| 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 |
3,907.50 |
3,980.00 |
72.50 |
1.9% |
4,024.00 |
| High |
3,988.75 |
4,011.50 |
22.75 |
0.6% |
4,072.75 |
| Low |
3,883.50 |
3,942.75 |
59.25 |
1.5% |
3,903.50 |
| Close |
3,980.00 |
4,005.50 |
25.50 |
0.6% |
3,924.50 |
| Range |
105.25 |
68.75 |
-36.50 |
-34.7% |
169.25 |
| ATR |
79.16 |
78.42 |
-0.74 |
-0.9% |
0.00 |
| Volume |
1,956,209 |
2,356,008 |
399,799 |
20.4% |
11,607,778 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,192.75 |
4,168.00 |
4,043.25 |
|
| R3 |
4,124.00 |
4,099.25 |
4,024.50 |
|
| R2 |
4,055.25 |
4,055.25 |
4,018.00 |
|
| R1 |
4,030.50 |
4,030.50 |
4,011.75 |
4,043.00 |
| PP |
3,986.50 |
3,986.50 |
3,986.50 |
3,992.75 |
| S1 |
3,961.75 |
3,961.75 |
3,999.25 |
3,974.00 |
| S2 |
3,917.75 |
3,917.75 |
3,993.00 |
|
| S3 |
3,849.00 |
3,893.00 |
3,986.50 |
|
| S4 |
3,780.25 |
3,824.25 |
3,967.75 |
|
|
| 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% |
86.25 |
2.2% |
90% |
False |
False |
2,278,986 |
| 10 |
4,217.25 |
3,883.50 |
333.75 |
8.3% |
89.75 |
2.2% |
37% |
False |
False |
2,215,691 |
| 20 |
4,327.50 |
3,883.50 |
444.00 |
11.1% |
74.00 |
1.8% |
27% |
False |
False |
1,854,523 |
| 40 |
4,327.50 |
3,723.75 |
603.75 |
15.1% |
73.25 |
1.8% |
47% |
False |
False |
1,760,213 |
| 60 |
4,327.50 |
3,639.00 |
688.50 |
17.2% |
80.25 |
2.0% |
53% |
False |
False |
1,789,906 |
| 80 |
4,327.50 |
3,639.00 |
688.50 |
17.2% |
86.00 |
2.1% |
53% |
False |
False |
1,415,912 |
| 100 |
4,513.25 |
3,639.00 |
874.25 |
21.8% |
92.00 |
2.3% |
42% |
False |
False |
1,133,438 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
24.8% |
88.25 |
2.2% |
37% |
False |
False |
944,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,303.75 |
|
2.618 |
4,191.50 |
|
1.618 |
4,122.75 |
|
1.000 |
4,080.25 |
|
0.618 |
4,054.00 |
|
HIGH |
4,011.50 |
|
0.618 |
3,985.25 |
|
0.500 |
3,977.00 |
|
0.382 |
3,969.00 |
|
LOW |
3,942.75 |
|
0.618 |
3,900.25 |
|
1.000 |
3,874.00 |
|
1.618 |
3,831.50 |
|
2.618 |
3,762.75 |
|
4.250 |
3,650.50 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,996.00 |
3,986.25 |
| PP |
3,986.50 |
3,966.75 |
| S1 |
3,977.00 |
3,947.50 |
|