Trading Metrics calculated at close of trading on 09-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
12,267.75 |
12,345.25 |
77.50 |
0.6% |
12,110.50 |
High |
12,379.50 |
12,613.75 |
234.25 |
1.9% |
12,613.75 |
Low |
12,115.75 |
12,329.50 |
213.75 |
1.8% |
11,921.50 |
Close |
12,321.75 |
12,592.50 |
270.75 |
2.2% |
12,592.50 |
Range |
263.75 |
284.25 |
20.50 |
7.8% |
692.25 |
ATR |
316.20 |
314.47 |
-1.73 |
-0.5% |
0.00 |
Volume |
737,024 |
535,984 |
-201,040 |
-27.3% |
2,845,617 |
|
Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,364.75 |
13,262.75 |
12,748.75 |
|
R3 |
13,080.50 |
12,978.50 |
12,670.75 |
|
R2 |
12,796.25 |
12,796.25 |
12,644.50 |
|
R1 |
12,694.25 |
12,694.25 |
12,618.50 |
12,745.25 |
PP |
12,512.00 |
12,512.00 |
12,512.00 |
12,537.50 |
S1 |
12,410.00 |
12,410.00 |
12,566.50 |
12,461.00 |
S2 |
12,227.75 |
12,227.75 |
12,540.50 |
|
S3 |
11,943.50 |
12,125.75 |
12,514.25 |
|
S4 |
11,659.25 |
11,841.50 |
12,436.25 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,452.75 |
14,214.75 |
12,973.25 |
|
R3 |
13,760.50 |
13,522.50 |
12,782.75 |
|
R2 |
13,068.25 |
13,068.25 |
12,719.50 |
|
R1 |
12,830.25 |
12,830.25 |
12,656.00 |
12,949.25 |
PP |
12,376.00 |
12,376.00 |
12,376.00 |
12,435.50 |
S1 |
12,138.00 |
12,138.00 |
12,529.00 |
12,257.00 |
S2 |
11,683.75 |
11,683.75 |
12,465.50 |
|
S3 |
10,991.50 |
11,445.75 |
12,402.25 |
|
S4 |
10,299.25 |
10,753.50 |
12,211.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,613.75 |
11,921.50 |
692.25 |
5.5% |
333.75 |
2.7% |
97% |
True |
False |
736,297 |
10 |
13,220.00 |
11,921.50 |
1,298.50 |
10.3% |
347.00 |
2.8% |
52% |
False |
False |
741,857 |
20 |
13,740.75 |
11,921.50 |
1,819.25 |
14.4% |
293.75 |
2.3% |
37% |
False |
False |
645,801 |
40 |
13,740.75 |
11,740.25 |
2,000.50 |
15.9% |
308.50 |
2.4% |
43% |
False |
False |
624,633 |
60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.2% |
326.75 |
2.6% |
57% |
False |
False |
635,390 |
80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.2% |
349.00 |
2.8% |
57% |
False |
False |
500,573 |
100 |
14,329.25 |
11,068.50 |
3,260.75 |
25.9% |
376.75 |
3.0% |
47% |
False |
False |
400,738 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
33.6% |
369.25 |
2.9% |
36% |
False |
False |
334,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,821.75 |
2.618 |
13,358.00 |
1.618 |
13,073.75 |
1.000 |
12,898.00 |
0.618 |
12,789.50 |
HIGH |
12,613.75 |
0.618 |
12,505.25 |
0.500 |
12,471.50 |
0.382 |
12,438.00 |
LOW |
12,329.50 |
0.618 |
12,153.75 |
1.000 |
12,045.25 |
1.618 |
11,869.50 |
2.618 |
11,585.25 |
4.250 |
11,121.50 |
|
|
Fisher Pivots for day following 09-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,552.25 |
12,484.25 |
PP |
12,512.00 |
12,376.00 |
S1 |
12,471.50 |
12,267.50 |
|