Trading Metrics calculated at close of trading on 08-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
3,470.0 |
3,516.0 |
46.0 |
1.3% |
3,553.0 |
High |
3,523.0 |
3,535.0 |
12.0 |
0.3% |
3,629.0 |
Low |
3,448.0 |
3,453.0 |
5.0 |
0.1% |
3,444.0 |
Close |
3,507.0 |
3,512.0 |
5.0 |
0.1% |
3,545.0 |
Range |
75.0 |
82.0 |
7.0 |
9.3% |
185.0 |
ATR |
72.2 |
72.9 |
0.7 |
1.0% |
0.0 |
Volume |
1,014,166 |
1,575,332 |
561,166 |
55.3% |
5,267,401 |
|
Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,746.0 |
3,711.0 |
3,557.1 |
|
R3 |
3,664.0 |
3,629.0 |
3,534.6 |
|
R2 |
3,582.0 |
3,582.0 |
3,527.0 |
|
R1 |
3,547.0 |
3,547.0 |
3,519.5 |
3,523.5 |
PP |
3,500.0 |
3,500.0 |
3,500.0 |
3,488.3 |
S1 |
3,465.0 |
3,465.0 |
3,504.5 |
3,441.5 |
S2 |
3,418.0 |
3,418.0 |
3,497.0 |
|
S3 |
3,336.0 |
3,383.0 |
3,489.5 |
|
S4 |
3,254.0 |
3,301.0 |
3,466.9 |
|
|
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 |
3,549.0 |
3,444.0 |
105.0 |
3.0% |
72.4 |
2.1% |
65% |
False |
False |
1,192,837 |
10 |
3,705.0 |
3,444.0 |
261.0 |
7.4% |
77.9 |
2.2% |
26% |
False |
False |
1,051,397 |
20 |
3,822.0 |
3,444.0 |
378.0 |
10.8% |
66.0 |
1.9% |
18% |
False |
False |
877,694 |
40 |
3,822.0 |
3,362.0 |
460.0 |
13.1% |
65.9 |
1.9% |
33% |
False |
False |
831,476 |
60 |
3,822.0 |
3,343.0 |
479.0 |
13.6% |
71.3 |
2.0% |
35% |
False |
False |
870,885 |
80 |
3,840.0 |
3,343.0 |
497.0 |
14.2% |
71.0 |
2.0% |
34% |
False |
False |
728,951 |
100 |
3,855.0 |
3,343.0 |
512.0 |
14.6% |
71.9 |
2.0% |
33% |
False |
False |
583,905 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.9% |
68.0 |
1.9% |
30% |
False |
False |
486,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,883.5 |
2.618 |
3,749.7 |
1.618 |
3,667.7 |
1.000 |
3,617.0 |
0.618 |
3,585.7 |
HIGH |
3,535.0 |
0.618 |
3,503.7 |
0.500 |
3,494.0 |
0.382 |
3,484.3 |
LOW |
3,453.0 |
0.618 |
3,402.3 |
1.000 |
3,371.0 |
1.618 |
3,320.3 |
2.618 |
3,238.3 |
4.250 |
3,104.5 |
|
|
Fisher Pivots for day following 08-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,506.0 |
3,505.2 |
PP |
3,500.0 |
3,498.3 |
S1 |
3,494.0 |
3,491.5 |
|