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 |
12,771.0 |
12,750.0 |
-21.0 |
-0.2% |
12,793.0 |
High |
13,055.0 |
12,929.0 |
-126.0 |
-1.0% |
13,155.0 |
Low |
12,632.0 |
12,721.0 |
89.0 |
0.7% |
12,598.0 |
Close |
13,042.0 |
12,859.0 |
-183.0 |
-1.4% |
13,042.0 |
Range |
423.0 |
208.0 |
-215.0 |
-50.8% |
557.0 |
ATR |
264.0 |
268.1 |
4.1 |
1.5% |
0.0 |
Volume |
103,415 |
81,496 |
-21,919 |
-21.2% |
403,579 |
|
Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,460.3 |
13,367.7 |
12,973.4 |
|
R3 |
13,252.3 |
13,159.7 |
12,916.2 |
|
R2 |
13,044.3 |
13,044.3 |
12,897.1 |
|
R1 |
12,951.7 |
12,951.7 |
12,878.1 |
12,998.0 |
PP |
12,836.3 |
12,836.3 |
12,836.3 |
12,859.5 |
S1 |
12,743.7 |
12,743.7 |
12,839.9 |
12,790.0 |
S2 |
12,628.3 |
12,628.3 |
12,820.9 |
|
S3 |
12,420.3 |
12,535.7 |
12,801.8 |
|
S4 |
12,212.3 |
12,327.7 |
12,744.6 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,602.7 |
14,379.3 |
13,348.4 |
|
R3 |
14,045.7 |
13,822.3 |
13,195.2 |
|
R2 |
13,488.7 |
13,488.7 |
13,144.1 |
|
R1 |
13,265.3 |
13,265.3 |
13,093.1 |
13,377.0 |
PP |
12,931.7 |
12,931.7 |
12,931.7 |
12,987.5 |
S1 |
12,708.3 |
12,708.3 |
12,990.9 |
12,820.0 |
S2 |
12,374.7 |
12,374.7 |
12,939.9 |
|
S3 |
11,817.7 |
12,151.3 |
12,888.8 |
|
S4 |
11,260.7 |
11,594.3 |
12,735.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,155.0 |
12,598.0 |
557.0 |
4.3% |
270.4 |
2.1% |
47% |
False |
False |
83,835 |
10 |
13,374.0 |
12,598.0 |
776.0 |
6.0% |
264.5 |
2.1% |
34% |
False |
False |
72,203 |
20 |
13,970.0 |
12,598.0 |
1,372.0 |
10.7% |
243.3 |
1.9% |
19% |
False |
False |
63,032 |
40 |
13,970.0 |
12,418.0 |
1,552.0 |
12.1% |
245.6 |
1.9% |
28% |
False |
False |
60,521 |
60 |
13,970.0 |
12,367.0 |
1,603.0 |
12.5% |
267.6 |
2.1% |
31% |
False |
False |
60,838 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
254.4 |
2.0% |
21% |
False |
False |
45,854 |
100 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
243.5 |
1.9% |
21% |
False |
False |
36,687 |
120 |
14,921.0 |
12,367.0 |
2,554.0 |
19.9% |
238.2 |
1.9% |
19% |
False |
False |
30,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,813.0 |
2.618 |
13,473.5 |
1.618 |
13,265.5 |
1.000 |
13,137.0 |
0.618 |
13,057.5 |
HIGH |
12,929.0 |
0.618 |
12,849.5 |
0.500 |
12,825.0 |
0.382 |
12,800.5 |
LOW |
12,721.0 |
0.618 |
12,592.5 |
1.000 |
12,513.0 |
1.618 |
12,384.5 |
2.618 |
12,176.5 |
4.250 |
11,837.0 |
|
|
Fisher Pivots for day following 06-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,847.7 |
12,848.2 |
PP |
12,836.3 |
12,837.3 |
S1 |
12,825.0 |
12,826.5 |
|