| 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 |
3,929.00 |
3,907.50 |
-21.50 |
-0.5% |
4,024.00 |
| High |
3,963.25 |
3,988.75 |
25.50 |
0.6% |
4,072.75 |
| Low |
3,886.75 |
3,883.50 |
-3.25 |
-0.1% |
3,903.50 |
| Close |
3,910.50 |
3,980.00 |
69.50 |
1.8% |
3,924.50 |
| Range |
76.50 |
105.25 |
28.75 |
37.6% |
169.25 |
| ATR |
77.16 |
79.16 |
2.01 |
2.6% |
0.00 |
| Volume |
2,360,326 |
1,956,209 |
-404,117 |
-17.1% |
11,607,778 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,266.50 |
4,228.50 |
4,038.00 |
|
| R3 |
4,161.25 |
4,123.25 |
4,009.00 |
|
| R2 |
4,056.00 |
4,056.00 |
3,999.25 |
|
| R1 |
4,018.00 |
4,018.00 |
3,989.75 |
4,037.00 |
| PP |
3,950.75 |
3,950.75 |
3,950.75 |
3,960.25 |
| S1 |
3,912.75 |
3,912.75 |
3,970.25 |
3,931.75 |
| S2 |
3,845.50 |
3,845.50 |
3,960.75 |
|
| S3 |
3,740.25 |
3,807.50 |
3,951.00 |
|
| S4 |
3,635.00 |
3,702.25 |
3,922.00 |
|
|
| 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 |
4,019.25 |
3,883.50 |
135.75 |
3.4% |
85.50 |
2.2% |
71% |
False |
True |
2,281,082 |
| 10 |
4,217.25 |
3,883.50 |
333.75 |
8.4% |
87.50 |
2.2% |
29% |
False |
True |
2,114,951 |
| 20 |
4,327.50 |
3,883.50 |
444.00 |
11.2% |
75.50 |
1.9% |
22% |
False |
True |
1,818,119 |
| 40 |
4,327.50 |
3,723.75 |
603.75 |
15.2% |
74.75 |
1.9% |
42% |
False |
False |
1,755,262 |
| 60 |
4,327.50 |
3,639.00 |
688.50 |
17.3% |
81.50 |
2.0% |
50% |
False |
False |
1,803,344 |
| 80 |
4,327.50 |
3,639.00 |
688.50 |
17.3% |
86.75 |
2.2% |
50% |
False |
False |
1,386,510 |
| 100 |
4,513.25 |
3,639.00 |
874.25 |
22.0% |
92.00 |
2.3% |
39% |
False |
False |
1,109,891 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
25.0% |
88.50 |
2.2% |
34% |
False |
False |
925,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,436.00 |
|
2.618 |
4,264.25 |
|
1.618 |
4,159.00 |
|
1.000 |
4,094.00 |
|
0.618 |
4,053.75 |
|
HIGH |
3,988.75 |
|
0.618 |
3,948.50 |
|
0.500 |
3,936.00 |
|
0.382 |
3,923.75 |
|
LOW |
3,883.50 |
|
0.618 |
3,818.50 |
|
1.000 |
3,778.25 |
|
1.618 |
3,713.25 |
|
2.618 |
3,608.00 |
|
4.250 |
3,436.25 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,965.50 |
3,970.50 |
| PP |
3,950.75 |
3,961.00 |
| S1 |
3,936.00 |
3,951.50 |
|