
|
1.618 |
1,655.5576 |
|
1.000 |
1,597.6720 |
|
0.618 |
1,561.8916 |
|
HIGH |
1,504.0060 |
|
0.618 |
1,468.2256 |
|
0.500 |
1,457.1730 |
|
0.382 |
1,446.1204 |
|
LOW |
1,410.3400 |
|
0.618 |
1,352.4544 |
|
1.000 |
1,316.6740 |
|
1.618 |
1,258.7884 |
|
2.618 |
1,165.1224 |
|
4.250 |
1,012.2595 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,457.1730 |
1,531.5935 |
| PP |
1,450.6133 |
1,500.2270 |
| S1 |
1,444.0537 |
1,468.8605 |
|