| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,483.0 |
3,470.0 |
-13.0 |
-0.4% |
3,553.0 |
| High |
3,522.0 |
3,523.0 |
1.0 |
0.0% |
3,629.0 |
| Low |
3,470.0 |
3,448.0 |
-22.0 |
-0.6% |
3,444.0 |
| Close |
3,495.0 |
3,507.0 |
12.0 |
0.3% |
3,545.0 |
| Range |
52.0 |
75.0 |
23.0 |
44.2% |
185.0 |
| ATR |
72.0 |
72.2 |
0.2 |
0.3% |
0.0 |
| Volume |
998,548 |
1,014,166 |
15,618 |
1.6% |
5,267,401 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,717.7 |
3,687.3 |
3,548.3 |
|
| R3 |
3,642.7 |
3,612.3 |
3,527.6 |
|
| R2 |
3,567.7 |
3,567.7 |
3,520.8 |
|
| R1 |
3,537.3 |
3,537.3 |
3,513.9 |
3,552.5 |
| PP |
3,492.7 |
3,492.7 |
3,492.7 |
3,500.3 |
| S1 |
3,462.3 |
3,462.3 |
3,500.1 |
3,477.5 |
| S2 |
3,417.7 |
3,417.7 |
3,493.3 |
|
| S3 |
3,342.7 |
3,387.3 |
3,486.4 |
|
| S4 |
3,267.7 |
3,312.3 |
3,465.8 |
|
|
| 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 |
3,588.0 |
3,444.0 |
144.0 |
4.1% |
73.6 |
2.1% |
44% |
False |
False |
1,096,932 |
| 10 |
3,705.0 |
3,444.0 |
261.0 |
7.4% |
74.7 |
2.1% |
24% |
False |
False |
953,080 |
| 20 |
3,822.0 |
3,444.0 |
378.0 |
10.8% |
65.2 |
1.9% |
17% |
False |
False |
831,389 |
| 40 |
3,822.0 |
3,362.0 |
460.0 |
13.1% |
65.6 |
1.9% |
32% |
False |
False |
814,823 |
| 60 |
3,822.0 |
3,343.0 |
479.0 |
13.7% |
71.7 |
2.0% |
34% |
False |
False |
884,360 |
| 80 |
3,840.0 |
3,343.0 |
497.0 |
14.2% |
70.5 |
2.0% |
33% |
False |
False |
709,299 |
| 100 |
3,855.0 |
3,343.0 |
512.0 |
14.6% |
71.4 |
2.0% |
32% |
False |
False |
568,214 |
| 120 |
3,902.0 |
3,343.0 |
559.0 |
15.9% |
67.8 |
1.9% |
29% |
False |
False |
473,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,841.8 |
|
2.618 |
3,719.4 |
|
1.618 |
3,644.4 |
|
1.000 |
3,598.0 |
|
0.618 |
3,569.4 |
|
HIGH |
3,523.0 |
|
0.618 |
3,494.4 |
|
0.500 |
3,485.5 |
|
0.382 |
3,476.7 |
|
LOW |
3,448.0 |
|
0.618 |
3,401.7 |
|
1.000 |
3,373.0 |
|
1.618 |
3,326.7 |
|
2.618 |
3,251.7 |
|
4.250 |
3,129.3 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,499.8 |
3,503.5 |
| PP |
3,492.7 |
3,500.0 |
| S1 |
3,485.5 |
3,496.5 |
|