| 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 |
12,419.25 |
12,702.25 |
283.00 |
2.3% |
12,179.50 |
| High |
12,691.25 |
12,856.75 |
165.50 |
1.3% |
12,691.25 |
| Low |
12,405.00 |
12,648.00 |
243.00 |
2.0% |
11,996.50 |
| Close |
12,670.25 |
12,823.50 |
153.25 |
1.2% |
12,670.25 |
| Range |
286.25 |
208.75 |
-77.50 |
-27.1% |
694.75 |
| ATR |
311.10 |
303.79 |
-7.31 |
-2.3% |
0.00 |
| Volume |
291,945 |
485,300 |
193,355 |
66.2% |
366,119 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,402.25 |
13,321.75 |
12,938.25 |
|
| R3 |
13,193.50 |
13,113.00 |
12,881.00 |
|
| R2 |
12,984.75 |
12,984.75 |
12,861.75 |
|
| R1 |
12,904.25 |
12,904.25 |
12,842.75 |
12,944.50 |
| PP |
12,776.00 |
12,776.00 |
12,776.00 |
12,796.25 |
| S1 |
12,695.50 |
12,695.50 |
12,804.25 |
12,735.75 |
| S2 |
12,567.25 |
12,567.25 |
12,785.25 |
|
| S3 |
12,358.50 |
12,486.75 |
12,766.00 |
|
| S4 |
12,149.75 |
12,278.00 |
12,708.75 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,537.00 |
14,298.25 |
13,052.25 |
|
| R3 |
13,842.25 |
13,603.50 |
12,861.25 |
|
| R2 |
13,147.50 |
13,147.50 |
12,797.50 |
|
| R1 |
12,908.75 |
12,908.75 |
12,734.00 |
13,028.00 |
| PP |
12,452.75 |
12,452.75 |
12,452.75 |
12,512.25 |
| S1 |
12,214.00 |
12,214.00 |
12,606.50 |
12,333.50 |
| S2 |
11,758.00 |
11,758.00 |
12,543.00 |
|
| S3 |
11,063.25 |
11,519.25 |
12,479.25 |
|
| S4 |
10,368.50 |
10,824.50 |
12,288.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,856.75 |
11,996.50 |
860.25 |
6.7% |
289.75 |
2.3% |
96% |
True |
False |
170,283 |
| 10 |
12,856.75 |
11,996.50 |
860.25 |
6.7% |
299.00 |
2.3% |
96% |
True |
False |
86,323 |
| 20 |
13,822.00 |
11,996.50 |
1,825.50 |
14.2% |
287.50 |
2.2% |
45% |
False |
False |
43,659 |
| 40 |
13,822.00 |
11,936.50 |
1,885.50 |
14.7% |
302.25 |
2.4% |
47% |
False |
False |
22,188 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.0% |
317.00 |
2.5% |
63% |
False |
False |
15,025 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.0% |
336.75 |
2.6% |
63% |
False |
False |
11,294 |
| 100 |
14,377.00 |
11,135.00 |
3,242.00 |
25.3% |
357.25 |
2.8% |
52% |
False |
False |
9,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,744.00 |
|
2.618 |
13,403.25 |
|
1.618 |
13,194.50 |
|
1.000 |
13,065.50 |
|
0.618 |
12,985.75 |
|
HIGH |
12,856.75 |
|
0.618 |
12,777.00 |
|
0.500 |
12,752.50 |
|
0.382 |
12,727.75 |
|
LOW |
12,648.00 |
|
0.618 |
12,519.00 |
|
1.000 |
12,439.25 |
|
1.618 |
12,310.25 |
|
2.618 |
12,101.50 |
|
4.250 |
11,760.75 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,799.75 |
12,723.75 |
| PP |
12,776.00 |
12,624.00 |
| S1 |
12,752.50 |
12,524.25 |
|