| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,084.78 |
12,041.71 |
-43.07 |
-0.4% |
12,127.00 |
| High |
12,168.98 |
12,152.74 |
-16.24 |
-0.1% |
12,610.43 |
| Low |
12,016.43 |
11,867.88 |
-148.55 |
-1.2% |
11,928.81 |
| Close |
12,134.40 |
11,927.49 |
-206.91 |
-1.7% |
12,588.29 |
| Range |
152.55 |
284.86 |
132.31 |
86.7% |
681.62 |
| ATR |
292.64 |
292.09 |
-0.56 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,837.28 |
12,667.25 |
12,084.16 |
|
| R3 |
12,552.42 |
12,382.39 |
12,005.83 |
|
| R2 |
12,267.56 |
12,267.56 |
11,979.71 |
|
| R1 |
12,097.53 |
12,097.53 |
11,953.60 |
12,040.12 |
| PP |
11,982.70 |
11,982.70 |
11,982.70 |
11,954.00 |
| S1 |
11,812.67 |
11,812.67 |
11,901.38 |
11,755.26 |
| S2 |
11,697.84 |
11,697.84 |
11,875.27 |
|
| S3 |
11,412.98 |
11,527.81 |
11,849.15 |
|
| S4 |
11,128.12 |
11,242.95 |
11,770.82 |
|
|
| 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 |
11,867.88 |
884.95 |
7.4% |
229.46 |
1.9% |
7% |
False |
True |
|
| 10 |
12,752.83 |
11,867.88 |
884.95 |
7.4% |
257.87 |
2.2% |
7% |
False |
True |
|
| 20 |
13,553.28 |
11,867.88 |
1,685.40 |
14.1% |
245.23 |
2.1% |
4% |
False |
True |
|
| 40 |
13,720.91 |
11,867.88 |
1,853.03 |
15.5% |
243.55 |
2.0% |
3% |
False |
True |
|
| 60 |
13,720.91 |
11,326.18 |
2,394.73 |
20.1% |
253.26 |
2.1% |
25% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.5% |
264.09 |
2.2% |
33% |
False |
False |
|
| 100 |
13,720.91 |
11,037.21 |
2,683.70 |
22.5% |
293.74 |
2.5% |
33% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
35.4% |
294.39 |
2.5% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,363.40 |
|
2.618 |
12,898.50 |
|
1.618 |
12,613.64 |
|
1.000 |
12,437.60 |
|
0.618 |
12,328.78 |
|
HIGH |
12,152.74 |
|
0.618 |
12,043.92 |
|
0.500 |
12,010.31 |
|
0.382 |
11,976.70 |
|
LOW |
11,867.88 |
|
0.618 |
11,691.84 |
|
1.000 |
11,583.02 |
|
1.618 |
11,406.98 |
|
2.618 |
11,122.12 |
|
4.250 |
10,657.23 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,010.31 |
12,143.95 |
| PP |
11,982.70 |
12,071.79 |
| S1 |
11,955.10 |
11,999.64 |
|