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 |
3,986.25 |
3,947.25 |
-39.00 |
-1.0% |
4,045.00 |
High |
4,035.75 |
3,978.50 |
-57.25 |
-1.4% |
4,089.50 |
Low |
3,922.50 |
3,902.50 |
-20.00 |
-0.5% |
3,920.00 |
Close |
3,940.50 |
3,926.75 |
-13.75 |
-0.3% |
3,940.50 |
Range |
113.25 |
76.00 |
-37.25 |
-32.9% |
169.50 |
ATR |
76.76 |
76.71 |
-0.05 |
-0.1% |
0.00 |
Volume |
19,479 |
56,135 |
36,656 |
188.2% |
90,289 |
|
Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,164.00 |
4,121.25 |
3,968.50 |
|
R3 |
4,088.00 |
4,045.25 |
3,947.75 |
|
R2 |
4,012.00 |
4,012.00 |
3,940.75 |
|
R1 |
3,969.25 |
3,969.25 |
3,933.75 |
3,952.50 |
PP |
3,936.00 |
3,936.00 |
3,936.00 |
3,927.50 |
S1 |
3,893.25 |
3,893.25 |
3,919.75 |
3,876.50 |
S2 |
3,860.00 |
3,860.00 |
3,912.75 |
|
S3 |
3,784.00 |
3,817.25 |
3,905.75 |
|
S4 |
3,708.00 |
3,741.25 |
3,885.00 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,491.75 |
4,385.75 |
4,033.75 |
|
R3 |
4,322.25 |
4,216.25 |
3,987.00 |
|
R2 |
4,152.75 |
4,152.75 |
3,971.50 |
|
R1 |
4,046.75 |
4,046.75 |
3,956.00 |
4,015.00 |
PP |
3,983.25 |
3,983.25 |
3,983.25 |
3,967.50 |
S1 |
3,877.25 |
3,877.25 |
3,925.00 |
3,845.50 |
S2 |
3,813.75 |
3,813.75 |
3,909.50 |
|
S3 |
3,644.25 |
3,707.75 |
3,894.00 |
|
S4 |
3,474.75 |
3,538.25 |
3,847.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,089.50 |
3,902.50 |
187.00 |
4.8% |
86.00 |
2.2% |
13% |
False |
True |
26,474 |
10 |
4,234.25 |
3,902.50 |
331.75 |
8.4% |
81.00 |
2.1% |
7% |
False |
True |
18,187 |
20 |
4,345.75 |
3,902.50 |
443.25 |
11.3% |
72.00 |
1.8% |
5% |
False |
True |
12,398 |
40 |
4,345.75 |
3,741.75 |
604.00 |
15.4% |
73.00 |
1.9% |
31% |
False |
False |
7,392 |
60 |
4,345.75 |
3,654.50 |
691.25 |
17.6% |
81.00 |
2.1% |
39% |
False |
False |
5,779 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.6% |
85.75 |
2.2% |
39% |
False |
False |
4,470 |
100 |
4,525.75 |
3,654.50 |
871.25 |
22.2% |
90.50 |
2.3% |
31% |
False |
False |
3,660 |
120 |
4,646.25 |
3,654.50 |
991.75 |
25.3% |
86.50 |
2.2% |
27% |
False |
False |
3,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,301.50 |
2.618 |
4,177.50 |
1.618 |
4,101.50 |
1.000 |
4,054.50 |
0.618 |
4,025.50 |
HIGH |
3,978.50 |
0.618 |
3,949.50 |
0.500 |
3,940.50 |
0.382 |
3,931.50 |
LOW |
3,902.50 |
0.618 |
3,855.50 |
1.000 |
3,826.50 |
1.618 |
3,779.50 |
2.618 |
3,703.50 |
4.250 |
3,579.50 |
|
|
Fisher Pivots for day following 06-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,940.50 |
3,969.00 |
PP |
3,936.00 |
3,955.00 |
S1 |
3,931.25 |
3,941.00 |
|