| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
20,075.27 |
19,745.98 |
-329.29 |
-1.6% |
20,657.14 |
| High |
20,432.44 |
20,168.22 |
-264.22 |
-1.3% |
20,680.15 |
| Low |
19,770.76 |
18,745.13 |
-1,025.63 |
-5.2% |
19,544.51 |
| Close |
19,980.93 |
18,976.44 |
-1,004.49 |
-5.0% |
19,980.93 |
| Range |
661.68 |
1,423.09 |
761.41 |
115.1% |
1,135.64 |
| ATR |
1,024.37 |
1,052.85 |
28.48 |
2.8% |
0.00 |
| Volume |
45,090 |
75,516 |
30,426 |
67.5% |
229,469 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,565.87 |
22,694.24 |
19,759.14 |
|
| R3 |
22,142.78 |
21,271.15 |
19,367.79 |
|
| R2 |
20,719.69 |
20,719.69 |
19,237.34 |
|
| R1 |
19,848.06 |
19,848.06 |
19,106.89 |
19,572.33 |
| PP |
19,296.60 |
19,296.60 |
19,296.60 |
19,158.73 |
| S1 |
18,424.97 |
18,424.97 |
18,845.99 |
18,149.24 |
| S2 |
17,873.51 |
17,873.51 |
18,715.54 |
|
| S3 |
16,450.42 |
17,001.88 |
18,585.09 |
|
| S4 |
15,027.33 |
15,578.79 |
18,193.74 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,475.45 |
22,863.83 |
20,605.53 |
|
| R3 |
22,339.81 |
21,728.19 |
20,293.23 |
|
| R2 |
21,204.17 |
21,204.17 |
20,189.13 |
|
| R1 |
20,592.55 |
20,592.55 |
20,085.03 |
20,330.54 |
| PP |
20,068.53 |
20,068.53 |
20,068.53 |
19,937.53 |
| S1 |
19,456.91 |
19,456.91 |
19,876.83 |
19,194.90 |
| S2 |
18,932.89 |
18,932.89 |
19,772.73 |
|
| S3 |
17,797.25 |
18,321.27 |
19,668.63 |
|
| S4 |
16,661.61 |
17,185.63 |
19,356.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,560.81 |
18,745.13 |
1,815.68 |
9.6% |
888.29 |
4.7% |
13% |
False |
True |
60,873 |
| 10 |
21,840.70 |
18,745.13 |
3,095.57 |
16.3% |
875.07 |
4.6% |
7% |
False |
True |
50,551 |
| 20 |
25,198.76 |
18,745.13 |
6,453.63 |
34.0% |
985.42 |
5.2% |
4% |
False |
True |
49,172 |
| 40 |
25,198.76 |
18,745.13 |
6,453.63 |
34.0% |
1,159.87 |
6.1% |
4% |
False |
True |
50,500 |
| 60 |
29,410.94 |
17,614.34 |
11,796.60 |
62.2% |
1,365.46 |
7.2% |
12% |
False |
False |
55,079 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
77.5% |
1,443.18 |
7.6% |
9% |
False |
False |
47,320 |
| 100 |
42,946.95 |
17,614.34 |
25,332.61 |
133.5% |
1,627.01 |
8.6% |
5% |
False |
False |
44,470 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
161.1% |
1,673.20 |
8.8% |
4% |
False |
False |
39,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
26,216.35 |
|
2.618 |
23,893.87 |
|
1.618 |
22,470.78 |
|
1.000 |
21,591.31 |
|
0.618 |
21,047.69 |
|
HIGH |
20,168.22 |
|
0.618 |
19,624.60 |
|
0.500 |
19,456.68 |
|
0.382 |
19,288.75 |
|
LOW |
18,745.13 |
|
0.618 |
17,865.66 |
|
1.000 |
17,322.04 |
|
1.618 |
16,442.57 |
|
2.618 |
15,019.48 |
|
4.250 |
12,697.00 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,456.68 |
19,588.79 |
| PP |
19,296.60 |
19,384.67 |
| S1 |
19,136.52 |
19,180.56 |
|