| 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 |
12,128.00 |
12,234.00 |
106.00 |
0.9% |
12,179.50 |
| High |
12,253.00 |
12,268.75 |
15.75 |
0.1% |
12,691.25 |
| Low |
12,080.25 |
11,937.50 |
-142.75 |
-1.2% |
11,996.50 |
| Close |
12,222.25 |
12,007.50 |
-214.75 |
-1.8% |
12,670.25 |
| Range |
172.75 |
331.25 |
158.50 |
91.8% |
694.75 |
| ATR |
334.62 |
334.38 |
-0.24 |
-0.1% |
0.00 |
| Volume |
677,897 |
750,084 |
72,187 |
10.6% |
366,119 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,065.00 |
12,867.50 |
12,189.75 |
|
| R3 |
12,733.75 |
12,536.25 |
12,098.50 |
|
| R2 |
12,402.50 |
12,402.50 |
12,068.25 |
|
| R1 |
12,205.00 |
12,205.00 |
12,037.75 |
12,138.00 |
| PP |
12,071.25 |
12,071.25 |
12,071.25 |
12,037.75 |
| S1 |
11,873.75 |
11,873.75 |
11,977.25 |
11,807.00 |
| S2 |
11,740.00 |
11,740.00 |
11,946.75 |
|
| S3 |
11,408.75 |
11,542.50 |
11,916.50 |
|
| S4 |
11,077.50 |
11,211.25 |
11,825.25 |
|
|
| 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 |
11,937.50 |
1,054.50 |
8.8% |
381.75 |
3.2% |
7% |
False |
True |
584,825 |
| 10 |
12,992.00 |
11,937.50 |
1,054.50 |
8.8% |
356.25 |
3.0% |
7% |
False |
True |
300,470 |
| 20 |
13,653.00 |
11,937.50 |
1,715.50 |
14.3% |
324.00 |
2.7% |
4% |
False |
True |
150,891 |
| 40 |
13,822.00 |
11,937.50 |
1,884.50 |
15.7% |
311.75 |
2.6% |
4% |
False |
True |
75,808 |
| 60 |
13,822.00 |
11,396.75 |
2,425.25 |
20.2% |
318.00 |
2.6% |
25% |
False |
False |
50,765 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.4% |
334.00 |
2.8% |
32% |
False |
False |
38,130 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
22.4% |
358.75 |
3.0% |
32% |
False |
False |
30,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,676.50 |
|
2.618 |
13,136.00 |
|
1.618 |
12,804.75 |
|
1.000 |
12,600.00 |
|
0.618 |
12,473.50 |
|
HIGH |
12,268.75 |
|
0.618 |
12,142.25 |
|
0.500 |
12,103.00 |
|
0.382 |
12,064.00 |
|
LOW |
11,937.50 |
|
0.618 |
11,732.75 |
|
1.000 |
11,606.25 |
|
1.618 |
11,401.50 |
|
2.618 |
11,070.25 |
|
4.250 |
10,529.75 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,103.00 |
12,464.75 |
| PP |
12,071.25 |
12,312.25 |
| S1 |
12,039.50 |
12,160.00 |
|