| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
1,643.3360 |
1,644.9060 |
1.5700 |
0.1% |
1,598.0180 |
| High |
1,660.1480 |
1,741.7370 |
81.5890 |
4.9% |
1,741.7370 |
| Low |
1,596.8990 |
1,627.1350 |
30.2360 |
1.9% |
1,494.2060 |
| Close |
1,645.0720 |
1,721.2450 |
76.1730 |
4.6% |
1,721.2450 |
| Range |
63.2490 |
114.6020 |
51.3530 |
81.2% |
247.5310 |
| ATR |
118.6509 |
118.3617 |
-0.2892 |
-0.2% |
0.0000 |
| Volume |
806,856 |
756,833 |
-50,023 |
-6.2% |
2,514,578 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.5117 |
1,995.4803 |
1,784.2761 |
|
| R3 |
1,925.9097 |
1,880.8783 |
1,752.7606 |
|
| R2 |
1,811.3077 |
1,811.3077 |
1,742.2554 |
|
| R1 |
1,766.2763 |
1,766.2763 |
1,731.7502 |
1,788.7920 |
| PP |
1,696.7057 |
1,696.7057 |
1,696.7057 |
1,707.9635 |
| S1 |
1,651.6743 |
1,651.6743 |
1,710.7398 |
1,674.1900 |
| S2 |
1,582.1037 |
1,582.1037 |
1,700.2346 |
|
| S3 |
1,467.5017 |
1,537.0723 |
1,689.7295 |
|
| S4 |
1,352.8997 |
1,422.4703 |
1,658.2139 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.9890 |
2,305.6480 |
1,857.3871 |
|
| R3 |
2,147.4580 |
2,058.1170 |
1,789.3160 |
|
| R2 |
1,899.9270 |
1,899.9270 |
1,766.6257 |
|
| R1 |
1,810.5860 |
1,810.5860 |
1,743.9353 |
1,855.2565 |
| PP |
1,652.3960 |
1,652.3960 |
1,652.3960 |
1,674.7313 |
| S1 |
1,563.0550 |
1,563.0550 |
1,698.5547 |
1,607.7255 |
| S2 |
1,404.8650 |
1,404.8650 |
1,675.8643 |
|
| S3 |
1,157.3340 |
1,315.5240 |
1,653.1740 |
|
| S4 |
909.8030 |
1,067.9930 |
1,585.1030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,741.7370 |
1,494.2060 |
247.5310 |
14.4% |
112.3814 |
6.5% |
92% |
True |
False |
635,530 |
| 10 |
1,741.7370 |
1,424.3700 |
317.3670 |
18.4% |
116.0838 |
6.7% |
94% |
True |
False |
683,140 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
35.1% |
113.2127 |
6.6% |
49% |
False |
False |
641,772 |
| 40 |
2,028.6500 |
1,180.5740 |
848.0760 |
49.3% |
132.1999 |
7.7% |
64% |
False |
False |
688,217 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
66.6% |
124.3458 |
7.2% |
73% |
False |
False |
704,204 |
| 80 |
2,108.8960 |
883.1590 |
1,225.7370 |
71.2% |
131.7011 |
7.7% |
68% |
False |
False |
658,122 |
| 100 |
3,176.1690 |
883.1590 |
2,293.0100 |
133.2% |
148.8087 |
8.6% |
37% |
False |
False |
608,180 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
156.7% |
153.1197 |
8.9% |
31% |
False |
False |
552,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,228.7955 |
|
2.618 |
2,041.7650 |
|
1.618 |
1,927.1630 |
|
1.000 |
1,856.3390 |
|
0.618 |
1,812.5610 |
|
HIGH |
1,741.7370 |
|
0.618 |
1,697.9590 |
|
0.500 |
1,684.4360 |
|
0.382 |
1,670.9130 |
|
LOW |
1,627.1350 |
|
0.618 |
1,556.3110 |
|
1.000 |
1,512.5330 |
|
1.618 |
1,441.7090 |
|
2.618 |
1,327.1070 |
|
4.250 |
1,140.0765 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,708.9753 |
1,686.8205 |
| PP |
1,696.7057 |
1,652.3960 |
| S1 |
1,684.4360 |
1,617.9715 |
|