| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,702.25 |
12,854.00 |
151.75 |
1.2% |
12,179.50 |
| High |
12,856.75 |
12,992.00 |
135.25 |
1.1% |
12,691.25 |
| Low |
12,648.00 |
12,082.25 |
-565.75 |
-4.5% |
11,996.50 |
| Close |
12,823.50 |
12,115.75 |
-707.75 |
-5.5% |
12,670.25 |
| Range |
208.75 |
909.75 |
701.00 |
335.8% |
694.75 |
| ATR |
303.79 |
347.07 |
43.28 |
14.2% |
0.00 |
| Volume |
485,300 |
718,899 |
233,599 |
48.1% |
366,119 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,126.00 |
14,530.50 |
12,616.00 |
|
| R3 |
14,216.25 |
13,620.75 |
12,366.00 |
|
| R2 |
13,306.50 |
13,306.50 |
12,282.50 |
|
| R1 |
12,711.00 |
12,711.00 |
12,199.25 |
12,554.00 |
| PP |
12,396.75 |
12,396.75 |
12,396.75 |
12,318.00 |
| S1 |
11,801.25 |
11,801.25 |
12,032.25 |
11,644.00 |
| S2 |
11,487.00 |
11,487.00 |
11,949.00 |
|
| S3 |
10,577.25 |
10,891.50 |
11,865.50 |
|
| S4 |
9,667.50 |
9,981.75 |
11,615.50 |
|
|
| 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 |
12,992.00 |
11,996.50 |
995.50 |
8.2% |
409.75 |
3.4% |
12% |
True |
False |
312,116 |
| 10 |
12,992.00 |
11,996.50 |
995.50 |
8.2% |
369.75 |
3.1% |
12% |
True |
False |
158,045 |
| 20 |
13,822.00 |
11,996.50 |
1,825.50 |
15.1% |
322.75 |
2.7% |
7% |
False |
False |
79,570 |
| 40 |
13,822.00 |
11,966.25 |
1,855.75 |
15.3% |
317.00 |
2.6% |
8% |
False |
False |
40,142 |
| 60 |
13,822.00 |
11,198.25 |
2,623.75 |
21.7% |
320.50 |
2.6% |
35% |
False |
False |
26,993 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.2% |
339.25 |
2.8% |
36% |
False |
False |
20,280 |
| 100 |
14,357.75 |
11,135.00 |
3,222.75 |
26.6% |
363.50 |
3.0% |
30% |
False |
False |
16,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,858.50 |
|
2.618 |
15,373.75 |
|
1.618 |
14,464.00 |
|
1.000 |
13,901.75 |
|
0.618 |
13,554.25 |
|
HIGH |
12,992.00 |
|
0.618 |
12,644.50 |
|
0.500 |
12,537.00 |
|
0.382 |
12,429.75 |
|
LOW |
12,082.25 |
|
0.618 |
11,520.00 |
|
1.000 |
11,172.50 |
|
1.618 |
10,610.25 |
|
2.618 |
9,700.50 |
|
4.250 |
8,215.75 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,537.00 |
12,537.00 |
| PP |
12,396.75 |
12,396.75 |
| S1 |
12,256.25 |
12,256.25 |
|