| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,372.50 |
12,179.50 |
-193.00 |
-1.6% |
12,590.00 |
| High |
12,534.25 |
12,314.00 |
-220.25 |
-1.8% |
12,730.25 |
| Low |
12,113.50 |
12,004.50 |
-109.00 |
-0.9% |
12,091.50 |
| Close |
12,176.00 |
12,092.25 |
-83.75 |
-0.7% |
12,176.00 |
| Range |
420.75 |
309.50 |
-111.25 |
-26.4% |
638.75 |
| ATR |
311.37 |
311.24 |
-0.13 |
0.0% |
0.00 |
| Volume |
3,327 |
9,738 |
6,411 |
192.7% |
11,811 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,065.50 |
12,888.25 |
12,262.50 |
|
| R3 |
12,756.00 |
12,578.75 |
12,177.25 |
|
| R2 |
12,446.50 |
12,446.50 |
12,149.00 |
|
| R1 |
12,269.25 |
12,269.25 |
12,120.50 |
12,203.00 |
| PP |
12,137.00 |
12,137.00 |
12,137.00 |
12,103.75 |
| S1 |
11,959.75 |
11,959.75 |
12,064.00 |
11,893.50 |
| S2 |
11,827.50 |
11,827.50 |
12,035.50 |
|
| S3 |
11,518.00 |
11,650.25 |
12,007.25 |
|
| S4 |
11,208.50 |
11,340.75 |
11,922.00 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,248.75 |
13,851.25 |
12,527.25 |
|
| R3 |
13,610.00 |
13,212.50 |
12,351.75 |
|
| R2 |
12,971.25 |
12,971.25 |
12,293.00 |
|
| R1 |
12,573.75 |
12,573.75 |
12,234.50 |
12,453.00 |
| PP |
12,332.50 |
12,332.50 |
12,332.50 |
12,272.25 |
| S1 |
11,935.00 |
11,935.00 |
12,117.50 |
11,814.50 |
| S2 |
11,693.75 |
11,693.75 |
12,059.00 |
|
| S3 |
11,055.00 |
11,296.25 |
12,000.25 |
|
| S4 |
10,416.25 |
10,657.50 |
11,824.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,730.25 |
12,004.50 |
725.75 |
6.0% |
329.50 |
2.7% |
12% |
False |
True |
3,975 |
| 10 |
13,296.25 |
12,004.50 |
1,291.75 |
10.7% |
311.50 |
2.6% |
7% |
False |
True |
2,661 |
| 20 |
13,822.00 |
12,004.50 |
1,817.50 |
15.0% |
292.50 |
2.4% |
5% |
False |
True |
1,775 |
| 40 |
13,822.00 |
11,555.00 |
2,267.00 |
18.7% |
307.50 |
2.5% |
24% |
False |
False |
1,209 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
22.2% |
327.25 |
2.7% |
36% |
False |
False |
1,017 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.2% |
339.50 |
2.8% |
36% |
False |
False |
774 |
| 100 |
14,377.00 |
11,135.00 |
3,242.00 |
26.8% |
358.50 |
3.0% |
30% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,629.50 |
|
2.618 |
13,124.25 |
|
1.618 |
12,814.75 |
|
1.000 |
12,623.50 |
|
0.618 |
12,505.25 |
|
HIGH |
12,314.00 |
|
0.618 |
12,195.75 |
|
0.500 |
12,159.25 |
|
0.382 |
12,122.75 |
|
LOW |
12,004.50 |
|
0.618 |
11,813.25 |
|
1.000 |
11,695.00 |
|
1.618 |
11,503.75 |
|
2.618 |
11,194.25 |
|
4.250 |
10,689.00 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,159.25 |
12,269.50 |
| PP |
12,137.00 |
12,210.25 |
| S1 |
12,114.50 |
12,151.25 |
|