| 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 |
3,923.00 |
3,878.75 |
-44.25 |
-1.1% |
4,096.00 |
| High |
3,936.25 |
3,925.25 |
-11.00 |
-0.3% |
4,175.00 |
| Low |
3,843.25 |
3,792.00 |
-51.25 |
-1.3% |
3,853.00 |
| Close |
3,872.75 |
3,806.25 |
-66.50 |
-1.7% |
3,890.00 |
| Range |
93.00 |
133.25 |
40.25 |
43.3% |
322.00 |
| ATR |
83.51 |
87.06 |
3.55 |
4.3% |
0.00 |
| Volume |
2,357,296 |
2,440,206 |
82,910 |
3.5% |
13,435,764 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,241.00 |
4,156.75 |
3,879.50 |
|
| R3 |
4,107.75 |
4,023.50 |
3,843.00 |
|
| R2 |
3,974.50 |
3,974.50 |
3,830.75 |
|
| R1 |
3,890.25 |
3,890.25 |
3,818.50 |
3,865.75 |
| PP |
3,841.25 |
3,841.25 |
3,841.25 |
3,829.00 |
| S1 |
3,757.00 |
3,757.00 |
3,794.00 |
3,732.50 |
| S2 |
3,708.00 |
3,708.00 |
3,781.75 |
|
| S3 |
3,574.75 |
3,623.75 |
3,769.50 |
|
| S4 |
3,441.50 |
3,490.50 |
3,733.00 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,938.75 |
4,736.25 |
4,067.00 |
|
| R3 |
4,616.75 |
4,414.25 |
3,978.50 |
|
| R2 |
4,294.75 |
4,294.75 |
3,949.00 |
|
| R1 |
4,092.25 |
4,092.25 |
3,919.50 |
4,032.50 |
| PP |
3,972.75 |
3,972.75 |
3,972.75 |
3,942.75 |
| S1 |
3,770.25 |
3,770.25 |
3,860.50 |
3,710.50 |
| S2 |
3,650.75 |
3,650.75 |
3,831.00 |
|
| S3 |
3,328.75 |
3,448.25 |
3,801.50 |
|
| S4 |
3,006.75 |
3,126.25 |
3,713.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,977.50 |
3,792.00 |
185.50 |
4.9% |
86.25 |
2.3% |
8% |
False |
True |
2,420,430 |
| 10 |
4,175.00 |
3,792.00 |
383.00 |
10.1% |
92.00 |
2.4% |
4% |
False |
True |
2,225,491 |
| 20 |
4,234.25 |
3,792.00 |
442.25 |
11.6% |
89.50 |
2.4% |
3% |
False |
True |
1,125,884 |
| 40 |
4,345.75 |
3,792.00 |
553.75 |
14.5% |
77.25 |
2.0% |
3% |
False |
True |
565,340 |
| 60 |
4,345.75 |
3,741.75 |
604.00 |
15.9% |
77.25 |
2.0% |
11% |
False |
False |
377,787 |
| 80 |
4,345.75 |
3,654.50 |
691.25 |
18.2% |
84.00 |
2.2% |
22% |
False |
False |
283,672 |
| 100 |
4,345.75 |
3,654.50 |
691.25 |
18.2% |
90.25 |
2.4% |
22% |
False |
False |
227,064 |
| 120 |
4,627.25 |
3,654.50 |
972.75 |
25.6% |
89.00 |
2.3% |
16% |
False |
False |
189,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,491.50 |
|
2.618 |
4,274.00 |
|
1.618 |
4,140.75 |
|
1.000 |
4,058.50 |
|
0.618 |
4,007.50 |
|
HIGH |
3,925.25 |
|
0.618 |
3,874.25 |
|
0.500 |
3,858.50 |
|
0.382 |
3,843.00 |
|
LOW |
3,792.00 |
|
0.618 |
3,709.75 |
|
1.000 |
3,658.75 |
|
1.618 |
3,576.50 |
|
2.618 |
3,443.25 |
|
4.250 |
3,225.75 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,858.50 |
3,864.00 |
| PP |
3,841.25 |
3,844.75 |
| S1 |
3,823.75 |
3,825.50 |
|