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 |
3,924.00 |
3,996.50 |
72.50 |
1.8% |
4,045.00 |
High |
4,005.25 |
4,028.00 |
22.75 |
0.6% |
4,089.50 |
Low |
3,900.00 |
3,959.50 |
59.50 |
1.5% |
3,920.00 |
Close |
3,996.75 |
4,022.25 |
25.50 |
0.6% |
3,940.50 |
Range |
105.25 |
68.50 |
-36.75 |
-34.9% |
169.50 |
ATR |
78.75 |
78.01 |
-0.73 |
-0.9% |
0.00 |
Volume |
88,602 |
416,844 |
328,242 |
370.5% |
90,289 |
|
Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,208.75 |
4,184.00 |
4,060.00 |
|
R3 |
4,140.25 |
4,115.50 |
4,041.00 |
|
R2 |
4,071.75 |
4,071.75 |
4,034.75 |
|
R1 |
4,047.00 |
4,047.00 |
4,028.50 |
4,059.50 |
PP |
4,003.25 |
4,003.25 |
4,003.25 |
4,009.50 |
S1 |
3,978.50 |
3,978.50 |
4,016.00 |
3,991.00 |
S2 |
3,934.75 |
3,934.75 |
4,009.75 |
|
S3 |
3,866.25 |
3,910.00 |
4,003.50 |
|
S4 |
3,797.75 |
3,841.50 |
3,984.50 |
|
|
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% |
86.00 |
2.1% |
90% |
False |
False |
120,300 |
10 |
4,234.25 |
3,900.00 |
334.25 |
8.3% |
89.50 |
2.2% |
37% |
False |
False |
67,174 |
20 |
4,345.75 |
3,900.00 |
445.75 |
11.1% |
73.75 |
1.8% |
27% |
False |
False |
36,742 |
40 |
4,345.75 |
3,741.75 |
604.00 |
15.0% |
72.75 |
1.8% |
46% |
False |
False |
19,830 |
60 |
4,345.75 |
3,654.50 |
691.25 |
17.2% |
79.25 |
2.0% |
53% |
False |
False |
14,164 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.2% |
85.00 |
2.1% |
53% |
False |
False |
10,766 |
100 |
4,525.75 |
3,654.50 |
871.25 |
21.7% |
91.00 |
2.3% |
42% |
False |
False |
8,713 |
120 |
4,646.25 |
3,654.50 |
991.75 |
24.7% |
86.50 |
2.2% |
37% |
False |
False |
7,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,319.00 |
2.618 |
4,207.25 |
1.618 |
4,138.75 |
1.000 |
4,096.50 |
0.618 |
4,070.25 |
HIGH |
4,028.00 |
0.618 |
4,001.75 |
0.500 |
3,993.75 |
0.382 |
3,985.75 |
LOW |
3,959.50 |
0.618 |
3,917.25 |
1.000 |
3,891.00 |
1.618 |
3,848.75 |
2.618 |
3,780.25 |
4.250 |
3,668.50 |
|
|
Fisher Pivots for day following 08-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
4,012.75 |
4,002.75 |
PP |
4,003.25 |
3,983.50 |
S1 |
3,993.75 |
3,964.00 |
|