| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,503.0590 |
1,437.4940 |
-65.5650 |
-4.4% |
1,720.9750 |
| High |
1,504.0060 |
1,475.4060 |
-28.6000 |
-1.9% |
1,787.3340 |
| Low |
1,410.3400 |
1,286.1080 |
-124.2320 |
-8.8% |
1,410.3400 |
| Close |
1,437.4940 |
1,357.3790 |
-80.1150 |
-5.6% |
1,437.4940 |
| Range |
93.6660 |
189.2980 |
95.6320 |
102.1% |
376.9940 |
| ATR |
119.7556 |
124.7230 |
4.9673 |
4.1% |
0.0000 |
| Volume |
912,523 |
9,842 |
-902,681 |
-98.9% |
3,493,514 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.8583 |
1,838.4167 |
1,461.4929 |
|
| R3 |
1,751.5603 |
1,649.1187 |
1,409.4360 |
|
| R2 |
1,562.2623 |
1,562.2623 |
1,392.0836 |
|
| R1 |
1,459.8207 |
1,459.8207 |
1,374.7313 |
1,416.3925 |
| PP |
1,372.9643 |
1,372.9643 |
1,372.9643 |
1,351.2503 |
| S1 |
1,270.5227 |
1,270.5227 |
1,340.0267 |
1,227.0945 |
| S2 |
1,183.6663 |
1,183.6663 |
1,322.6744 |
|
| S3 |
994.3683 |
1,081.2247 |
1,305.3221 |
|
| S4 |
805.0703 |
891.9267 |
1,253.2651 |
|
|
| 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 |
1,752.2240 |
1,286.1080 |
466.1160 |
34.3% |
142.1358 |
10.5% |
15% |
False |
True |
699,532 |
| 10 |
1,787.3340 |
1,286.1080 |
501.2260 |
36.9% |
126.7672 |
9.3% |
14% |
False |
True |
601,793 |
| 20 |
1,787.3340 |
1,286.1080 |
501.2260 |
36.9% |
119.1874 |
8.8% |
14% |
False |
True |
626,952 |
| 40 |
2,028.6500 |
1,286.1080 |
742.5420 |
54.7% |
127.7866 |
9.4% |
10% |
False |
True |
643,672 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
75.7% |
124.2612 |
9.2% |
35% |
False |
False |
692,119 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
84.4% |
132.1930 |
9.7% |
41% |
False |
False |
675,597 |
| 100 |
2,977.8720 |
883.1590 |
2,094.7130 |
154.3% |
146.8493 |
10.8% |
23% |
False |
False |
629,748 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
198.7% |
151.0971 |
11.1% |
18% |
False |
False |
569,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,279.9225 |
|
2.618 |
1,970.9882 |
|
1.618 |
1,781.6902 |
|
1.000 |
1,664.7040 |
|
0.618 |
1,592.3922 |
|
HIGH |
1,475.4060 |
|
0.618 |
1,403.0942 |
|
0.500 |
1,380.7570 |
|
0.382 |
1,358.4198 |
|
LOW |
1,286.1080 |
|
0.618 |
1,169.1218 |
|
1.000 |
1,096.8100 |
|
1.618 |
979.8238 |
|
2.618 |
790.5258 |
|
4.250 |
481.5915 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,380.7570 |
1,469.4775 |
| PP |
1,372.9643 |
1,432.1113 |
| S1 |
1,365.1717 |
1,394.7452 |
|