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 |
1,724.2 |
1,712.9 |
-11.3 |
-0.7% |
1,748.4 |
High |
1,737.4 |
1,731.2 |
-6.2 |
-0.4% |
1,757.9 |
Low |
1,710.6 |
1,701.7 |
-8.9 |
-0.5% |
1,699.1 |
Close |
1,712.9 |
1,727.8 |
14.9 |
0.9% |
1,722.6 |
Range |
26.8 |
29.5 |
2.7 |
10.1% |
58.8 |
ATR |
22.6 |
23.1 |
0.5 |
2.2% |
0.0 |
Volume |
206,268 |
173,624 |
-32,644 |
-15.8% |
836,917 |
|
Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.7 |
1,797.8 |
1,744.0 |
|
R3 |
1,779.2 |
1,768.3 |
1,735.9 |
|
R2 |
1,749.7 |
1,749.7 |
1,733.2 |
|
R1 |
1,738.8 |
1,738.8 |
1,730.5 |
1,744.3 |
PP |
1,720.2 |
1,720.2 |
1,720.2 |
1,723.0 |
S1 |
1,709.3 |
1,709.3 |
1,725.1 |
1,714.8 |
S2 |
1,690.7 |
1,690.7 |
1,722.4 |
|
S3 |
1,661.2 |
1,679.8 |
1,719.7 |
|
S4 |
1,631.7 |
1,650.3 |
1,711.6 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.9 |
1,871.6 |
1,754.9 |
|
R3 |
1,844.1 |
1,812.8 |
1,738.8 |
|
R2 |
1,785.3 |
1,785.3 |
1,733.4 |
|
R1 |
1,754.0 |
1,754.0 |
1,728.0 |
1,740.3 |
PP |
1,726.5 |
1,726.5 |
1,726.5 |
1,719.7 |
S1 |
1,695.2 |
1,695.2 |
1,717.2 |
1,681.5 |
S2 |
1,667.7 |
1,667.7 |
1,711.8 |
|
S3 |
1,608.9 |
1,636.4 |
1,706.4 |
|
S4 |
1,550.1 |
1,577.6 |
1,690.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,738.0 |
1,699.1 |
38.9 |
2.3% |
24.2 |
1.4% |
74% |
False |
False |
185,985 |
10 |
1,778.8 |
1,699.1 |
79.7 |
4.6% |
22.4 |
1.3% |
36% |
False |
False |
162,392 |
20 |
1,824.6 |
1,699.1 |
125.5 |
7.3% |
21.3 |
1.2% |
23% |
False |
False |
146,978 |
40 |
1,824.6 |
1,696.1 |
128.5 |
7.4% |
23.0 |
1.3% |
25% |
False |
False |
124,677 |
60 |
1,900.8 |
1,696.1 |
204.7 |
11.8% |
24.4 |
1.4% |
15% |
False |
False |
91,882 |
80 |
1,900.8 |
1,696.1 |
204.7 |
11.8% |
24.4 |
1.4% |
15% |
False |
False |
69,988 |
100 |
2,024.3 |
1,696.1 |
328.2 |
19.0% |
25.2 |
1.5% |
10% |
False |
False |
56,435 |
120 |
2,024.3 |
1,696.1 |
328.2 |
19.0% |
25.3 |
1.5% |
10% |
False |
False |
47,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.6 |
2.618 |
1,808.4 |
1.618 |
1,778.9 |
1.000 |
1,760.7 |
0.618 |
1,749.4 |
HIGH |
1,731.2 |
0.618 |
1,719.9 |
0.500 |
1,716.5 |
0.382 |
1,713.0 |
LOW |
1,701.7 |
0.618 |
1,683.5 |
1.000 |
1,672.2 |
1.618 |
1,654.0 |
2.618 |
1,624.5 |
4.250 |
1,576.3 |
|
|
Fisher Pivots for day following 07-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,724.0 |
1,725.1 |
PP |
1,720.2 |
1,722.3 |
S1 |
1,716.5 |
1,719.6 |
|