| 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 |
1,581.5420 |
1,598.0180 |
16.4760 |
1.0% |
1,557.5790 |
| High |
1,645.8500 |
1,685.8810 |
40.0310 |
2.4% |
1,645.8500 |
| Low |
1,548.4700 |
1,557.6030 |
9.1330 |
0.6% |
1,424.3700 |
| Close |
1,570.5640 |
1,581.8400 |
11.2760 |
0.7% |
1,570.5640 |
| Range |
97.3800 |
128.2780 |
30.8980 |
31.7% |
221.4800 |
| ATR |
119.5603 |
120.1830 |
0.6227 |
0.5% |
0.0000 |
| Volume |
663,075 |
943,514 |
280,439 |
42.3% |
3,359,567 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.2753 |
1,915.8357 |
1,652.3929 |
|
| R3 |
1,864.9973 |
1,787.5577 |
1,617.1165 |
|
| R2 |
1,736.7193 |
1,736.7193 |
1,605.3576 |
|
| R1 |
1,659.2797 |
1,659.2797 |
1,593.5988 |
1,633.8605 |
| PP |
1,608.4413 |
1,608.4413 |
1,608.4413 |
1,595.7318 |
| S1 |
1,531.0017 |
1,531.0017 |
1,570.0812 |
1,505.5825 |
| S2 |
1,480.1633 |
1,480.1633 |
1,558.3224 |
|
| S3 |
1,351.8853 |
1,402.7237 |
1,546.5636 |
|
| S4 |
1,223.6073 |
1,274.4457 |
1,511.2871 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.3680 |
2,112.4460 |
1,692.3780 |
|
| R3 |
1,989.8880 |
1,890.9660 |
1,631.4710 |
|
| R2 |
1,768.4080 |
1,768.4080 |
1,611.1687 |
|
| R1 |
1,669.4860 |
1,669.4860 |
1,590.8663 |
1,718.9470 |
| PP |
1,546.9280 |
1,546.9280 |
1,546.9280 |
1,571.6585 |
| S1 |
1,448.0060 |
1,448.0060 |
1,550.2617 |
1,497.4670 |
| S2 |
1,325.4480 |
1,325.4480 |
1,529.9593 |
|
| S3 |
1,103.9680 |
1,226.5260 |
1,509.6570 |
|
| S4 |
882.4880 |
1,005.0460 |
1,448.7500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,685.8810 |
1,477.6480 |
208.2330 |
13.2% |
103.8934 |
6.6% |
50% |
True |
False |
858,769 |
| 10 |
1,721.2170 |
1,424.3700 |
296.8470 |
18.8% |
107.9087 |
6.8% |
53% |
False |
False |
745,550 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
38.2% |
117.4166 |
7.4% |
26% |
False |
False |
697,824 |
| 40 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
64.3% |
131.9491 |
8.3% |
56% |
False |
False |
718,732 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
72.4% |
133.8293 |
8.5% |
61% |
False |
False |
742,879 |
| 80 |
2,155.8160 |
883.1590 |
1,272.6570 |
80.5% |
134.9065 |
8.5% |
55% |
False |
False |
653,614 |
| 100 |
3,176.1690 |
883.1590 |
2,293.0100 |
145.0% |
150.2995 |
9.5% |
30% |
False |
False |
599,004 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
170.5% |
154.2109 |
9.7% |
26% |
False |
False |
547,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.0625 |
|
2.618 |
2,021.7128 |
|
1.618 |
1,893.4348 |
|
1.000 |
1,814.1590 |
|
0.618 |
1,765.1568 |
|
HIGH |
1,685.8810 |
|
0.618 |
1,636.8788 |
|
0.500 |
1,621.7420 |
|
0.382 |
1,606.6052 |
|
LOW |
1,557.6030 |
|
0.618 |
1,478.3272 |
|
1.000 |
1,429.3250 |
|
1.618 |
1,350.0492 |
|
2.618 |
1,221.7712 |
|
4.250 |
1,012.4215 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,621.7420 |
1,600.9585 |
| PP |
1,608.4413 |
1,594.5857 |
| S1 |
1,595.1407 |
1,588.2128 |
|