| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,343.1630 |
1,313.1800 |
-29.9830 |
-2.2% |
1,720.9750 |
| High |
1,388.2070 |
1,335.5740 |
-52.6330 |
-3.8% |
1,787.3340 |
| Low |
1,309.0050 |
1,222.8790 |
-86.1260 |
-6.6% |
1,410.3400 |
| Close |
1,313.1800 |
1,324.7720 |
11.5920 |
0.9% |
1,437.4940 |
| Range |
79.2020 |
112.6950 |
33.4930 |
42.3% |
376.9940 |
| ATR |
117.1303 |
116.8135 |
-0.3168 |
-0.3% |
0.0000 |
| Volume |
932,671 |
1,241,695 |
309,024 |
33.1% |
3,493,514 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,632.4933 |
1,591.3277 |
1,386.7543 |
|
| R3 |
1,519.7983 |
1,478.6327 |
1,355.7631 |
|
| R2 |
1,407.1033 |
1,407.1033 |
1,345.4328 |
|
| R1 |
1,365.9377 |
1,365.9377 |
1,335.1024 |
1,386.5205 |
| PP |
1,294.4083 |
1,294.4083 |
1,294.4083 |
1,304.6998 |
| S1 |
1,253.2427 |
1,253.2427 |
1,314.4416 |
1,273.8255 |
| S2 |
1,181.7133 |
1,181.7133 |
1,304.1113 |
|
| S3 |
1,069.0183 |
1,140.5477 |
1,293.7809 |
|
| S4 |
956.3233 |
1,027.8527 |
1,262.7898 |
|
|
| 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 |
1,504.0060 |
1,222.8790 |
281.1270 |
21.2% |
106.8266 |
8.1% |
36% |
False |
True |
767,214 |
| 10 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.6% |
116.8916 |
8.8% |
18% |
False |
True |
717,389 |
| 20 |
1,787.3340 |
1,222.8790 |
564.4550 |
42.6% |
114.1106 |
8.6% |
18% |
False |
True |
691,519 |
| 40 |
2,028.6500 |
1,222.8790 |
805.7710 |
60.8% |
118.8113 |
9.0% |
13% |
False |
True |
671,216 |
| 60 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
77.5% |
123.3882 |
9.3% |
31% |
False |
False |
713,538 |
| 80 |
2,028.6500 |
883.1590 |
1,145.4910 |
86.5% |
129.8023 |
9.8% |
39% |
False |
False |
684,552 |
| 100 |
2,962.3770 |
883.1590 |
2,079.2180 |
156.9% |
144.8513 |
10.9% |
21% |
False |
False |
650,543 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
203.6% |
148.5678 |
11.2% |
16% |
False |
False |
584,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,814.5278 |
|
2.618 |
1,630.6095 |
|
1.618 |
1,517.9145 |
|
1.000 |
1,448.2690 |
|
0.618 |
1,405.2195 |
|
HIGH |
1,335.5740 |
|
0.618 |
1,292.5245 |
|
0.500 |
1,279.2265 |
|
0.382 |
1,265.9285 |
|
LOW |
1,222.8790 |
|
0.618 |
1,153.2335 |
|
1.000 |
1,110.1840 |
|
1.618 |
1,040.5385 |
|
2.618 |
927.8435 |
|
4.250 |
743.9253 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,309.5902 |
1,318.8553 |
| PP |
1,294.4083 |
1,312.9387 |
| S1 |
1,279.2265 |
1,307.0220 |
|