| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,570 |
19,550 |
-20 |
-0.1% |
21,685 |
| High |
19,585 |
19,650 |
65 |
0.3% |
22,920 |
| Low |
18,210 |
18,680 |
470 |
2.6% |
19,290 |
| Close |
19,480 |
18,935 |
-545 |
-2.8% |
19,570 |
| Range |
1,375 |
970 |
-405 |
-29.5% |
3,630 |
| ATR |
1,177 |
1,162 |
-15 |
-1.3% |
0 |
| Volume |
443 |
435 |
-8 |
-1.8% |
2,813 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,998 |
21,437 |
19,469 |
|
| R3 |
21,028 |
20,467 |
19,202 |
|
| R2 |
20,058 |
20,058 |
19,113 |
|
| R1 |
19,497 |
19,497 |
19,024 |
19,293 |
| PP |
19,088 |
19,088 |
19,088 |
18,986 |
| S1 |
18,527 |
18,527 |
18,846 |
18,323 |
| S2 |
18,118 |
18,118 |
18,757 |
|
| S3 |
17,148 |
17,557 |
18,668 |
|
| S4 |
16,178 |
16,587 |
18,402 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,483 |
29,157 |
21,567 |
|
| R3 |
27,853 |
25,527 |
20,568 |
|
| R2 |
24,223 |
24,223 |
20,236 |
|
| R1 |
21,897 |
21,897 |
19,903 |
21,245 |
| PP |
20,593 |
20,593 |
20,593 |
20,268 |
| S1 |
18,267 |
18,267 |
19,237 |
17,615 |
| S2 |
16,963 |
16,963 |
18,905 |
|
| S3 |
13,333 |
14,637 |
18,572 |
|
| S4 |
9,703 |
11,007 |
17,574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,505 |
18,210 |
2,295 |
12.1% |
936 |
4.9% |
32% |
False |
False |
479 |
| 10 |
22,920 |
18,210 |
4,710 |
24.9% |
1,232 |
6.5% |
15% |
False |
False |
530 |
| 20 |
22,920 |
18,210 |
4,710 |
24.9% |
1,095 |
5.8% |
15% |
False |
False |
760 |
| 40 |
25,325 |
18,210 |
7,115 |
37.6% |
1,049 |
5.5% |
10% |
False |
False |
405 |
| 60 |
25,325 |
18,210 |
7,115 |
37.6% |
1,030 |
5.4% |
10% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,773 |
|
2.618 |
22,189 |
|
1.618 |
21,219 |
|
1.000 |
20,620 |
|
0.618 |
20,249 |
|
HIGH |
19,650 |
|
0.618 |
19,279 |
|
0.500 |
19,165 |
|
0.382 |
19,051 |
|
LOW |
18,680 |
|
0.618 |
18,081 |
|
1.000 |
17,710 |
|
1.618 |
17,111 |
|
2.618 |
16,141 |
|
4.250 |
14,558 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,165 |
19,040 |
| PP |
19,088 |
19,005 |
| S1 |
19,012 |
18,970 |
|