| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,234.00 |
11,951.50 |
-282.50 |
-2.3% |
12,702.25 |
| High |
12,268.75 |
11,961.25 |
-307.50 |
-2.5% |
12,992.00 |
| Low |
11,937.50 |
11,778.50 |
-159.00 |
-1.3% |
11,778.50 |
| Close |
12,007.50 |
11,933.50 |
-74.00 |
-0.6% |
11,933.50 |
| Range |
331.25 |
182.75 |
-148.50 |
-44.8% |
1,213.50 |
| ATR |
334.38 |
326.85 |
-7.53 |
-2.3% |
0.00 |
| Volume |
750,084 |
754,923 |
4,839 |
0.6% |
3,387,103 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,439.25 |
12,369.25 |
12,034.00 |
|
| R3 |
12,256.50 |
12,186.50 |
11,983.75 |
|
| R2 |
12,073.75 |
12,073.75 |
11,967.00 |
|
| R1 |
12,003.75 |
12,003.75 |
11,950.25 |
11,947.50 |
| PP |
11,891.00 |
11,891.00 |
11,891.00 |
11,863.00 |
| S1 |
11,821.00 |
11,821.00 |
11,916.75 |
11,764.50 |
| S2 |
11,708.25 |
11,708.25 |
11,900.00 |
|
| S3 |
11,525.50 |
11,638.25 |
11,883.25 |
|
| S4 |
11,342.75 |
11,455.50 |
11,833.00 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,875.25 |
15,117.75 |
12,601.00 |
|
| R3 |
14,661.75 |
13,904.25 |
12,267.25 |
|
| R2 |
13,448.25 |
13,448.25 |
12,156.00 |
|
| R1 |
12,690.75 |
12,690.75 |
12,044.75 |
12,462.75 |
| PP |
12,234.75 |
12,234.75 |
12,234.75 |
12,120.50 |
| S1 |
11,477.25 |
11,477.25 |
11,822.25 |
11,249.25 |
| S2 |
11,021.25 |
11,021.25 |
11,711.00 |
|
| S3 |
9,807.75 |
10,263.75 |
11,599.75 |
|
| S4 |
8,594.25 |
9,050.25 |
11,266.00 |
|
|
| 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 |
11,778.50 |
1,213.50 |
10.2% |
361.00 |
3.0% |
13% |
False |
True |
677,420 |
| 10 |
12,992.00 |
11,778.50 |
1,213.50 |
10.2% |
346.50 |
2.9% |
13% |
False |
True |
375,654 |
| 20 |
13,611.50 |
11,778.50 |
1,833.00 |
15.4% |
325.25 |
2.7% |
8% |
False |
True |
188,600 |
| 40 |
13,822.00 |
11,778.50 |
2,043.50 |
17.1% |
309.50 |
2.6% |
8% |
False |
True |
94,662 |
| 60 |
13,822.00 |
11,419.50 |
2,402.50 |
20.1% |
314.00 |
2.6% |
21% |
False |
False |
63,337 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.5% |
333.00 |
2.8% |
30% |
False |
False |
47,566 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
22.5% |
357.25 |
3.0% |
30% |
False |
False |
38,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,738.00 |
|
2.618 |
12,439.75 |
|
1.618 |
12,257.00 |
|
1.000 |
12,144.00 |
|
0.618 |
12,074.25 |
|
HIGH |
11,961.25 |
|
0.618 |
11,891.50 |
|
0.500 |
11,870.00 |
|
0.382 |
11,848.25 |
|
LOW |
11,778.50 |
|
0.618 |
11,665.50 |
|
1.000 |
11,595.75 |
|
1.618 |
11,482.75 |
|
2.618 |
11,300.00 |
|
4.250 |
11,001.75 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,912.25 |
12,023.50 |
| PP |
11,891.00 |
11,993.50 |
| S1 |
11,870.00 |
11,963.50 |
|