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 |
19,975 |
19,745 |
-230 |
-1.2% |
19,890 |
High |
20,390 |
20,085 |
-305 |
-1.5% |
20,630 |
Low |
19,555 |
18,480 |
-1,075 |
-5.5% |
19,310 |
Close |
19,775 |
18,635 |
-1,140 |
-5.8% |
19,775 |
Range |
835 |
1,605 |
770 |
92.2% |
1,320 |
ATR |
1,097 |
1,133 |
36 |
3.3% |
0 |
Volume |
9,765 |
15,290 |
5,525 |
56.6% |
39,346 |
|
Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,882 |
22,863 |
19,518 |
|
R3 |
22,277 |
21,258 |
19,076 |
|
R2 |
20,672 |
20,672 |
18,929 |
|
R1 |
19,653 |
19,653 |
18,782 |
19,360 |
PP |
19,067 |
19,067 |
19,067 |
18,920 |
S1 |
18,048 |
18,048 |
18,488 |
17,755 |
S2 |
17,462 |
17,462 |
18,341 |
|
S3 |
15,857 |
16,443 |
18,194 |
|
S4 |
14,252 |
14,838 |
17,752 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,865 |
23,140 |
20,501 |
|
R3 |
22,545 |
21,820 |
20,138 |
|
R2 |
21,225 |
21,225 |
20,017 |
|
R1 |
20,500 |
20,500 |
19,896 |
20,203 |
PP |
19,905 |
19,905 |
19,905 |
19,756 |
S1 |
19,180 |
19,180 |
19,654 |
18,883 |
S2 |
18,585 |
18,585 |
19,533 |
|
S3 |
17,265 |
17,860 |
19,412 |
|
S4 |
15,945 |
16,540 |
19,049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,630 |
18,480 |
2,150 |
11.5% |
1,075 |
5.8% |
7% |
False |
True |
9,328 |
10 |
21,840 |
18,480 |
3,360 |
18.0% |
996 |
5.3% |
5% |
False |
True |
8,871 |
20 |
25,295 |
18,480 |
6,815 |
36.6% |
1,056 |
5.7% |
2% |
False |
True |
4,948 |
40 |
25,295 |
18,480 |
6,815 |
36.6% |
1,147 |
6.2% |
2% |
False |
True |
2,775 |
60 |
30,680 |
18,480 |
12,200 |
65.5% |
1,230 |
6.6% |
1% |
False |
True |
1,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,906 |
2.618 |
24,287 |
1.618 |
22,682 |
1.000 |
21,690 |
0.618 |
21,077 |
HIGH |
20,085 |
0.618 |
19,472 |
0.500 |
19,283 |
0.382 |
19,093 |
LOW |
18,480 |
0.618 |
17,488 |
1.000 |
16,875 |
1.618 |
15,883 |
2.618 |
14,278 |
4.250 |
11,659 |
|
|
Fisher Pivots for day following 06-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,283 |
19,435 |
PP |
19,067 |
19,168 |
S1 |
18,851 |
18,902 |
|