| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
7,225.0 |
7,280.0 |
55.0 |
0.8% |
7,401.0 |
| High |
7,294.5 |
7,327.5 |
33.0 |
0.5% |
7,487.5 |
| Low |
7,187.5 |
7,255.0 |
67.5 |
0.9% |
7,133.5 |
| Close |
7,286.0 |
7,301.5 |
15.5 |
0.2% |
7,285.5 |
| Range |
107.0 |
72.5 |
-34.5 |
-32.2% |
354.0 |
| ATR |
102.7 |
100.6 |
-2.2 |
-2.1% |
0.0 |
| Volume |
79,804 |
114,561 |
34,757 |
43.6% |
566,247 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,512.0 |
7,479.5 |
7,341.5 |
|
| R3 |
7,439.5 |
7,407.0 |
7,321.5 |
|
| R2 |
7,367.0 |
7,367.0 |
7,315.0 |
|
| R1 |
7,334.5 |
7,334.5 |
7,308.0 |
7,351.0 |
| PP |
7,294.5 |
7,294.5 |
7,294.5 |
7,303.0 |
| S1 |
7,262.0 |
7,262.0 |
7,295.0 |
7,278.0 |
| S2 |
7,222.0 |
7,222.0 |
7,288.0 |
|
| S3 |
7,149.5 |
7,189.5 |
7,281.5 |
|
| S4 |
7,077.0 |
7,117.0 |
7,261.5 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,364.0 |
8,179.0 |
7,480.0 |
|
| R3 |
8,010.0 |
7,825.0 |
7,383.0 |
|
| R2 |
7,656.0 |
7,656.0 |
7,350.5 |
|
| R1 |
7,471.0 |
7,471.0 |
7,318.0 |
7,386.5 |
| PP |
7,302.0 |
7,302.0 |
7,302.0 |
7,260.0 |
| S1 |
7,117.0 |
7,117.0 |
7,253.0 |
7,032.5 |
| S2 |
6,948.0 |
6,948.0 |
7,220.5 |
|
| S3 |
6,594.0 |
6,763.0 |
7,188.0 |
|
| S4 |
6,240.0 |
6,409.0 |
7,091.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,392.5 |
7,133.5 |
259.0 |
3.5% |
114.5 |
1.6% |
65% |
False |
False |
124,186 |
| 10 |
7,538.0 |
7,133.5 |
404.5 |
5.5% |
111.0 |
1.5% |
42% |
False |
False |
111,512 |
| 20 |
7,575.0 |
7,133.5 |
441.5 |
6.0% |
87.5 |
1.2% |
38% |
False |
False |
97,106 |
| 40 |
7,575.0 |
6,955.5 |
619.5 |
8.5% |
92.5 |
1.3% |
56% |
False |
False |
93,151 |
| 60 |
7,575.0 |
6,910.5 |
664.5 |
9.1% |
109.5 |
1.5% |
59% |
False |
False |
100,922 |
| 80 |
7,590.0 |
6,910.5 |
679.5 |
9.3% |
102.5 |
1.4% |
58% |
False |
False |
81,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,635.5 |
|
2.618 |
7,517.5 |
|
1.618 |
7,445.0 |
|
1.000 |
7,400.0 |
|
0.618 |
7,372.5 |
|
HIGH |
7,327.5 |
|
0.618 |
7,300.0 |
|
0.500 |
7,291.0 |
|
0.382 |
7,282.5 |
|
LOW |
7,255.0 |
|
0.618 |
7,210.0 |
|
1.000 |
7,182.5 |
|
1.618 |
7,137.5 |
|
2.618 |
7,065.0 |
|
4.250 |
6,947.0 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,298.0 |
7,281.5 |
| PP |
7,294.5 |
7,261.5 |
| S1 |
7,291.0 |
7,241.0 |
|