| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,050.25 |
12,159.00 |
108.75 |
0.9% |
12,110.50 |
| High |
12,173.00 |
12,187.75 |
14.75 |
0.1% |
12,613.75 |
| Low |
12,001.75 |
11,866.50 |
-135.25 |
-1.1% |
11,921.50 |
| Close |
12,142.00 |
11,934.75 |
-207.25 |
-1.7% |
12,592.50 |
| Range |
171.25 |
321.25 |
150.00 |
87.6% |
692.25 |
| ATR |
335.11 |
334.12 |
-0.99 |
-0.3% |
0.00 |
| Volume |
270,232 |
169,928 |
-100,304 |
-37.1% |
2,845,617 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,960.00 |
12,768.75 |
12,111.50 |
|
| R3 |
12,638.75 |
12,447.50 |
12,023.00 |
|
| R2 |
12,317.50 |
12,317.50 |
11,993.75 |
|
| R1 |
12,126.25 |
12,126.25 |
11,964.25 |
12,061.25 |
| PP |
11,996.25 |
11,996.25 |
11,996.25 |
11,964.00 |
| S1 |
11,805.00 |
11,805.00 |
11,905.25 |
11,740.00 |
| S2 |
11,675.00 |
11,675.00 |
11,875.75 |
|
| S3 |
11,353.75 |
11,483.75 |
11,846.50 |
|
| S4 |
11,032.50 |
11,162.50 |
11,758.00 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,452.75 |
14,214.75 |
12,973.25 |
|
| R3 |
13,760.50 |
13,522.50 |
12,782.75 |
|
| R2 |
13,068.25 |
13,068.25 |
12,719.50 |
|
| R1 |
12,830.25 |
12,830.25 |
12,656.00 |
12,949.25 |
| PP |
12,376.00 |
12,376.00 |
12,376.00 |
12,435.50 |
| S1 |
12,138.00 |
12,138.00 |
12,529.00 |
12,257.00 |
| S2 |
11,683.75 |
11,683.75 |
12,465.50 |
|
| S3 |
10,991.50 |
11,445.75 |
12,402.25 |
|
| S4 |
10,299.25 |
10,753.50 |
12,211.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,889.00 |
11,866.50 |
1,022.50 |
8.6% |
372.50 |
3.1% |
7% |
False |
True |
376,848 |
| 10 |
12,889.00 |
11,866.50 |
1,022.50 |
8.6% |
353.00 |
3.0% |
7% |
False |
True |
585,034 |
| 20 |
13,575.50 |
11,866.50 |
1,709.00 |
14.3% |
324.50 |
2.7% |
4% |
False |
True |
606,661 |
| 40 |
13,740.75 |
11,866.50 |
1,874.25 |
15.7% |
314.75 |
2.6% |
4% |
False |
True |
599,743 |
| 60 |
13,740.75 |
11,320.50 |
2,420.25 |
20.3% |
322.75 |
2.7% |
25% |
False |
False |
608,416 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
22.4% |
343.25 |
2.9% |
32% |
False |
False |
517,344 |
| 100 |
13,740.75 |
11,068.50 |
2,672.25 |
22.4% |
374.25 |
3.1% |
32% |
False |
False |
414,183 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.5% |
372.00 |
3.1% |
20% |
False |
False |
345,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,553.00 |
|
2.618 |
13,028.75 |
|
1.618 |
12,707.50 |
|
1.000 |
12,509.00 |
|
0.618 |
12,386.25 |
|
HIGH |
12,187.75 |
|
0.618 |
12,065.00 |
|
0.500 |
12,027.00 |
|
0.382 |
11,989.25 |
|
LOW |
11,866.50 |
|
0.618 |
11,668.00 |
|
1.000 |
11,545.25 |
|
1.618 |
11,346.75 |
|
2.618 |
11,025.50 |
|
4.250 |
10,501.25 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,027.00 |
12,377.75 |
| PP |
11,996.25 |
12,230.00 |
| S1 |
11,965.50 |
12,082.50 |
|