| 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 |
3,967.50 |
3,929.00 |
-38.50 |
-1.0% |
4,024.00 |
| High |
4,019.25 |
3,963.25 |
-56.00 |
-1.4% |
4,072.75 |
| Low |
3,906.00 |
3,886.75 |
-19.25 |
-0.5% |
3,903.50 |
| Close |
3,924.50 |
3,910.50 |
-14.00 |
-0.4% |
3,924.50 |
| Range |
113.25 |
76.50 |
-36.75 |
-32.5% |
169.25 |
| ATR |
77.21 |
77.16 |
-0.05 |
-0.1% |
0.00 |
| Volume |
2,510,355 |
2,360,326 |
-150,029 |
-6.0% |
11,607,778 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,149.75 |
4,106.50 |
3,952.50 |
|
| R3 |
4,073.25 |
4,030.00 |
3,931.50 |
|
| R2 |
3,996.75 |
3,996.75 |
3,924.50 |
|
| R1 |
3,953.50 |
3,953.50 |
3,917.50 |
3,937.00 |
| PP |
3,920.25 |
3,920.25 |
3,920.25 |
3,911.75 |
| S1 |
3,877.00 |
3,877.00 |
3,903.50 |
3,860.50 |
| S2 |
3,843.75 |
3,843.75 |
3,896.50 |
|
| S3 |
3,767.25 |
3,800.50 |
3,889.50 |
|
| S4 |
3,690.75 |
3,724.00 |
3,868.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,474.75 |
4,368.75 |
4,017.50 |
|
| R3 |
4,305.50 |
4,199.50 |
3,971.00 |
|
| R2 |
4,136.25 |
4,136.25 |
3,955.50 |
|
| R1 |
4,030.25 |
4,030.25 |
3,940.00 |
3,998.50 |
| PP |
3,967.00 |
3,967.00 |
3,967.00 |
3,951.00 |
| S1 |
3,861.00 |
3,861.00 |
3,909.00 |
3,829.50 |
| S2 |
3,797.75 |
3,797.75 |
3,893.50 |
|
| S3 |
3,628.50 |
3,691.75 |
3,878.00 |
|
| S4 |
3,459.25 |
3,522.50 |
3,831.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,072.75 |
3,886.75 |
186.00 |
4.8% |
86.25 |
2.2% |
13% |
False |
True |
2,400,931 |
| 10 |
4,217.25 |
3,886.75 |
330.50 |
8.5% |
81.50 |
2.1% |
7% |
False |
True |
2,076,898 |
| 20 |
4,327.50 |
3,886.75 |
440.75 |
11.3% |
72.25 |
1.9% |
5% |
False |
True |
1,784,313 |
| 40 |
4,327.50 |
3,723.75 |
603.75 |
15.4% |
73.75 |
1.9% |
31% |
False |
False |
1,747,379 |
| 60 |
4,327.50 |
3,639.00 |
688.50 |
17.6% |
82.00 |
2.1% |
39% |
False |
False |
1,801,536 |
| 80 |
4,327.50 |
3,639.00 |
688.50 |
17.6% |
86.75 |
2.2% |
39% |
False |
False |
1,362,131 |
| 100 |
4,513.25 |
3,639.00 |
874.25 |
22.4% |
91.75 |
2.3% |
31% |
False |
False |
1,090,344 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
25.4% |
88.75 |
2.3% |
27% |
False |
False |
908,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,288.50 |
|
2.618 |
4,163.50 |
|
1.618 |
4,087.00 |
|
1.000 |
4,039.75 |
|
0.618 |
4,010.50 |
|
HIGH |
3,963.25 |
|
0.618 |
3,934.00 |
|
0.500 |
3,925.00 |
|
0.382 |
3,916.00 |
|
LOW |
3,886.75 |
|
0.618 |
3,839.50 |
|
1.000 |
3,810.25 |
|
1.618 |
3,763.00 |
|
2.618 |
3,686.50 |
|
4.250 |
3,561.50 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,925.00 |
3,953.00 |
| PP |
3,920.25 |
3,938.75 |
| S1 |
3,915.25 |
3,924.75 |
|