| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,740 |
19,570 |
-170 |
-0.9% |
21,685 |
| High |
19,870 |
19,585 |
-285 |
-1.4% |
22,920 |
| Low |
19,290 |
18,210 |
-1,080 |
-5.6% |
19,290 |
| Close |
19,570 |
19,480 |
-90 |
-0.5% |
19,570 |
| Range |
580 |
1,375 |
795 |
137.1% |
3,630 |
| ATR |
1,161 |
1,177 |
15 |
1.3% |
0 |
| Volume |
514 |
443 |
-71 |
-13.8% |
2,813 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,217 |
22,723 |
20,236 |
|
| R3 |
21,842 |
21,348 |
19,858 |
|
| R2 |
20,467 |
20,467 |
19,732 |
|
| R1 |
19,973 |
19,973 |
19,606 |
19,533 |
| PP |
19,092 |
19,092 |
19,092 |
18,871 |
| S1 |
18,598 |
18,598 |
19,354 |
18,158 |
| S2 |
17,717 |
17,717 |
19,228 |
|
| S3 |
16,342 |
17,223 |
19,102 |
|
| S4 |
14,967 |
15,848 |
18,724 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,483 |
29,157 |
21,567 |
|
| R3 |
27,853 |
25,527 |
20,568 |
|
| R2 |
24,223 |
24,223 |
20,236 |
|
| R1 |
21,897 |
21,897 |
19,903 |
21,245 |
| PP |
20,593 |
20,593 |
20,593 |
20,268 |
| S1 |
18,267 |
18,267 |
19,237 |
17,615 |
| S2 |
16,963 |
16,963 |
18,905 |
|
| S3 |
13,333 |
14,637 |
18,572 |
|
| S4 |
9,703 |
11,007 |
17,574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,920 |
18,210 |
4,710 |
24.2% |
1,311 |
6.7% |
27% |
False |
True |
574 |
| 10 |
22,920 |
18,210 |
4,710 |
24.2% |
1,292 |
6.6% |
27% |
False |
True |
577 |
| 20 |
22,920 |
18,210 |
4,710 |
24.2% |
1,083 |
5.6% |
27% |
False |
True |
740 |
| 40 |
25,325 |
18,210 |
7,115 |
36.5% |
1,059 |
5.4% |
18% |
False |
True |
396 |
| 60 |
25,325 |
18,210 |
7,115 |
36.5% |
1,025 |
5.3% |
18% |
False |
True |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,429 |
|
2.618 |
23,185 |
|
1.618 |
21,810 |
|
1.000 |
20,960 |
|
0.618 |
20,435 |
|
HIGH |
19,585 |
|
0.618 |
19,060 |
|
0.500 |
18,898 |
|
0.382 |
18,735 |
|
LOW |
18,210 |
|
0.618 |
17,360 |
|
1.000 |
16,835 |
|
1.618 |
15,985 |
|
2.618 |
14,610 |
|
4.250 |
12,366 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,286 |
19,412 |
| PP |
19,092 |
19,343 |
| S1 |
18,898 |
19,275 |
|