| 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 |
3,492.0 |
3,483.0 |
-9.0 |
-0.3% |
3,553.0 |
| High |
3,549.0 |
3,522.0 |
-27.0 |
-0.8% |
3,629.0 |
| Low |
3,444.0 |
3,470.0 |
26.0 |
0.8% |
3,444.0 |
| Close |
3,545.0 |
3,495.0 |
-50.0 |
-1.4% |
3,545.0 |
| Range |
105.0 |
52.0 |
-53.0 |
-50.5% |
185.0 |
| ATR |
71.8 |
72.0 |
0.2 |
0.3% |
0.0 |
| Volume |
1,183,451 |
998,548 |
-184,903 |
-15.6% |
5,267,401 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,651.7 |
3,625.3 |
3,523.6 |
|
| R3 |
3,599.7 |
3,573.3 |
3,509.3 |
|
| R2 |
3,547.7 |
3,547.7 |
3,504.5 |
|
| R1 |
3,521.3 |
3,521.3 |
3,499.8 |
3,534.5 |
| PP |
3,495.7 |
3,495.7 |
3,495.7 |
3,502.3 |
| S1 |
3,469.3 |
3,469.3 |
3,490.2 |
3,482.5 |
| S2 |
3,443.7 |
3,443.7 |
3,485.5 |
|
| S3 |
3,391.7 |
3,417.3 |
3,480.7 |
|
| S4 |
3,339.7 |
3,365.3 |
3,466.4 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,094.3 |
4,004.7 |
3,646.8 |
|
| R3 |
3,909.3 |
3,819.7 |
3,595.9 |
|
| R2 |
3,724.3 |
3,724.3 |
3,578.9 |
|
| R1 |
3,634.7 |
3,634.7 |
3,562.0 |
3,587.0 |
| PP |
3,539.3 |
3,539.3 |
3,539.3 |
3,515.5 |
| S1 |
3,449.7 |
3,449.7 |
3,528.0 |
3,402.0 |
| S2 |
3,354.3 |
3,354.3 |
3,511.1 |
|
| S3 |
3,169.3 |
3,264.7 |
3,494.1 |
|
| S4 |
2,984.3 |
3,079.7 |
3,443.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,629.0 |
3,444.0 |
185.0 |
5.3% |
76.8 |
2.2% |
28% |
False |
False |
1,083,320 |
| 10 |
3,705.0 |
3,444.0 |
261.0 |
7.5% |
72.3 |
2.1% |
20% |
False |
False |
924,919 |
| 20 |
3,822.0 |
3,444.0 |
378.0 |
10.8% |
64.1 |
1.8% |
13% |
False |
False |
810,948 |
| 40 |
3,822.0 |
3,362.0 |
460.0 |
13.2% |
65.5 |
1.9% |
29% |
False |
False |
810,139 |
| 60 |
3,822.0 |
3,343.0 |
479.0 |
13.7% |
71.7 |
2.1% |
32% |
False |
False |
895,162 |
| 80 |
3,840.0 |
3,343.0 |
497.0 |
14.2% |
70.6 |
2.0% |
31% |
False |
False |
696,885 |
| 100 |
3,855.0 |
3,343.0 |
512.0 |
14.6% |
71.2 |
2.0% |
30% |
False |
False |
558,073 |
| 120 |
3,902.0 |
3,343.0 |
559.0 |
16.0% |
68.2 |
2.0% |
27% |
False |
False |
465,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,743.0 |
|
2.618 |
3,658.1 |
|
1.618 |
3,606.1 |
|
1.000 |
3,574.0 |
|
0.618 |
3,554.1 |
|
HIGH |
3,522.0 |
|
0.618 |
3,502.1 |
|
0.500 |
3,496.0 |
|
0.382 |
3,489.9 |
|
LOW |
3,470.0 |
|
0.618 |
3,437.9 |
|
1.000 |
3,418.0 |
|
1.618 |
3,385.9 |
|
2.618 |
3,333.9 |
|
4.250 |
3,249.0 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,496.0 |
3,496.5 |
| PP |
3,495.7 |
3,496.0 |
| S1 |
3,495.3 |
3,495.5 |
|