| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
18,875 |
18,500 |
-375 |
-2.0% |
21,650 |
| High |
19,770 |
19,420 |
-350 |
-1.8% |
22,865 |
| Low |
18,705 |
18,130 |
-575 |
-3.1% |
19,340 |
| Close |
18,960 |
19,260 |
300 |
1.6% |
19,610 |
| Range |
1,065 |
1,290 |
225 |
21.1% |
3,525 |
| ATR |
1,121 |
1,133 |
12 |
1.1% |
0 |
| Volume |
386 |
31 |
-355 |
-92.0% |
154 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,807 |
22,323 |
19,970 |
|
| R3 |
21,517 |
21,033 |
19,615 |
|
| R2 |
20,227 |
20,227 |
19,497 |
|
| R1 |
19,743 |
19,743 |
19,378 |
19,985 |
| PP |
18,937 |
18,937 |
18,937 |
19,058 |
| S1 |
18,453 |
18,453 |
19,142 |
18,695 |
| S2 |
17,647 |
17,647 |
19,024 |
|
| S3 |
16,357 |
17,163 |
18,905 |
|
| S4 |
15,067 |
15,873 |
18,551 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,180 |
28,920 |
21,549 |
|
| R3 |
27,655 |
25,395 |
20,579 |
|
| R2 |
24,130 |
24,130 |
20,256 |
|
| R1 |
21,870 |
21,870 |
19,933 |
21,238 |
| PP |
20,605 |
20,605 |
20,605 |
20,289 |
| S1 |
18,345 |
18,345 |
19,287 |
17,713 |
| S2 |
17,080 |
17,080 |
18,964 |
|
| S3 |
13,555 |
14,820 |
18,641 |
|
| S4 |
10,030 |
11,295 |
17,671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,890 |
18,130 |
1,760 |
9.1% |
1,046 |
5.4% |
64% |
False |
True |
126 |
| 10 |
22,865 |
18,130 |
4,735 |
24.6% |
1,282 |
6.7% |
24% |
False |
True |
79 |
| 20 |
22,865 |
18,130 |
4,735 |
24.6% |
1,094 |
5.7% |
24% |
False |
True |
80 |
| 40 |
25,380 |
18,130 |
7,250 |
37.6% |
1,011 |
5.2% |
16% |
False |
True |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,903 |
|
2.618 |
22,797 |
|
1.618 |
21,507 |
|
1.000 |
20,710 |
|
0.618 |
20,217 |
|
HIGH |
19,420 |
|
0.618 |
18,927 |
|
0.500 |
18,775 |
|
0.382 |
18,623 |
|
LOW |
18,130 |
|
0.618 |
17,333 |
|
1.000 |
16,840 |
|
1.618 |
16,043 |
|
2.618 |
14,753 |
|
4.250 |
12,648 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,098 |
19,157 |
| PP |
18,937 |
19,053 |
| S1 |
18,775 |
18,950 |
|