| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,357.3790 |
1,343.1630 |
-14.2160 |
-1.0% |
1,720.9750 |
| High |
1,391.1650 |
1,388.2070 |
-2.9580 |
-0.2% |
1,787.3340 |
| Low |
1,331.8930 |
1,309.0050 |
-22.8880 |
-1.7% |
1,410.3400 |
| Close |
1,343.1610 |
1,313.1800 |
-29.9810 |
-2.2% |
1,437.4940 |
| Range |
59.2720 |
79.2020 |
19.9300 |
33.6% |
376.9940 |
| ATR |
120.0479 |
117.1303 |
-2.9176 |
-2.4% |
0.0000 |
| Volume |
739,339 |
932,671 |
193,332 |
26.1% |
3,493,514 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,574.4033 |
1,522.9937 |
1,356.7411 |
|
| R3 |
1,495.2013 |
1,443.7917 |
1,334.9606 |
|
| R2 |
1,415.9993 |
1,415.9993 |
1,327.7004 |
|
| R1 |
1,364.5897 |
1,364.5897 |
1,320.4402 |
1,350.6935 |
| PP |
1,336.7973 |
1,336.7973 |
1,336.7973 |
1,329.8493 |
| S1 |
1,285.3877 |
1,285.3877 |
1,305.9198 |
1,271.4915 |
| S2 |
1,257.5953 |
1,257.5953 |
1,298.6596 |
|
| S3 |
1,178.3933 |
1,206.1857 |
1,291.3995 |
|
| S4 |
1,099.1913 |
1,126.9837 |
1,269.6189 |
|
|
| 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 |
27.9% |
121.3816 |
9.2% |
7% |
False |
False |
713,161 |
| 10 |
1,787.3340 |
1,286.1080 |
501.2260 |
38.2% |
111.9470 |
8.5% |
5% |
False |
False |
673,905 |
| 20 |
1,787.3340 |
1,286.1080 |
501.2260 |
38.2% |
112.7880 |
8.6% |
5% |
False |
False |
669,463 |
| 40 |
2,028.6500 |
1,286.1080 |
742.5420 |
56.5% |
122.0629 |
9.3% |
4% |
False |
False |
664,352 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
78.2% |
122.8585 |
9.4% |
30% |
False |
False |
705,175 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
87.2% |
129.4566 |
9.9% |
38% |
False |
False |
677,277 |
| 100 |
2,962.3770 |
883.1590 |
2,079.2180 |
158.3% |
145.2357 |
11.1% |
21% |
False |
False |
638,167 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
205.4% |
149.8358 |
11.4% |
16% |
False |
False |
578,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.8155 |
|
2.618 |
1,595.5578 |
|
1.618 |
1,516.3558 |
|
1.000 |
1,467.4090 |
|
0.618 |
1,437.1538 |
|
HIGH |
1,388.2070 |
|
0.618 |
1,357.9518 |
|
0.500 |
1,348.6060 |
|
0.382 |
1,339.2602 |
|
LOW |
1,309.0050 |
|
0.618 |
1,260.0582 |
|
1.000 |
1,229.8030 |
|
1.618 |
1,180.8562 |
|
2.618 |
1,101.6542 |
|
4.250 |
972.3965 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,348.6060 |
1,380.7570 |
| PP |
1,336.7973 |
1,358.2313 |
| S1 |
1,324.9887 |
1,335.7057 |
|