| 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 |
12,090.00 |
12,345.00 |
255.00 |
2.1% |
12,590.00 |
| High |
12,378.75 |
12,453.50 |
74.75 |
0.6% |
12,730.25 |
| Low |
11,996.50 |
12,191.75 |
195.25 |
1.6% |
12,091.50 |
| Close |
12,338.50 |
12,397.25 |
58.75 |
0.5% |
12,176.00 |
| Range |
382.25 |
261.75 |
-120.50 |
-31.5% |
638.75 |
| ATR |
316.31 |
312.42 |
-3.90 |
-1.2% |
0.00 |
| Volume |
9,357 |
55,079 |
45,722 |
488.6% |
11,811 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,132.75 |
13,026.75 |
12,541.25 |
|
| R3 |
12,871.00 |
12,765.00 |
12,469.25 |
|
| R2 |
12,609.25 |
12,609.25 |
12,445.25 |
|
| R1 |
12,503.25 |
12,503.25 |
12,421.25 |
12,556.25 |
| PP |
12,347.50 |
12,347.50 |
12,347.50 |
12,374.00 |
| S1 |
12,241.50 |
12,241.50 |
12,373.25 |
12,294.50 |
| S2 |
12,085.75 |
12,085.75 |
12,349.25 |
|
| S3 |
11,824.00 |
11,979.75 |
12,325.25 |
|
| S4 |
11,562.25 |
11,718.00 |
12,253.25 |
|
|
| 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 |
12,534.25 |
11,996.50 |
537.75 |
4.3% |
331.00 |
2.7% |
75% |
False |
False |
16,115 |
| 10 |
13,296.25 |
11,996.50 |
1,299.75 |
10.5% |
338.75 |
2.7% |
31% |
False |
False |
8,973 |
| 20 |
13,822.00 |
11,996.50 |
1,825.50 |
14.7% |
290.50 |
2.3% |
22% |
False |
False |
4,880 |
| 40 |
13,822.00 |
11,590.25 |
2,231.75 |
18.0% |
304.50 |
2.5% |
36% |
False |
False |
2,790 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.7% |
320.50 |
2.6% |
47% |
False |
False |
2,082 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.7% |
336.00 |
2.7% |
47% |
False |
False |
1,579 |
| 100 |
14,377.00 |
11,135.00 |
3,242.00 |
26.2% |
358.00 |
2.9% |
39% |
False |
False |
1,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,566.00 |
|
2.618 |
13,138.75 |
|
1.618 |
12,877.00 |
|
1.000 |
12,715.25 |
|
0.618 |
12,615.25 |
|
HIGH |
12,453.50 |
|
0.618 |
12,353.50 |
|
0.500 |
12,322.50 |
|
0.382 |
12,291.75 |
|
LOW |
12,191.75 |
|
0.618 |
12,030.00 |
|
1.000 |
11,930.00 |
|
1.618 |
11,768.25 |
|
2.618 |
11,506.50 |
|
4.250 |
11,079.25 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,372.50 |
12,339.75 |
| PP |
12,347.50 |
12,282.50 |
| S1 |
12,322.50 |
12,225.00 |
|