| 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 |
12,110.50 |
12,019.75 |
-90.75 |
-0.7% |
12,485.00 |
| High |
12,244.50 |
12,306.25 |
61.75 |
0.5% |
12,658.25 |
| Low |
11,930.00 |
11,921.50 |
-8.50 |
-0.1% |
12,017.75 |
| Close |
12,019.00 |
12,263.25 |
244.25 |
2.0% |
12,104.25 |
| Range |
314.50 |
384.75 |
70.25 |
22.3% |
640.50 |
| ATR |
315.27 |
320.24 |
4.96 |
1.6% |
0.00 |
| Volume |
895,450 |
677,159 |
-218,291 |
-24.4% |
3,819,099 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,318.00 |
13,175.25 |
12,474.75 |
|
| R3 |
12,933.25 |
12,790.50 |
12,369.00 |
|
| R2 |
12,548.50 |
12,548.50 |
12,333.75 |
|
| R1 |
12,405.75 |
12,405.75 |
12,298.50 |
12,477.00 |
| PP |
12,163.75 |
12,163.75 |
12,163.75 |
12,199.25 |
| S1 |
12,021.00 |
12,021.00 |
12,228.00 |
12,092.50 |
| S2 |
11,779.00 |
11,779.00 |
12,192.75 |
|
| S3 |
11,394.25 |
11,636.25 |
12,157.50 |
|
| S4 |
11,009.50 |
11,251.50 |
12,051.75 |
|
|
| 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 |
12,513.00 |
11,921.50 |
591.50 |
4.8% |
327.75 |
2.7% |
58% |
False |
True |
780,230 |
| 10 |
13,220.00 |
11,921.50 |
1,298.50 |
10.6% |
334.25 |
2.7% |
26% |
False |
True |
719,246 |
| 20 |
13,740.75 |
11,921.50 |
1,819.25 |
14.8% |
302.00 |
2.5% |
19% |
False |
True |
642,995 |
| 40 |
13,740.75 |
11,479.25 |
2,261.50 |
18.4% |
315.25 |
2.6% |
35% |
False |
False |
627,478 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.8% |
331.25 |
2.7% |
45% |
False |
False |
637,969 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.8% |
352.75 |
2.9% |
45% |
False |
False |
484,695 |
| 100 |
14,331.25 |
11,068.50 |
3,262.75 |
26.6% |
378.25 |
3.1% |
37% |
False |
False |
388,025 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.5% |
371.00 |
3.0% |
28% |
False |
False |
323,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,941.50 |
|
2.618 |
13,313.50 |
|
1.618 |
12,928.75 |
|
1.000 |
12,691.00 |
|
0.618 |
12,544.00 |
|
HIGH |
12,306.25 |
|
0.618 |
12,159.25 |
|
0.500 |
12,114.00 |
|
0.382 |
12,068.50 |
|
LOW |
11,921.50 |
|
0.618 |
11,683.75 |
|
1.000 |
11,536.75 |
|
1.618 |
11,299.00 |
|
2.618 |
10,914.25 |
|
4.250 |
10,286.25 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,213.50 |
12,239.50 |
| PP |
12,163.75 |
12,215.50 |
| S1 |
12,114.00 |
12,191.50 |
|