| 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 |
1,791.6 |
1,828.5 |
36.9 |
2.1% |
1,882.7 |
| High |
1,833.7 |
1,847.8 |
14.1 |
0.8% |
1,901.9 |
| Low |
1,778.7 |
1,804.5 |
25.8 |
1.5% |
1,797.9 |
| Close |
1,830.6 |
1,845.7 |
15.1 |
0.8% |
1,809.3 |
| Range |
55.0 |
43.3 |
-11.7 |
-21.3% |
104.0 |
| ATR |
44.4 |
44.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
231,093 |
244,147 |
13,054 |
5.6% |
1,098,615 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,962.6 |
1,947.4 |
1,869.5 |
|
| R3 |
1,919.3 |
1,904.1 |
1,857.6 |
|
| R2 |
1,876.0 |
1,876.0 |
1,853.6 |
|
| R1 |
1,860.8 |
1,860.8 |
1,849.7 |
1,868.4 |
| PP |
1,832.7 |
1,832.7 |
1,832.7 |
1,836.5 |
| S1 |
1,817.5 |
1,817.5 |
1,841.7 |
1,825.1 |
| S2 |
1,789.4 |
1,789.4 |
1,837.8 |
|
| S3 |
1,746.1 |
1,774.2 |
1,833.8 |
|
| S4 |
1,702.8 |
1,730.9 |
1,821.9 |
|
|
| 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 |
1,849.0 |
1,778.7 |
70.3 |
3.8% |
48.7 |
2.6% |
95% |
False |
False |
241,098 |
| 10 |
1,973.7 |
1,778.7 |
195.0 |
10.6% |
47.3 |
2.6% |
34% |
False |
False |
221,430 |
| 20 |
2,033.0 |
1,778.7 |
254.3 |
13.8% |
42.7 |
2.3% |
26% |
False |
False |
199,335 |
| 40 |
2,033.0 |
1,682.3 |
350.7 |
19.0% |
42.0 |
2.3% |
47% |
False |
False |
188,350 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
21.3% |
44.9 |
2.4% |
52% |
False |
False |
199,759 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
21.3% |
47.1 |
2.6% |
52% |
False |
False |
161,434 |
| 100 |
2,062.0 |
1,640.7 |
421.3 |
22.8% |
49.9 |
2.7% |
49% |
False |
False |
129,173 |
| 120 |
2,137.9 |
1,640.7 |
497.2 |
26.9% |
48.3 |
2.6% |
41% |
False |
False |
107,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,031.8 |
|
2.618 |
1,961.2 |
|
1.618 |
1,917.9 |
|
1.000 |
1,891.1 |
|
0.618 |
1,874.6 |
|
HIGH |
1,847.8 |
|
0.618 |
1,831.3 |
|
0.500 |
1,826.2 |
|
0.382 |
1,821.0 |
|
LOW |
1,804.5 |
|
0.618 |
1,777.7 |
|
1.000 |
1,761.2 |
|
1.618 |
1,734.4 |
|
2.618 |
1,691.1 |
|
4.250 |
1,620.5 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,839.2 |
1,834.9 |
| PP |
1,832.7 |
1,824.1 |
| S1 |
1,826.2 |
1,813.3 |
|