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 |
12,750.0 |
12,790.0 |
40.0 |
0.3% |
12,793.0 |
High |
12,929.0 |
12,993.0 |
64.0 |
0.5% |
13,155.0 |
Low |
12,721.0 |
12,700.0 |
-21.0 |
-0.2% |
12,598.0 |
Close |
12,859.0 |
12,942.0 |
83.0 |
0.6% |
13,042.0 |
Range |
208.0 |
293.0 |
85.0 |
40.9% |
557.0 |
ATR |
268.1 |
269.9 |
1.8 |
0.7% |
0.0 |
Volume |
81,496 |
68,561 |
-12,935 |
-15.9% |
403,579 |
|
Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,757.3 |
13,642.7 |
13,103.2 |
|
R3 |
13,464.3 |
13,349.7 |
13,022.6 |
|
R2 |
13,171.3 |
13,171.3 |
12,995.7 |
|
R1 |
13,056.7 |
13,056.7 |
12,968.9 |
13,114.0 |
PP |
12,878.3 |
12,878.3 |
12,878.3 |
12,907.0 |
S1 |
12,763.7 |
12,763.7 |
12,915.1 |
12,821.0 |
S2 |
12,585.3 |
12,585.3 |
12,888.3 |
|
S3 |
12,292.3 |
12,470.7 |
12,861.4 |
|
S4 |
11,999.3 |
12,177.7 |
12,780.9 |
|
|
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 |
13,055.0 |
12,598.0 |
457.0 |
3.5% |
273.4 |
2.1% |
75% |
False |
False |
81,467 |
10 |
13,374.0 |
12,598.0 |
776.0 |
6.0% |
275.9 |
2.1% |
44% |
False |
False |
73,311 |
20 |
13,970.0 |
12,598.0 |
1,372.0 |
10.6% |
249.2 |
1.9% |
25% |
False |
False |
64,338 |
40 |
13,970.0 |
12,418.0 |
1,552.0 |
12.0% |
245.6 |
1.9% |
34% |
False |
False |
60,706 |
60 |
13,970.0 |
12,367.0 |
1,603.0 |
12.4% |
267.7 |
2.1% |
36% |
False |
False |
61,502 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.8% |
254.8 |
2.0% |
25% |
False |
False |
46,711 |
100 |
14,670.0 |
12,367.0 |
2,303.0 |
17.8% |
244.9 |
1.9% |
25% |
False |
False |
37,373 |
120 |
14,921.0 |
12,367.0 |
2,554.0 |
19.7% |
237.8 |
1.8% |
23% |
False |
False |
31,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,238.3 |
2.618 |
13,760.1 |
1.618 |
13,467.1 |
1.000 |
13,286.0 |
0.618 |
13,174.1 |
HIGH |
12,993.0 |
0.618 |
12,881.1 |
0.500 |
12,846.5 |
0.382 |
12,811.9 |
LOW |
12,700.0 |
0.618 |
12,518.9 |
1.000 |
12,407.0 |
1.618 |
12,225.9 |
2.618 |
11,932.9 |
4.250 |
11,454.8 |
|
|
Fisher Pivots for day following 07-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,910.2 |
12,909.2 |
PP |
12,878.3 |
12,876.3 |
S1 |
12,846.5 |
12,843.5 |
|