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 |
3,513.0 |
3,500.0 |
-13.0 |
-0.4% |
3,492.0 |
High |
3,526.0 |
3,578.0 |
52.0 |
1.5% |
3,578.0 |
Low |
3,446.0 |
3,497.0 |
51.0 |
1.5% |
3,441.0 |
Close |
3,504.0 |
3,563.0 |
59.0 |
1.7% |
3,563.0 |
Range |
80.0 |
81.0 |
1.0 |
1.3% |
137.0 |
ATR |
67.5 |
68.4 |
1.0 |
1.4% |
0.0 |
Volume |
543,282 |
555,734 |
12,452 |
2.3% |
1,501,107 |
|
Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,789.0 |
3,757.0 |
3,607.6 |
|
R3 |
3,708.0 |
3,676.0 |
3,585.3 |
|
R2 |
3,627.0 |
3,627.0 |
3,577.9 |
|
R1 |
3,595.0 |
3,595.0 |
3,570.4 |
3,611.0 |
PP |
3,546.0 |
3,546.0 |
3,546.0 |
3,554.0 |
S1 |
3,514.0 |
3,514.0 |
3,555.6 |
3,530.0 |
S2 |
3,465.0 |
3,465.0 |
3,548.2 |
|
S3 |
3,384.0 |
3,433.0 |
3,540.7 |
|
S4 |
3,303.0 |
3,352.0 |
3,518.5 |
|
|
Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,938.3 |
3,887.7 |
3,638.4 |
|
R3 |
3,801.3 |
3,750.7 |
3,600.7 |
|
R2 |
3,664.3 |
3,664.3 |
3,588.1 |
|
R1 |
3,613.7 |
3,613.7 |
3,575.6 |
3,639.0 |
PP |
3,527.3 |
3,527.3 |
3,527.3 |
3,540.0 |
S1 |
3,476.7 |
3,476.7 |
3,550.4 |
3,502.0 |
S2 |
3,390.3 |
3,390.3 |
3,537.9 |
|
S3 |
3,253.3 |
3,339.7 |
3,525.3 |
|
S4 |
3,116.3 |
3,202.7 |
3,487.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,578.0 |
3,438.0 |
140.0 |
3.9% |
77.4 |
2.2% |
89% |
True |
False |
301,430 |
10 |
3,692.0 |
3,438.0 |
254.0 |
7.1% |
78.0 |
2.2% |
49% |
False |
False |
159,810 |
20 |
3,810.0 |
3,438.0 |
372.0 |
10.4% |
64.3 |
1.8% |
34% |
False |
False |
87,517 |
40 |
3,810.0 |
3,406.0 |
404.0 |
11.3% |
54.7 |
1.5% |
39% |
False |
False |
46,250 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.4% |
53.8 |
1.5% |
48% |
False |
False |
32,958 |
80 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
47.0 |
1.3% |
48% |
False |
False |
24,912 |
100 |
3,815.0 |
3,334.0 |
481.0 |
13.5% |
39.3 |
1.1% |
48% |
False |
False |
20,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,922.3 |
2.618 |
3,790.1 |
1.618 |
3,709.1 |
1.000 |
3,659.0 |
0.618 |
3,628.1 |
HIGH |
3,578.0 |
0.618 |
3,547.1 |
0.500 |
3,537.5 |
0.382 |
3,527.9 |
LOW |
3,497.0 |
0.618 |
3,446.9 |
1.000 |
3,416.0 |
1.618 |
3,365.9 |
2.618 |
3,284.9 |
4.250 |
3,152.8 |
|
|
Fisher Pivots for day following 09-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,554.5 |
3,545.2 |
PP |
3,546.0 |
3,527.3 |
S1 |
3,537.5 |
3,509.5 |
|