| 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 |
1,437.4940 |
1,357.3790 |
-80.1150 |
-5.6% |
1,720.9750 |
| High |
1,475.4060 |
1,391.1650 |
-84.2410 |
-5.7% |
1,787.3340 |
| Low |
1,286.1080 |
1,331.8930 |
45.7850 |
3.6% |
1,410.3400 |
| Close |
1,357.3790 |
1,343.1610 |
-14.2180 |
-1.0% |
1,437.4940 |
| Range |
189.2980 |
59.2720 |
-130.0260 |
-68.7% |
376.9940 |
| ATR |
124.7230 |
120.0479 |
-4.6751 |
-3.7% |
0.0000 |
| Volume |
9,842 |
739,339 |
729,497 |
7,412.1% |
3,493,514 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,533.2223 |
1,497.4637 |
1,375.7606 |
|
| R3 |
1,473.9503 |
1,438.1917 |
1,359.4608 |
|
| R2 |
1,414.6783 |
1,414.6783 |
1,354.0275 |
|
| R1 |
1,378.9197 |
1,378.9197 |
1,348.5943 |
1,367.1630 |
| PP |
1,355.4063 |
1,355.4063 |
1,355.4063 |
1,349.5280 |
| S1 |
1,319.6477 |
1,319.6477 |
1,337.7277 |
1,307.8910 |
| S2 |
1,296.1343 |
1,296.1343 |
1,332.2945 |
|
| S3 |
1,236.8623 |
1,260.3757 |
1,326.8612 |
|
| S4 |
1,177.5903 |
1,201.1037 |
1,310.5614 |
|
|
| 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 |
1,652.8470 |
1,286.1080 |
366.7390 |
27.3% |
118.5868 |
8.8% |
16% |
False |
False |
667,732 |
| 10 |
1,787.3340 |
1,286.1080 |
501.2260 |
37.3% |
119.8666 |
8.9% |
11% |
False |
False |
581,375 |
| 20 |
1,787.3340 |
1,286.1080 |
501.2260 |
37.3% |
113.8877 |
8.5% |
11% |
False |
False |
663,463 |
| 40 |
2,028.6500 |
1,286.1080 |
742.5420 |
55.3% |
124.2208 |
9.2% |
8% |
False |
False |
661,943 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
76.5% |
123.2407 |
9.2% |
33% |
False |
False |
689,744 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
85.3% |
130.1025 |
9.7% |
40% |
False |
False |
676,012 |
| 100 |
2,962.3770 |
883.1590 |
2,079.2180 |
154.8% |
146.2206 |
10.9% |
22% |
False |
False |
633,151 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
200.8% |
150.6804 |
11.2% |
17% |
False |
False |
573,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,643.0710 |
|
2.618 |
1,546.3391 |
|
1.618 |
1,487.0671 |
|
1.000 |
1,450.4370 |
|
0.618 |
1,427.7951 |
|
HIGH |
1,391.1650 |
|
0.618 |
1,368.5231 |
|
0.500 |
1,361.5290 |
|
0.382 |
1,354.5349 |
|
LOW |
1,331.8930 |
|
0.618 |
1,295.2629 |
|
1.000 |
1,272.6210 |
|
1.618 |
1,235.9909 |
|
2.618 |
1,176.7189 |
|
4.250 |
1,079.9870 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.5290 |
1,395.0570 |
| PP |
1,355.4063 |
1,377.7583 |
| S1 |
1,349.2837 |
1,360.4597 |
|