| 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 |
12,179.50 |
12,090.00 |
-89.50 |
-0.7% |
12,590.00 |
| High |
12,314.00 |
12,378.75 |
64.75 |
0.5% |
12,730.25 |
| Low |
12,004.50 |
11,996.50 |
-8.00 |
-0.1% |
12,091.50 |
| Close |
12,092.25 |
12,338.50 |
246.25 |
2.0% |
12,176.00 |
| Range |
309.50 |
382.25 |
72.75 |
23.5% |
638.75 |
| ATR |
311.24 |
316.31 |
5.07 |
1.6% |
0.00 |
| Volume |
9,738 |
9,357 |
-381 |
-3.9% |
11,811 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,384.75 |
13,243.75 |
12,548.75 |
|
| R3 |
13,002.50 |
12,861.50 |
12,443.50 |
|
| R2 |
12,620.25 |
12,620.25 |
12,408.50 |
|
| R1 |
12,479.25 |
12,479.25 |
12,373.50 |
12,549.75 |
| PP |
12,238.00 |
12,238.00 |
12,238.00 |
12,273.00 |
| S1 |
12,097.00 |
12,097.00 |
12,303.50 |
12,167.50 |
| S2 |
11,855.75 |
11,855.75 |
12,268.50 |
|
| S3 |
11,473.50 |
11,714.75 |
12,233.50 |
|
| S4 |
11,091.25 |
11,332.50 |
12,128.25 |
|
|
| 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 |
12,584.00 |
11,996.50 |
587.50 |
4.8% |
324.75 |
2.6% |
58% |
False |
True |
5,485 |
| 10 |
13,296.25 |
11,996.50 |
1,299.75 |
10.5% |
330.75 |
2.7% |
26% |
False |
True |
3,508 |
| 20 |
13,822.00 |
11,996.50 |
1,825.50 |
14.8% |
298.25 |
2.4% |
19% |
False |
True |
2,167 |
| 40 |
13,822.00 |
11,555.00 |
2,267.00 |
18.4% |
309.25 |
2.5% |
35% |
False |
False |
1,432 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.8% |
325.25 |
2.6% |
45% |
False |
False |
1,169 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.8% |
339.00 |
2.7% |
45% |
False |
False |
891 |
| 100 |
14,377.00 |
11,135.00 |
3,242.00 |
26.3% |
359.25 |
2.9% |
37% |
False |
False |
717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,003.25 |
|
2.618 |
13,379.50 |
|
1.618 |
12,997.25 |
|
1.000 |
12,761.00 |
|
0.618 |
12,615.00 |
|
HIGH |
12,378.75 |
|
0.618 |
12,232.75 |
|
0.500 |
12,187.50 |
|
0.382 |
12,142.50 |
|
LOW |
11,996.50 |
|
0.618 |
11,760.25 |
|
1.000 |
11,614.25 |
|
1.618 |
11,378.00 |
|
2.618 |
10,995.75 |
|
4.250 |
10,372.00 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,288.25 |
12,314.00 |
| PP |
12,238.00 |
12,289.75 |
| S1 |
12,187.50 |
12,265.50 |
|