| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
11,946.00 |
11,661.25 |
-284.75 |
-2.4% |
12,702.25 |
| High |
12,140.50 |
11,796.00 |
-344.50 |
-2.8% |
12,992.00 |
| Low |
11,647.50 |
11,510.00 |
-137.50 |
-1.2% |
11,778.50 |
| Close |
11,710.00 |
11,565.50 |
-144.50 |
-1.2% |
11,933.50 |
| Range |
493.00 |
286.00 |
-207.00 |
-42.0% |
1,213.50 |
| ATR |
331.31 |
328.08 |
-3.24 |
-1.0% |
0.00 |
| Volume |
822,965 |
786,180 |
-36,785 |
-4.5% |
3,387,103 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,481.75 |
12,309.75 |
11,722.75 |
|
| R3 |
12,195.75 |
12,023.75 |
11,644.25 |
|
| R2 |
11,909.75 |
11,909.75 |
11,618.00 |
|
| R1 |
11,737.75 |
11,737.75 |
11,591.75 |
11,680.75 |
| PP |
11,623.75 |
11,623.75 |
11,623.75 |
11,595.50 |
| S1 |
11,451.75 |
11,451.75 |
11,539.25 |
11,394.75 |
| S2 |
11,337.75 |
11,337.75 |
11,513.00 |
|
| S3 |
11,051.75 |
11,165.75 |
11,486.75 |
|
| S4 |
10,765.75 |
10,879.75 |
11,408.25 |
|
|
| 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 |
12,140.50 |
11,510.00 |
630.50 |
5.5% |
300.00 |
2.6% |
9% |
False |
True |
740,322 |
| 10 |
12,992.00 |
11,510.00 |
1,482.00 |
12.8% |
341.00 |
2.9% |
4% |
False |
True |
662,573 |
| 20 |
13,296.25 |
11,510.00 |
1,786.25 |
15.4% |
339.75 |
2.9% |
3% |
False |
True |
335,773 |
| 40 |
13,822.00 |
11,510.00 |
2,312.00 |
20.0% |
309.50 |
2.7% |
2% |
False |
True |
168,266 |
| 60 |
13,822.00 |
11,419.50 |
2,402.50 |
20.8% |
310.50 |
2.7% |
6% |
False |
False |
112,404 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
23.2% |
330.75 |
2.9% |
16% |
False |
False |
84,399 |
| 100 |
13,822.00 |
11,135.00 |
2,687.00 |
23.2% |
350.00 |
3.0% |
16% |
False |
False |
67,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,011.50 |
|
2.618 |
12,544.75 |
|
1.618 |
12,258.75 |
|
1.000 |
12,082.00 |
|
0.618 |
11,972.75 |
|
HIGH |
11,796.00 |
|
0.618 |
11,686.75 |
|
0.500 |
11,653.00 |
|
0.382 |
11,619.25 |
|
LOW |
11,510.00 |
|
0.618 |
11,333.25 |
|
1.000 |
11,224.00 |
|
1.618 |
11,047.25 |
|
2.618 |
10,761.25 |
|
4.250 |
10,294.50 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
11,653.00 |
11,825.25 |
| PP |
11,623.75 |
11,738.75 |
| S1 |
11,594.75 |
11,652.00 |
|