| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,075 |
21,685 |
2,610 |
13.7% |
19,780 |
| High |
21,465 |
22,540 |
1,075 |
5.0% |
21,465 |
| Low |
19,075 |
21,575 |
2,500 |
13.1% |
18,375 |
| Close |
21,335 |
22,465 |
1,130 |
5.3% |
21,335 |
| Range |
2,390 |
965 |
-1,425 |
-59.6% |
3,090 |
| ATR |
1,131 |
1,137 |
5 |
0.5% |
0 |
| Volume |
810 |
383 |
-427 |
-52.7% |
2,523 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,088 |
24,742 |
22,996 |
|
| R3 |
24,123 |
23,777 |
22,730 |
|
| R2 |
23,158 |
23,158 |
22,642 |
|
| R1 |
22,812 |
22,812 |
22,553 |
22,985 |
| PP |
22,193 |
22,193 |
22,193 |
22,280 |
| S1 |
21,847 |
21,847 |
22,377 |
22,020 |
| S2 |
21,228 |
21,228 |
22,288 |
|
| S3 |
20,263 |
20,882 |
22,200 |
|
| S4 |
19,298 |
19,917 |
21,934 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,662 |
28,588 |
23,035 |
|
| R3 |
26,572 |
25,498 |
22,185 |
|
| R2 |
23,482 |
23,482 |
21,902 |
|
| R1 |
22,408 |
22,408 |
21,618 |
22,945 |
| PP |
20,392 |
20,392 |
20,392 |
20,660 |
| S1 |
19,318 |
19,318 |
21,052 |
19,855 |
| S2 |
17,302 |
17,302 |
20,769 |
|
| S3 |
14,212 |
16,228 |
20,485 |
|
| S4 |
11,122 |
13,138 |
19,636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,540 |
18,375 |
4,165 |
18.5% |
1,272 |
5.7% |
98% |
True |
False |
581 |
| 10 |
22,540 |
18,375 |
4,165 |
18.5% |
1,089 |
4.8% |
98% |
True |
False |
610 |
| 20 |
25,325 |
18,375 |
6,950 |
30.9% |
1,044 |
4.6% |
59% |
False |
False |
605 |
| 40 |
25,325 |
18,375 |
6,950 |
30.9% |
1,033 |
4.6% |
59% |
False |
False |
325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,641 |
|
2.618 |
25,066 |
|
1.618 |
24,101 |
|
1.000 |
23,505 |
|
0.618 |
23,136 |
|
HIGH |
22,540 |
|
0.618 |
22,171 |
|
0.500 |
22,058 |
|
0.382 |
21,944 |
|
LOW |
21,575 |
|
0.618 |
20,979 |
|
1.000 |
20,610 |
|
1.618 |
20,014 |
|
2.618 |
19,049 |
|
4.250 |
17,474 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
22,329 |
21,888 |
| PP |
22,193 |
21,312 |
| S1 |
22,058 |
20,735 |
|