| 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 |
12,297.75 |
12,110.50 |
-187.25 |
-1.5% |
12,485.00 |
| High |
12,461.75 |
12,244.50 |
-217.25 |
-1.7% |
12,658.25 |
| Low |
12,040.25 |
11,930.00 |
-110.25 |
-0.9% |
12,017.75 |
| Close |
12,104.25 |
12,019.00 |
-85.25 |
-0.7% |
12,104.25 |
| Range |
421.50 |
314.50 |
-107.00 |
-25.4% |
640.50 |
| ATR |
315.33 |
315.27 |
-0.06 |
0.0% |
0.00 |
| Volume |
835,870 |
895,450 |
59,580 |
7.1% |
3,819,099 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,008.00 |
12,828.00 |
12,192.00 |
|
| R3 |
12,693.50 |
12,513.50 |
12,105.50 |
|
| R2 |
12,379.00 |
12,379.00 |
12,076.75 |
|
| R1 |
12,199.00 |
12,199.00 |
12,047.75 |
12,131.75 |
| PP |
12,064.50 |
12,064.50 |
12,064.50 |
12,031.00 |
| S1 |
11,884.50 |
11,884.50 |
11,990.25 |
11,817.25 |
| S2 |
11,750.00 |
11,750.00 |
11,961.25 |
|
| S3 |
11,435.50 |
11,570.00 |
11,932.50 |
|
| S4 |
11,121.00 |
11,255.50 |
11,846.00 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,181.50 |
13,783.50 |
12,456.50 |
|
| R3 |
13,541.00 |
13,143.00 |
12,280.50 |
|
| R2 |
12,900.50 |
12,900.50 |
12,221.75 |
|
| R1 |
12,502.50 |
12,502.50 |
12,163.00 |
12,381.25 |
| PP |
12,260.00 |
12,260.00 |
12,260.00 |
12,199.50 |
| S1 |
11,862.00 |
11,862.00 |
12,045.50 |
11,740.75 |
| S2 |
11,619.50 |
11,619.50 |
11,986.75 |
|
| S3 |
10,979.00 |
11,221.50 |
11,928.00 |
|
| S4 |
10,338.50 |
10,581.00 |
11,752.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,658.25 |
11,930.00 |
728.25 |
6.1% |
333.00 |
2.8% |
12% |
False |
True |
804,291 |
| 10 |
13,220.00 |
11,930.00 |
1,290.00 |
10.7% |
315.25 |
2.6% |
7% |
False |
True |
708,558 |
| 20 |
13,740.75 |
11,930.00 |
1,810.75 |
15.1% |
296.50 |
2.5% |
5% |
False |
True |
636,822 |
| 40 |
13,740.75 |
11,479.25 |
2,261.50 |
18.8% |
313.50 |
2.6% |
24% |
False |
False |
625,748 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
22.2% |
333.50 |
2.8% |
36% |
False |
False |
633,034 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
22.2% |
353.50 |
2.9% |
36% |
False |
False |
476,255 |
| 100 |
14,331.25 |
11,068.50 |
3,262.75 |
27.1% |
377.75 |
3.1% |
29% |
False |
False |
381,259 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.2% |
372.75 |
3.1% |
22% |
False |
False |
317,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,581.00 |
|
2.618 |
13,067.75 |
|
1.618 |
12,753.25 |
|
1.000 |
12,559.00 |
|
0.618 |
12,438.75 |
|
HIGH |
12,244.50 |
|
0.618 |
12,124.25 |
|
0.500 |
12,087.25 |
|
0.382 |
12,050.25 |
|
LOW |
11,930.00 |
|
0.618 |
11,735.75 |
|
1.000 |
11,615.50 |
|
1.618 |
11,421.25 |
|
2.618 |
11,106.75 |
|
4.250 |
10,593.50 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,087.25 |
12,196.00 |
| PP |
12,064.50 |
12,137.00 |
| S1 |
12,041.75 |
12,078.00 |
|