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 |
3,980.00 |
4,010.25 |
30.25 |
0.8% |
3,929.00 |
High |
4,011.50 |
4,077.25 |
65.75 |
1.6% |
4,077.25 |
Low |
3,942.75 |
4,005.75 |
63.00 |
1.6% |
3,883.50 |
Close |
4,005.50 |
4,067.25 |
61.75 |
1.5% |
4,067.25 |
Range |
68.75 |
71.50 |
2.75 |
4.0% |
193.75 |
ATR |
78.42 |
77.94 |
-0.48 |
-0.6% |
0.00 |
Volume |
2,356,008 |
1,677,890 |
-678,118 |
-28.8% |
8,350,433 |
|
Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,264.50 |
4,237.50 |
4,106.50 |
|
R3 |
4,193.00 |
4,166.00 |
4,087.00 |
|
R2 |
4,121.50 |
4,121.50 |
4,080.25 |
|
R1 |
4,094.50 |
4,094.50 |
4,073.75 |
4,108.00 |
PP |
4,050.00 |
4,050.00 |
4,050.00 |
4,057.00 |
S1 |
4,023.00 |
4,023.00 |
4,060.75 |
4,036.50 |
S2 |
3,978.50 |
3,978.50 |
4,054.25 |
|
S3 |
3,907.00 |
3,951.50 |
4,047.50 |
|
S4 |
3,835.50 |
3,880.00 |
4,028.00 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,590.50 |
4,522.75 |
4,173.75 |
|
R3 |
4,396.75 |
4,329.00 |
4,120.50 |
|
R2 |
4,203.00 |
4,203.00 |
4,102.75 |
|
R1 |
4,135.25 |
4,135.25 |
4,085.00 |
4,169.00 |
PP |
4,009.25 |
4,009.25 |
4,009.25 |
4,026.25 |
S1 |
3,941.50 |
3,941.50 |
4,049.50 |
3,975.50 |
S2 |
3,815.50 |
3,815.50 |
4,031.75 |
|
S3 |
3,621.75 |
3,747.75 |
4,014.00 |
|
S4 |
3,428.00 |
3,554.00 |
3,960.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,077.25 |
3,883.50 |
193.75 |
4.8% |
87.00 |
2.1% |
95% |
True |
False |
2,172,157 |
10 |
4,217.25 |
3,883.50 |
333.75 |
8.2% |
90.75 |
2.2% |
55% |
False |
False |
2,219,932 |
20 |
4,327.50 |
3,883.50 |
444.00 |
10.9% |
74.75 |
1.8% |
41% |
False |
False |
1,858,511 |
40 |
4,327.50 |
3,780.25 |
547.25 |
13.5% |
73.00 |
1.8% |
52% |
False |
False |
1,754,254 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.9% |
79.75 |
2.0% |
62% |
False |
False |
1,772,842 |
80 |
4,327.50 |
3,639.00 |
688.50 |
16.9% |
86.25 |
2.1% |
62% |
False |
False |
1,436,844 |
100 |
4,513.25 |
3,639.00 |
874.25 |
21.5% |
92.25 |
2.3% |
49% |
False |
False |
1,150,205 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.5% |
88.00 |
2.2% |
43% |
False |
False |
958,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,381.00 |
2.618 |
4,264.50 |
1.618 |
4,193.00 |
1.000 |
4,148.75 |
0.618 |
4,121.50 |
HIGH |
4,077.25 |
0.618 |
4,050.00 |
0.500 |
4,041.50 |
0.382 |
4,033.00 |
LOW |
4,005.75 |
0.618 |
3,961.50 |
1.000 |
3,934.25 |
1.618 |
3,890.00 |
2.618 |
3,818.50 |
4.250 |
3,702.00 |
|
|
Fisher Pivots for day following 09-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
4,058.75 |
4,038.25 |
PP |
4,050.00 |
4,009.25 |
S1 |
4,041.50 |
3,980.50 |
|