| 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 |
12,019.75 |
12,267.75 |
248.00 |
2.1% |
12,485.00 |
| High |
12,306.25 |
12,379.50 |
73.25 |
0.6% |
12,658.25 |
| Low |
11,921.50 |
12,115.75 |
194.25 |
1.6% |
12,017.75 |
| Close |
12,263.25 |
12,321.75 |
58.50 |
0.5% |
12,104.25 |
| Range |
384.75 |
263.75 |
-121.00 |
-31.4% |
640.50 |
| ATR |
320.24 |
316.20 |
-4.03 |
-1.3% |
0.00 |
| Volume |
677,159 |
737,024 |
59,865 |
8.8% |
3,819,099 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,063.50 |
12,956.50 |
12,466.75 |
|
| R3 |
12,799.75 |
12,692.75 |
12,394.25 |
|
| R2 |
12,536.00 |
12,536.00 |
12,370.00 |
|
| R1 |
12,429.00 |
12,429.00 |
12,346.00 |
12,482.50 |
| PP |
12,272.25 |
12,272.25 |
12,272.25 |
12,299.00 |
| S1 |
12,165.25 |
12,165.25 |
12,297.50 |
12,218.75 |
| S2 |
12,008.50 |
12,008.50 |
12,273.50 |
|
| S3 |
11,744.75 |
11,901.50 |
12,249.25 |
|
| S4 |
11,481.00 |
11,637.75 |
12,176.75 |
|
|
| 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 |
12,461.75 |
11,921.50 |
540.25 |
4.4% |
333.25 |
2.7% |
74% |
False |
False |
793,221 |
| 10 |
13,220.00 |
11,921.50 |
1,298.50 |
10.5% |
342.25 |
2.8% |
31% |
False |
False |
742,626 |
| 20 |
13,740.75 |
11,921.50 |
1,819.25 |
14.8% |
294.00 |
2.4% |
22% |
False |
False |
649,742 |
| 40 |
13,740.75 |
11,511.25 |
2,229.50 |
18.1% |
309.50 |
2.5% |
36% |
False |
False |
627,597 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.7% |
327.00 |
2.7% |
47% |
False |
False |
637,961 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.7% |
349.25 |
2.8% |
47% |
False |
False |
493,890 |
| 100 |
14,329.25 |
11,068.50 |
3,260.75 |
26.5% |
376.75 |
3.1% |
38% |
False |
False |
395,385 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.4% |
370.75 |
3.0% |
30% |
False |
False |
329,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,500.50 |
|
2.618 |
13,070.00 |
|
1.618 |
12,806.25 |
|
1.000 |
12,643.25 |
|
0.618 |
12,542.50 |
|
HIGH |
12,379.50 |
|
0.618 |
12,278.75 |
|
0.500 |
12,247.50 |
|
0.382 |
12,216.50 |
|
LOW |
12,115.75 |
|
0.618 |
11,952.75 |
|
1.000 |
11,852.00 |
|
1.618 |
11,689.00 |
|
2.618 |
11,425.25 |
|
4.250 |
10,994.75 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,297.00 |
12,264.75 |
| PP |
12,272.25 |
12,207.50 |
| S1 |
12,247.50 |
12,150.50 |
|