| 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 |
1,824.0 |
1,810.1 |
-13.9 |
-0.8% |
1,882.7 |
| High |
1,849.0 |
1,832.2 |
-16.8 |
-0.9% |
1,901.9 |
| Low |
1,800.2 |
1,783.6 |
-16.6 |
-0.9% |
1,797.9 |
| Close |
1,809.3 |
1,792.6 |
-16.7 |
-0.9% |
1,809.3 |
| Range |
48.8 |
48.6 |
-0.2 |
-0.4% |
104.0 |
| ATR |
43.2 |
43.6 |
0.4 |
0.9% |
0.0 |
| Volume |
222,411 |
263,122 |
40,711 |
18.3% |
1,098,615 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,948.6 |
1,919.2 |
1,819.3 |
|
| R3 |
1,900.0 |
1,870.6 |
1,806.0 |
|
| R2 |
1,851.4 |
1,851.4 |
1,801.5 |
|
| R1 |
1,822.0 |
1,822.0 |
1,797.1 |
1,812.4 |
| PP |
1,802.8 |
1,802.8 |
1,802.8 |
1,798.0 |
| S1 |
1,773.4 |
1,773.4 |
1,788.1 |
1,763.8 |
| S2 |
1,754.2 |
1,754.2 |
1,783.7 |
|
| S3 |
1,705.6 |
1,724.8 |
1,779.2 |
|
| S4 |
1,657.0 |
1,676.2 |
1,765.9 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.4 |
2,082.8 |
1,866.5 |
|
| R3 |
2,044.4 |
1,978.8 |
1,837.9 |
|
| R2 |
1,940.4 |
1,940.4 |
1,828.4 |
|
| R1 |
1,874.8 |
1,874.8 |
1,818.8 |
1,855.6 |
| PP |
1,836.4 |
1,836.4 |
1,836.4 |
1,826.8 |
| S1 |
1,770.8 |
1,770.8 |
1,799.8 |
1,751.6 |
| S2 |
1,732.4 |
1,732.4 |
1,790.2 |
|
| S3 |
1,628.4 |
1,666.8 |
1,780.7 |
|
| S4 |
1,524.4 |
1,562.8 |
1,752.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,901.9 |
1,783.6 |
118.3 |
6.6% |
46.6 |
2.6% |
8% |
False |
True |
231,887 |
| 10 |
1,973.7 |
1,783.6 |
190.1 |
10.6% |
44.4 |
2.5% |
5% |
False |
True |
203,851 |
| 20 |
2,033.0 |
1,783.6 |
249.4 |
13.9% |
43.1 |
2.4% |
4% |
False |
True |
192,061 |
| 40 |
2,033.0 |
1,682.3 |
350.7 |
19.6% |
41.8 |
2.3% |
31% |
False |
False |
186,223 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
21.9% |
45.8 |
2.6% |
39% |
False |
False |
205,569 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
21.9% |
47.4 |
2.6% |
39% |
False |
False |
155,497 |
| 100 |
2,062.0 |
1,640.7 |
421.3 |
23.5% |
49.7 |
2.8% |
36% |
False |
False |
124,422 |
| 120 |
2,137.9 |
1,640.7 |
497.2 |
27.7% |
48.5 |
2.7% |
31% |
False |
False |
103,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.8 |
|
2.618 |
1,959.4 |
|
1.618 |
1,910.8 |
|
1.000 |
1,880.8 |
|
0.618 |
1,862.2 |
|
HIGH |
1,832.2 |
|
0.618 |
1,813.6 |
|
0.500 |
1,807.9 |
|
0.382 |
1,802.2 |
|
LOW |
1,783.6 |
|
0.618 |
1,753.6 |
|
1.000 |
1,735.0 |
|
1.618 |
1,705.0 |
|
2.618 |
1,656.4 |
|
4.250 |
1,577.1 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,807.9 |
1,816.3 |
| PP |
1,802.8 |
1,808.4 |
| S1 |
1,797.7 |
1,800.5 |
|