| 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 |
11,951.50 |
11,920.00 |
-31.50 |
-0.3% |
12,702.25 |
| High |
11,961.25 |
12,066.25 |
105.00 |
0.9% |
12,992.00 |
| Low |
11,778.50 |
11,792.25 |
13.75 |
0.1% |
11,778.50 |
| Close |
11,933.50 |
12,024.00 |
90.50 |
0.8% |
11,933.50 |
| Range |
182.75 |
274.00 |
91.25 |
49.9% |
1,213.50 |
| ATR |
326.85 |
323.08 |
-3.78 |
-1.2% |
0.00 |
| Volume |
754,923 |
632,663 |
-122,260 |
-16.2% |
3,387,103 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,782.75 |
12,677.50 |
12,174.75 |
|
| R3 |
12,508.75 |
12,403.50 |
12,099.25 |
|
| R2 |
12,234.75 |
12,234.75 |
12,074.25 |
|
| R1 |
12,129.50 |
12,129.50 |
12,049.00 |
12,182.00 |
| PP |
11,960.75 |
11,960.75 |
11,960.75 |
11,987.25 |
| S1 |
11,855.50 |
11,855.50 |
11,999.00 |
11,908.00 |
| S2 |
11,686.75 |
11,686.75 |
11,973.75 |
|
| S3 |
11,412.75 |
11,581.50 |
11,948.75 |
|
| S4 |
11,138.75 |
11,307.50 |
11,873.25 |
|
|
| 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 |
10.1% |
374.00 |
3.1% |
20% |
False |
False |
706,893 |
| 10 |
12,992.00 |
11,778.50 |
1,213.50 |
10.1% |
332.00 |
2.8% |
20% |
False |
False |
438,588 |
| 20 |
13,304.00 |
11,778.50 |
1,525.50 |
12.7% |
323.75 |
2.7% |
16% |
False |
False |
220,195 |
| 40 |
13,822.00 |
11,778.50 |
2,043.50 |
17.0% |
307.50 |
2.6% |
12% |
False |
False |
110,462 |
| 60 |
13,822.00 |
11,419.50 |
2,402.50 |
20.0% |
313.50 |
2.6% |
25% |
False |
False |
73,870 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.3% |
333.50 |
2.8% |
33% |
False |
False |
55,474 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
22.3% |
353.00 |
2.9% |
33% |
False |
False |
44,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,230.75 |
|
2.618 |
12,783.50 |
|
1.618 |
12,509.50 |
|
1.000 |
12,340.25 |
|
0.618 |
12,235.50 |
|
HIGH |
12,066.25 |
|
0.618 |
11,961.50 |
|
0.500 |
11,929.25 |
|
0.382 |
11,897.00 |
|
LOW |
11,792.25 |
|
0.618 |
11,623.00 |
|
1.000 |
11,518.25 |
|
1.618 |
11,349.00 |
|
2.618 |
11,075.00 |
|
4.250 |
10,627.75 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,992.50 |
12,024.00 |
| PP |
11,960.75 |
12,023.75 |
| S1 |
11,929.25 |
12,023.50 |
|