| 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 |
1,581.8400 |
1,643.3360 |
61.4960 |
3.9% |
1,557.5790 |
| High |
1,652.6040 |
1,660.1480 |
7.5440 |
0.5% |
1,645.8500 |
| Low |
1,494.2060 |
1,596.8990 |
102.6930 |
6.9% |
1,424.3700 |
| Close |
1,643.1050 |
1,645.0720 |
1.9670 |
0.1% |
1,570.5640 |
| Range |
158.3980 |
63.2490 |
-95.1490 |
-60.1% |
221.4800 |
| ATR |
122.9126 |
118.6509 |
-4.2617 |
-3.5% |
0.0000 |
| Volume |
7,375 |
806,856 |
799,481 |
10,840.4% |
3,359,567 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,823.7867 |
1,797.6783 |
1,679.8590 |
|
| R3 |
1,760.5377 |
1,734.4293 |
1,662.4655 |
|
| R2 |
1,697.2887 |
1,697.2887 |
1,656.6677 |
|
| R1 |
1,671.1803 |
1,671.1803 |
1,650.8698 |
1,684.2345 |
| PP |
1,634.0397 |
1,634.0397 |
1,634.0397 |
1,640.5668 |
| S1 |
1,607.9313 |
1,607.9313 |
1,639.2742 |
1,620.9855 |
| S2 |
1,570.7907 |
1,570.7907 |
1,633.4764 |
|
| S3 |
1,507.5417 |
1,544.6823 |
1,627.6785 |
|
| S4 |
1,444.2927 |
1,481.4333 |
1,610.2851 |
|
|
| 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% |
103.1370 |
6.3% |
79% |
False |
False |
625,053 |
| 10 |
1,721.2170 |
1,424.3700 |
296.8470 |
18.0% |
111.3296 |
6.8% |
74% |
False |
False |
665,648 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
36.7% |
112.6908 |
6.9% |
37% |
False |
False |
656,690 |
| 40 |
2,028.6500 |
1,073.7810 |
954.8690 |
58.0% |
132.7392 |
8.1% |
60% |
False |
False |
692,043 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
69.6% |
125.9906 |
7.7% |
67% |
False |
False |
724,213 |
| 80 |
2,118.5370 |
883.1590 |
1,235.3780 |
75.1% |
131.6403 |
8.0% |
62% |
False |
False |
654,106 |
| 100 |
3,176.1690 |
883.1590 |
2,293.0100 |
139.4% |
148.8903 |
9.1% |
33% |
False |
False |
603,574 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
163.9% |
153.5292 |
9.3% |
28% |
False |
False |
545,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,928.9563 |
|
2.618 |
1,825.7339 |
|
1.618 |
1,762.4849 |
|
1.000 |
1,723.3970 |
|
0.618 |
1,699.2359 |
|
HIGH |
1,660.1480 |
|
0.618 |
1,635.9869 |
|
0.500 |
1,628.5235 |
|
0.382 |
1,621.0601 |
|
LOW |
1,596.8990 |
|
0.618 |
1,557.8111 |
|
1.000 |
1,533.6500 |
|
1.618 |
1,494.5621 |
|
2.618 |
1,431.3131 |
|
4.250 |
1,328.0908 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,639.5558 |
1,626.7292 |
| PP |
1,634.0397 |
1,608.3863 |
| S1 |
1,628.5235 |
1,590.0435 |
|