| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,712.9 |
1,729.5 |
16.6 |
1.0% |
1,748.4 |
| High |
1,731.2 |
1,739.4 |
8.2 |
0.5% |
1,757.9 |
| Low |
1,701.7 |
1,713.7 |
12.0 |
0.7% |
1,699.1 |
| Close |
1,727.8 |
1,720.2 |
-7.6 |
-0.4% |
1,722.6 |
| Range |
29.5 |
25.7 |
-3.8 |
-12.9% |
58.8 |
| ATR |
23.1 |
23.3 |
0.2 |
0.8% |
0.0 |
| Volume |
173,624 |
184,176 |
10,552 |
6.1% |
836,917 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,801.5 |
1,786.6 |
1,734.3 |
|
| R3 |
1,775.8 |
1,760.9 |
1,727.3 |
|
| R2 |
1,750.1 |
1,750.1 |
1,724.9 |
|
| R1 |
1,735.2 |
1,735.2 |
1,722.6 |
1,729.8 |
| PP |
1,724.4 |
1,724.4 |
1,724.4 |
1,721.8 |
| S1 |
1,709.5 |
1,709.5 |
1,717.8 |
1,704.1 |
| S2 |
1,698.7 |
1,698.7 |
1,715.5 |
|
| S3 |
1,673.0 |
1,683.8 |
1,713.1 |
|
| S4 |
1,647.3 |
1,658.1 |
1,706.1 |
|
|
| 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 |
1,739.4 |
1,699.1 |
40.3 |
2.3% |
25.9 |
1.5% |
52% |
True |
False |
187,474 |
| 10 |
1,778.8 |
1,699.1 |
79.7 |
4.6% |
23.5 |
1.4% |
26% |
False |
False |
169,545 |
| 20 |
1,819.1 |
1,699.1 |
120.0 |
7.0% |
21.5 |
1.3% |
18% |
False |
False |
148,457 |
| 40 |
1,824.6 |
1,696.1 |
128.5 |
7.5% |
22.6 |
1.3% |
19% |
False |
False |
126,793 |
| 60 |
1,880.0 |
1,696.1 |
183.9 |
10.7% |
23.9 |
1.4% |
13% |
False |
False |
94,730 |
| 80 |
1,900.8 |
1,696.1 |
204.7 |
11.9% |
24.3 |
1.4% |
12% |
False |
False |
72,265 |
| 100 |
2,024.3 |
1,696.1 |
328.2 |
19.1% |
25.3 |
1.5% |
7% |
False |
False |
58,271 |
| 120 |
2,024.3 |
1,696.1 |
328.2 |
19.1% |
25.3 |
1.5% |
7% |
False |
False |
48,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,848.6 |
|
2.618 |
1,806.7 |
|
1.618 |
1,781.0 |
|
1.000 |
1,765.1 |
|
0.618 |
1,755.3 |
|
HIGH |
1,739.4 |
|
0.618 |
1,729.6 |
|
0.500 |
1,726.6 |
|
0.382 |
1,723.5 |
|
LOW |
1,713.7 |
|
0.618 |
1,697.8 |
|
1.000 |
1,688.0 |
|
1.618 |
1,672.1 |
|
2.618 |
1,646.4 |
|
4.250 |
1,604.5 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,726.6 |
1,720.6 |
| PP |
1,724.4 |
1,720.4 |
| S1 |
1,722.3 |
1,720.3 |
|