| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
11,920.00 |
12,045.75 |
125.75 |
1.1% |
12,702.25 |
| High |
12,066.25 |
12,092.50 |
26.25 |
0.2% |
12,992.00 |
| Low |
11,792.25 |
11,828.25 |
36.00 |
0.3% |
11,778.50 |
| Close |
12,024.00 |
11,922.25 |
-101.75 |
-0.8% |
11,933.50 |
| Range |
274.00 |
264.25 |
-9.75 |
-3.6% |
1,213.50 |
| ATR |
323.08 |
318.88 |
-4.20 |
-1.3% |
0.00 |
| Volume |
632,663 |
704,882 |
72,219 |
11.4% |
3,387,103 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,740.50 |
12,595.50 |
12,067.50 |
|
| R3 |
12,476.25 |
12,331.25 |
11,995.00 |
|
| R2 |
12,212.00 |
12,212.00 |
11,970.75 |
|
| R1 |
12,067.00 |
12,067.00 |
11,946.50 |
12,007.50 |
| PP |
11,947.75 |
11,947.75 |
11,947.75 |
11,917.75 |
| S1 |
11,802.75 |
11,802.75 |
11,898.00 |
11,743.00 |
| S2 |
11,683.50 |
11,683.50 |
11,873.75 |
|
| S3 |
11,419.25 |
11,538.50 |
11,849.50 |
|
| S4 |
11,155.00 |
11,274.25 |
11,777.00 |
|
|
| 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 |
12,268.75 |
11,778.50 |
490.25 |
4.1% |
245.00 |
2.1% |
29% |
False |
False |
704,089 |
| 10 |
12,992.00 |
11,778.50 |
1,213.50 |
10.2% |
327.50 |
2.7% |
12% |
False |
False |
508,102 |
| 20 |
13,296.25 |
11,778.50 |
1,517.75 |
12.7% |
319.50 |
2.7% |
9% |
False |
False |
255,382 |
| 40 |
13,822.00 |
11,778.50 |
2,043.50 |
17.1% |
308.50 |
2.6% |
7% |
False |
False |
128,076 |
| 60 |
13,822.00 |
11,419.50 |
2,402.50 |
20.2% |
310.25 |
2.6% |
21% |
False |
False |
85,607 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.5% |
332.75 |
2.8% |
29% |
False |
False |
64,285 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
22.5% |
352.50 |
3.0% |
29% |
False |
False |
51,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,215.50 |
|
2.618 |
12,784.25 |
|
1.618 |
12,520.00 |
|
1.000 |
12,356.75 |
|
0.618 |
12,255.75 |
|
HIGH |
12,092.50 |
|
0.618 |
11,991.50 |
|
0.500 |
11,960.50 |
|
0.382 |
11,929.25 |
|
LOW |
11,828.25 |
|
0.618 |
11,665.00 |
|
1.000 |
11,564.00 |
|
1.618 |
11,400.75 |
|
2.618 |
11,136.50 |
|
4.250 |
10,705.25 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,960.50 |
11,935.50 |
| PP |
11,947.75 |
11,931.00 |
| S1 |
11,935.00 |
11,926.75 |
|