| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,430.28 |
12,645.06 |
214.78 |
1.7% |
12,127.00 |
| High |
12,610.43 |
12,752.83 |
142.40 |
1.1% |
12,610.43 |
| Low |
12,429.21 |
12,639.76 |
210.55 |
1.7% |
11,928.81 |
| Close |
12,588.29 |
12,739.72 |
151.43 |
1.2% |
12,588.29 |
| Range |
181.22 |
113.07 |
-68.15 |
-37.6% |
681.62 |
| ATR |
278.32 |
270.20 |
-8.13 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,049.98 |
13,007.92 |
12,801.91 |
|
| R3 |
12,936.91 |
12,894.85 |
12,770.81 |
|
| R2 |
12,823.84 |
12,823.84 |
12,760.45 |
|
| R1 |
12,781.78 |
12,781.78 |
12,750.08 |
12,802.81 |
| PP |
12,710.77 |
12,710.77 |
12,710.77 |
12,721.29 |
| S1 |
12,668.71 |
12,668.71 |
12,729.36 |
12,689.74 |
| S2 |
12,597.70 |
12,597.70 |
12,718.99 |
|
| S3 |
12,484.63 |
12,555.64 |
12,708.63 |
|
| S4 |
12,371.56 |
12,442.57 |
12,677.53 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,420.70 |
14,186.12 |
12,963.18 |
|
| R3 |
13,739.08 |
13,504.50 |
12,775.74 |
|
| R2 |
13,057.46 |
13,057.46 |
12,713.25 |
|
| R1 |
12,822.88 |
12,822.88 |
12,650.77 |
12,940.17 |
| PP |
12,375.84 |
12,375.84 |
12,375.84 |
12,434.49 |
| S1 |
12,141.26 |
12,141.26 |
12,525.81 |
12,258.55 |
| S2 |
11,694.22 |
11,694.22 |
12,463.33 |
|
| S3 |
11,012.60 |
11,459.64 |
12,400.84 |
|
| S4 |
10,330.98 |
10,778.02 |
12,213.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,752.83 |
11,928.81 |
824.02 |
6.5% |
207.49 |
1.6% |
98% |
True |
False |
|
| 10 |
12,752.83 |
11,928.81 |
824.02 |
6.5% |
244.51 |
1.9% |
98% |
True |
False |
|
| 20 |
13,720.91 |
11,928.81 |
1,792.10 |
14.1% |
231.35 |
1.8% |
45% |
False |
False |
|
| 40 |
13,720.91 |
11,836.52 |
1,884.39 |
14.8% |
243.88 |
1.9% |
48% |
False |
False |
|
| 60 |
13,720.91 |
11,037.21 |
2,683.70 |
21.1% |
251.26 |
2.0% |
63% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
21.1% |
269.91 |
2.1% |
63% |
False |
False |
|
| 100 |
14,277.21 |
11,037.21 |
3,240.00 |
25.4% |
298.40 |
2.3% |
53% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
33.2% |
294.42 |
2.3% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,233.38 |
|
2.618 |
13,048.85 |
|
1.618 |
12,935.78 |
|
1.000 |
12,865.90 |
|
0.618 |
12,822.71 |
|
HIGH |
12,752.83 |
|
0.618 |
12,709.64 |
|
0.500 |
12,696.30 |
|
0.382 |
12,682.95 |
|
LOW |
12,639.76 |
|
0.618 |
12,569.88 |
|
1.000 |
12,526.69 |
|
1.618 |
12,456.81 |
|
2.618 |
12,343.74 |
|
4.250 |
12,159.21 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,725.25 |
12,638.77 |
| PP |
12,710.77 |
12,537.81 |
| S1 |
12,696.30 |
12,436.86 |
|