| 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 |
30,888.53 |
30,819.39 |
-69.14 |
-0.2% |
32,159.49 |
| High |
30,888.53 |
31,020.79 |
132.26 |
0.4% |
32,504.04 |
| Low |
30,465.91 |
30,181.99 |
-283.92 |
-0.9% |
30,550.08 |
| Close |
30,706.23 |
30,183.78 |
-522.45 |
-1.7% |
30,822.42 |
| Range |
422.62 |
838.80 |
416.18 |
98.5% |
1,953.96 |
| ATR |
509.01 |
532.57 |
23.56 |
4.6% |
0.00 |
| Volume |
320,689,124 |
354,958,212 |
34,269,088 |
10.7% |
2,108,644,037 |
|
| Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,978.59 |
32,419.98 |
30,645.12 |
|
| R3 |
32,139.79 |
31,581.18 |
30,414.45 |
|
| R2 |
31,300.99 |
31,300.99 |
30,337.56 |
|
| R1 |
30,742.38 |
30,742.38 |
30,260.67 |
30,602.29 |
| PP |
30,462.19 |
30,462.19 |
30,462.19 |
30,392.14 |
| S1 |
29,903.58 |
29,903.58 |
30,106.89 |
29,763.49 |
| S2 |
29,623.39 |
29,623.39 |
30,030.00 |
|
| S3 |
28,784.59 |
29,064.78 |
29,953.11 |
|
| S4 |
27,945.79 |
28,225.98 |
29,722.44 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,154.06 |
35,942.20 |
31,897.10 |
|
| R3 |
35,200.10 |
33,988.24 |
31,359.76 |
|
| R2 |
33,246.14 |
33,246.14 |
31,180.65 |
|
| R1 |
32,034.28 |
32,034.28 |
31,001.53 |
31,663.23 |
| PP |
31,292.18 |
31,292.18 |
31,292.18 |
31,106.66 |
| S1 |
30,080.32 |
30,080.32 |
30,643.31 |
29,709.27 |
| S2 |
29,338.22 |
29,338.22 |
30,464.19 |
|
| S3 |
27,384.26 |
28,126.36 |
30,285.08 |
|
| S4 |
25,430.30 |
26,172.40 |
29,747.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
31,277.69 |
30,181.99 |
1,095.70 |
3.6% |
488.22 |
1.6% |
0% |
False |
True |
389,844,701 |
| 10 |
32,504.04 |
30,181.99 |
2,322.05 |
7.7% |
497.88 |
1.6% |
0% |
False |
True |
373,760,051 |
| 20 |
33,364.70 |
30,181.99 |
3,182.71 |
10.5% |
519.14 |
1.7% |
0% |
False |
True |
352,452,506 |
| 40 |
34,281.36 |
30,181.99 |
4,099.37 |
13.6% |
438.24 |
1.5% |
0% |
False |
True |
333,029,418 |
| 60 |
34,281.36 |
30,143.93 |
4,137.43 |
13.7% |
448.09 |
1.5% |
1% |
False |
False |
326,360,414 |
| 80 |
34,281.36 |
29,653.29 |
4,628.07 |
15.3% |
475.64 |
1.6% |
11% |
False |
False |
339,466,393 |
| 100 |
34,281.36 |
29,653.29 |
4,628.07 |
15.3% |
521.40 |
1.7% |
11% |
False |
False |
357,558,172 |
| 120 |
35,492.22 |
29,653.29 |
5,838.93 |
19.3% |
524.13 |
1.7% |
9% |
False |
False |
357,621,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
34,585.69 |
|
2.618 |
33,216.77 |
|
1.618 |
32,377.97 |
|
1.000 |
31,859.59 |
|
0.618 |
31,539.17 |
|
HIGH |
31,020.79 |
|
0.618 |
30,700.37 |
|
0.500 |
30,601.39 |
|
0.382 |
30,502.41 |
|
LOW |
30,181.99 |
|
0.618 |
29,663.61 |
|
1.000 |
29,343.19 |
|
1.618 |
28,824.81 |
|
2.618 |
27,986.01 |
|
4.250 |
26,617.09 |
|
|
| Fisher Pivots for day following 21-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
30,601.39 |
30,604.44 |
| PP |
30,462.19 |
30,464.22 |
| S1 |
30,322.98 |
30,324.00 |
|