| 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 |
1,598.0180 |
1,581.8400 |
-16.1780 |
-1.0% |
1,557.5790 |
| High |
1,685.8810 |
1,652.6040 |
-33.2770 |
-2.0% |
1,645.8500 |
| Low |
1,557.6030 |
1,494.2060 |
-63.3970 |
-4.1% |
1,424.3700 |
| Close |
1,581.8400 |
1,643.1050 |
61.2650 |
3.9% |
1,570.5640 |
| Range |
128.2780 |
158.3980 |
30.1200 |
23.5% |
221.4800 |
| ATR |
120.1830 |
122.9126 |
2.7296 |
2.3% |
0.0000 |
| Volume |
943,514 |
7,375 |
-936,139 |
-99.2% |
3,359,567 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.8323 |
2,015.8667 |
1,730.2239 |
|
| R3 |
1,913.4343 |
1,857.4687 |
1,686.6645 |
|
| R2 |
1,755.0363 |
1,755.0363 |
1,672.1446 |
|
| R1 |
1,699.0707 |
1,699.0707 |
1,657.6248 |
1,727.0535 |
| PP |
1,596.6383 |
1,596.6383 |
1,596.6383 |
1,610.6298 |
| S1 |
1,540.6727 |
1,540.6727 |
1,628.5852 |
1,568.6555 |
| S2 |
1,438.2403 |
1,438.2403 |
1,614.0654 |
|
| S3 |
1,279.8423 |
1,382.2747 |
1,599.5456 |
|
| S4 |
1,121.4443 |
1,223.8767 |
1,555.9861 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.3680 |
2,112.4460 |
1,692.3780 |
|
| R3 |
1,989.8880 |
1,890.9660 |
1,631.4710 |
|
| R2 |
1,768.4080 |
1,768.4080 |
1,611.1687 |
|
| R1 |
1,669.4860 |
1,669.4860 |
1,590.8663 |
1,718.9470 |
| PP |
1,546.9280 |
1,546.9280 |
1,546.9280 |
1,571.6585 |
| S1 |
1,448.0060 |
1,448.0060 |
1,550.2617 |
1,497.4670 |
| S2 |
1,325.4480 |
1,325.4480 |
1,529.9593 |
|
| S3 |
1,103.9680 |
1,226.5260 |
1,509.6570 |
|
| S4 |
882.4880 |
1,005.0460 |
1,448.7500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,685.8810 |
1,494.2060 |
191.6750 |
11.7% |
110.2422 |
6.7% |
78% |
False |
True |
657,649 |
| 10 |
1,721.2170 |
1,424.3700 |
296.8470 |
18.1% |
113.6290 |
6.9% |
74% |
False |
False |
665,020 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
36.8% |
119.0472 |
7.2% |
36% |
False |
False |
660,866 |
| 40 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
61.9% |
133.3550 |
8.1% |
62% |
False |
False |
697,978 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
69.7% |
127.9553 |
7.8% |
66% |
False |
False |
742,680 |
| 80 |
2,155.8160 |
883.1590 |
1,272.6570 |
77.5% |
133.4216 |
8.1% |
60% |
False |
False |
644,072 |
| 100 |
3,176.1690 |
883.1590 |
2,293.0100 |
139.6% |
150.2170 |
9.1% |
33% |
False |
False |
595,506 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
164.1% |
154.7833 |
9.4% |
28% |
False |
False |
543,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.7955 |
|
2.618 |
2,067.2900 |
|
1.618 |
1,908.8920 |
|
1.000 |
1,811.0020 |
|
0.618 |
1,750.4940 |
|
HIGH |
1,652.6040 |
|
0.618 |
1,592.0960 |
|
0.500 |
1,573.4050 |
|
0.382 |
1,554.7140 |
|
LOW |
1,494.2060 |
|
0.618 |
1,396.3160 |
|
1.000 |
1,335.8080 |
|
1.618 |
1,237.9180 |
|
2.618 |
1,079.5200 |
|
4.250 |
821.0145 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,619.8717 |
1,625.4178 |
| PP |
1,596.6383 |
1,607.7307 |
| S1 |
1,573.4050 |
1,590.0435 |
|