| Trading Metrics calculated at close of trading on 21-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,045.75 |
11,946.00 |
-99.75 |
-0.8% |
12,702.25 |
| High |
12,092.50 |
12,140.50 |
48.00 |
0.4% |
12,992.00 |
| Low |
11,828.25 |
11,647.50 |
-180.75 |
-1.5% |
11,778.50 |
| Close |
11,922.25 |
11,710.00 |
-212.25 |
-1.8% |
11,933.50 |
| Range |
264.25 |
493.00 |
228.75 |
86.6% |
1,213.50 |
| ATR |
318.88 |
331.31 |
12.44 |
3.9% |
0.00 |
| Volume |
704,882 |
822,965 |
118,083 |
16.8% |
3,387,103 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,311.75 |
13,003.75 |
11,981.25 |
|
| R3 |
12,818.75 |
12,510.75 |
11,845.50 |
|
| R2 |
12,325.75 |
12,325.75 |
11,800.50 |
|
| R1 |
12,017.75 |
12,017.75 |
11,755.25 |
11,925.25 |
| PP |
11,832.75 |
11,832.75 |
11,832.75 |
11,786.50 |
| S1 |
11,524.75 |
11,524.75 |
11,664.75 |
11,432.25 |
| S2 |
11,339.75 |
11,339.75 |
11,619.50 |
|
| S3 |
10,846.75 |
11,031.75 |
11,574.50 |
|
| S4 |
10,353.75 |
10,538.75 |
11,438.75 |
|
|
| 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 |
11,647.50 |
621.25 |
5.3% |
309.00 |
2.6% |
10% |
False |
True |
733,103 |
| 10 |
12,992.00 |
11,647.50 |
1,344.50 |
11.5% |
338.50 |
2.9% |
5% |
False |
True |
589,463 |
| 20 |
13,296.25 |
11,647.50 |
1,648.75 |
14.1% |
334.50 |
2.9% |
4% |
False |
True |
296,486 |
| 40 |
13,822.00 |
11,647.50 |
2,174.50 |
18.6% |
314.50 |
2.7% |
3% |
False |
True |
148,639 |
| 60 |
13,822.00 |
11,419.50 |
2,402.50 |
20.5% |
314.25 |
2.7% |
12% |
False |
False |
99,312 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.9% |
333.00 |
2.8% |
21% |
False |
False |
74,572 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
22.9% |
352.75 |
3.0% |
21% |
False |
False |
59,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,235.75 |
|
2.618 |
13,431.25 |
|
1.618 |
12,938.25 |
|
1.000 |
12,633.50 |
|
0.618 |
12,445.25 |
|
HIGH |
12,140.50 |
|
0.618 |
11,952.25 |
|
0.500 |
11,894.00 |
|
0.382 |
11,835.75 |
|
LOW |
11,647.50 |
|
0.618 |
11,342.75 |
|
1.000 |
11,154.50 |
|
1.618 |
10,849.75 |
|
2.618 |
10,356.75 |
|
4.250 |
9,552.25 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,894.00 |
11,894.00 |
| PP |
11,832.75 |
11,832.75 |
| S1 |
11,771.25 |
11,771.25 |
|