Trading Metrics calculated at close of trading on 09-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
1,729.5 |
1,719.6 |
-9.9 |
-0.6% |
1,724.2 |
High |
1,739.4 |
1,740.5 |
1.1 |
0.1% |
1,740.5 |
Low |
1,713.7 |
1,719.4 |
5.7 |
0.3% |
1,701.7 |
Close |
1,720.2 |
1,728.6 |
8.4 |
0.5% |
1,728.6 |
Range |
25.7 |
21.1 |
-4.6 |
-17.9% |
38.8 |
ATR |
23.3 |
23.2 |
-0.2 |
-0.7% |
0.0 |
Volume |
184,176 |
154,706 |
-29,470 |
-16.0% |
718,774 |
|
Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.8 |
1,781.8 |
1,740.2 |
|
R3 |
1,771.7 |
1,760.7 |
1,734.4 |
|
R2 |
1,750.6 |
1,750.6 |
1,732.5 |
|
R1 |
1,739.6 |
1,739.6 |
1,730.5 |
1,745.1 |
PP |
1,729.5 |
1,729.5 |
1,729.5 |
1,732.3 |
S1 |
1,718.5 |
1,718.5 |
1,726.7 |
1,724.0 |
S2 |
1,708.4 |
1,708.4 |
1,724.7 |
|
S3 |
1,687.3 |
1,697.4 |
1,722.8 |
|
S4 |
1,666.2 |
1,676.3 |
1,717.0 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,840.0 |
1,823.1 |
1,749.9 |
|
R3 |
1,801.2 |
1,784.3 |
1,739.3 |
|
R2 |
1,762.4 |
1,762.4 |
1,735.7 |
|
R1 |
1,745.5 |
1,745.5 |
1,732.2 |
1,754.0 |
PP |
1,723.6 |
1,723.6 |
1,723.6 |
1,727.8 |
S1 |
1,706.7 |
1,706.7 |
1,725.0 |
1,715.2 |
S2 |
1,684.8 |
1,684.8 |
1,721.5 |
|
S3 |
1,646.0 |
1,667.9 |
1,717.9 |
|
S4 |
1,607.2 |
1,629.1 |
1,707.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,740.5 |
1,701.7 |
38.8 |
2.2% |
25.3 |
1.5% |
69% |
True |
False |
178,691 |
10 |
1,772.3 |
1,699.1 |
73.2 |
4.2% |
24.1 |
1.4% |
40% |
False |
False |
173,259 |
20 |
1,819.1 |
1,699.1 |
120.0 |
6.9% |
21.8 |
1.3% |
25% |
False |
False |
150,129 |
40 |
1,824.6 |
1,696.1 |
128.5 |
7.4% |
22.2 |
1.3% |
25% |
False |
False |
129,055 |
60 |
1,880.0 |
1,696.1 |
183.9 |
10.6% |
23.8 |
1.4% |
18% |
False |
False |
97,187 |
80 |
1,900.8 |
1,696.1 |
204.7 |
11.8% |
24.1 |
1.4% |
16% |
False |
False |
74,180 |
100 |
2,006.7 |
1,696.1 |
310.6 |
18.0% |
25.3 |
1.5% |
10% |
False |
False |
59,811 |
120 |
2,024.3 |
1,696.1 |
328.2 |
19.0% |
25.3 |
1.5% |
10% |
False |
False |
50,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.2 |
2.618 |
1,795.7 |
1.618 |
1,774.6 |
1.000 |
1,761.6 |
0.618 |
1,753.5 |
HIGH |
1,740.5 |
0.618 |
1,732.4 |
0.500 |
1,730.0 |
0.382 |
1,727.5 |
LOW |
1,719.4 |
0.618 |
1,706.4 |
1.000 |
1,698.3 |
1.618 |
1,685.3 |
2.618 |
1,664.2 |
4.250 |
1,629.7 |
|
|
Fisher Pivots for day following 09-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,730.0 |
1,726.1 |
PP |
1,729.5 |
1,723.6 |
S1 |
1,729.1 |
1,721.1 |
|