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 |
3,947.25 |
3,924.00 |
-23.25 |
-0.6% |
4,045.00 |
High |
3,978.50 |
4,005.25 |
26.75 |
0.7% |
4,089.50 |
Low |
3,902.50 |
3,900.00 |
-2.50 |
-0.1% |
3,920.00 |
Close |
3,926.75 |
3,996.75 |
70.00 |
1.8% |
3,940.50 |
Range |
76.00 |
105.25 |
29.25 |
38.5% |
169.50 |
ATR |
76.71 |
78.75 |
2.04 |
2.7% |
0.00 |
Volume |
56,135 |
88,602 |
32,467 |
57.8% |
90,289 |
|
Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,283.00 |
4,245.25 |
4,054.75 |
|
R3 |
4,177.75 |
4,140.00 |
4,025.75 |
|
R2 |
4,072.50 |
4,072.50 |
4,016.00 |
|
R1 |
4,034.75 |
4,034.75 |
4,006.50 |
4,053.50 |
PP |
3,967.25 |
3,967.25 |
3,967.25 |
3,976.75 |
S1 |
3,929.50 |
3,929.50 |
3,987.00 |
3,948.50 |
S2 |
3,862.00 |
3,862.00 |
3,977.50 |
|
S3 |
3,756.75 |
3,824.25 |
3,967.75 |
|
S4 |
3,651.50 |
3,719.00 |
3,938.75 |
|
|
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 |
4,035.75 |
3,900.00 |
135.75 |
3.4% |
85.50 |
2.1% |
71% |
False |
True |
40,971 |
10 |
4,234.25 |
3,900.00 |
334.25 |
8.4% |
87.25 |
2.2% |
29% |
False |
True |
26,277 |
20 |
4,345.75 |
3,900.00 |
445.75 |
11.2% |
75.25 |
1.9% |
22% |
False |
True |
16,490 |
40 |
4,345.75 |
3,741.75 |
604.00 |
15.1% |
73.75 |
1.8% |
42% |
False |
False |
9,575 |
60 |
4,345.75 |
3,654.50 |
691.25 |
17.3% |
80.50 |
2.0% |
50% |
False |
False |
7,237 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.3% |
85.75 |
2.1% |
50% |
False |
False |
5,567 |
100 |
4,525.75 |
3,654.50 |
871.25 |
21.8% |
91.00 |
2.3% |
39% |
False |
False |
4,546 |
120 |
4,646.25 |
3,654.50 |
991.75 |
24.8% |
86.50 |
2.2% |
35% |
False |
False |
3,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,452.50 |
2.618 |
4,280.75 |
1.618 |
4,175.50 |
1.000 |
4,110.50 |
0.618 |
4,070.25 |
HIGH |
4,005.25 |
0.618 |
3,965.00 |
0.500 |
3,952.50 |
0.382 |
3,940.25 |
LOW |
3,900.00 |
0.618 |
3,835.00 |
1.000 |
3,794.75 |
1.618 |
3,729.75 |
2.618 |
3,624.50 |
4.250 |
3,452.75 |
|
|
Fisher Pivots for day following 07-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,982.00 |
3,987.00 |
PP |
3,967.25 |
3,977.50 |
S1 |
3,952.50 |
3,968.00 |
|