| 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 |
12,345.00 |
12,419.25 |
74.25 |
0.6% |
12,179.50 |
| High |
12,453.50 |
12,691.25 |
237.75 |
1.9% |
12,691.25 |
| Low |
12,191.75 |
12,405.00 |
213.25 |
1.7% |
11,996.50 |
| Close |
12,397.25 |
12,670.25 |
273.00 |
2.2% |
12,670.25 |
| Range |
261.75 |
286.25 |
24.50 |
9.4% |
694.75 |
| ATR |
312.42 |
311.10 |
-1.32 |
-0.4% |
0.00 |
| Volume |
55,079 |
291,945 |
236,866 |
430.0% |
366,119 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,447.50 |
13,345.25 |
12,827.75 |
|
| R3 |
13,161.25 |
13,059.00 |
12,749.00 |
|
| R2 |
12,875.00 |
12,875.00 |
12,722.75 |
|
| R1 |
12,772.75 |
12,772.75 |
12,696.50 |
12,824.00 |
| PP |
12,588.75 |
12,588.75 |
12,588.75 |
12,614.50 |
| S1 |
12,486.50 |
12,486.50 |
12,644.00 |
12,537.50 |
| S2 |
12,302.50 |
12,302.50 |
12,617.75 |
|
| S3 |
12,016.25 |
12,200.25 |
12,591.50 |
|
| S4 |
11,730.00 |
11,914.00 |
12,512.75 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,537.00 |
14,298.25 |
13,052.25 |
|
| R3 |
13,842.25 |
13,603.50 |
12,861.25 |
|
| R2 |
13,147.50 |
13,147.50 |
12,797.50 |
|
| R1 |
12,908.75 |
12,908.75 |
12,734.00 |
13,028.00 |
| PP |
12,452.75 |
12,452.75 |
12,452.75 |
12,512.25 |
| S1 |
12,214.00 |
12,214.00 |
12,606.50 |
12,333.50 |
| S2 |
11,758.00 |
11,758.00 |
12,543.00 |
|
| S3 |
11,063.25 |
11,519.25 |
12,479.25 |
|
| S4 |
10,368.50 |
10,824.50 |
12,288.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,691.25 |
11,996.50 |
694.75 |
5.5% |
332.00 |
2.6% |
97% |
True |
False |
73,889 |
| 10 |
13,296.25 |
11,996.50 |
1,299.75 |
10.3% |
344.00 |
2.7% |
52% |
False |
False |
38,049 |
| 20 |
13,822.00 |
11,996.50 |
1,825.50 |
14.4% |
290.50 |
2.3% |
37% |
False |
False |
19,425 |
| 40 |
13,822.00 |
11,828.00 |
1,994.00 |
15.7% |
303.75 |
2.4% |
42% |
False |
False |
10,074 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.2% |
320.75 |
2.5% |
57% |
False |
False |
6,942 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.2% |
336.25 |
2.7% |
57% |
False |
False |
5,228 |
| 100 |
14,377.00 |
11,135.00 |
3,242.00 |
25.6% |
358.50 |
2.8% |
47% |
False |
False |
4,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,907.75 |
|
2.618 |
13,440.75 |
|
1.618 |
13,154.50 |
|
1.000 |
12,977.50 |
|
0.618 |
12,868.25 |
|
HIGH |
12,691.25 |
|
0.618 |
12,582.00 |
|
0.500 |
12,548.00 |
|
0.382 |
12,514.25 |
|
LOW |
12,405.00 |
|
0.618 |
12,228.00 |
|
1.000 |
12,118.75 |
|
1.618 |
11,941.75 |
|
2.618 |
11,655.50 |
|
4.250 |
11,188.50 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,629.50 |
12,561.50 |
| PP |
12,588.75 |
12,452.75 |
| S1 |
12,548.00 |
12,344.00 |
|