| 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 |
3,996.50 |
4,026.50 |
30.00 |
0.8% |
3,947.25 |
| High |
4,028.00 |
4,095.00 |
67.00 |
1.7% |
4,095.00 |
| Low |
3,959.50 |
4,022.50 |
63.00 |
1.6% |
3,900.00 |
| Close |
4,022.25 |
4,085.50 |
63.25 |
1.6% |
4,085.50 |
| Range |
68.50 |
72.50 |
4.00 |
5.8% |
195.00 |
| ATR |
78.01 |
77.64 |
-0.38 |
-0.5% |
0.00 |
| Volume |
416,844 |
1,504,710 |
1,087,866 |
261.0% |
2,066,291 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,285.25 |
4,257.75 |
4,125.50 |
|
| R3 |
4,212.75 |
4,185.25 |
4,105.50 |
|
| R2 |
4,140.25 |
4,140.25 |
4,098.75 |
|
| R1 |
4,112.75 |
4,112.75 |
4,092.25 |
4,126.50 |
| PP |
4,067.75 |
4,067.75 |
4,067.75 |
4,074.50 |
| S1 |
4,040.25 |
4,040.25 |
4,078.75 |
4,054.00 |
| S2 |
3,995.25 |
3,995.25 |
4,072.25 |
|
| S3 |
3,922.75 |
3,967.75 |
4,065.50 |
|
| S4 |
3,850.25 |
3,895.25 |
4,045.50 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,611.75 |
4,543.75 |
4,192.75 |
|
| R3 |
4,416.75 |
4,348.75 |
4,139.00 |
|
| R2 |
4,221.75 |
4,221.75 |
4,121.25 |
|
| R1 |
4,153.75 |
4,153.75 |
4,103.50 |
4,187.75 |
| PP |
4,026.75 |
4,026.75 |
4,026.75 |
4,044.00 |
| S1 |
3,958.75 |
3,958.75 |
4,067.50 |
3,992.75 |
| S2 |
3,831.75 |
3,831.75 |
4,049.75 |
|
| S3 |
3,636.75 |
3,763.75 |
4,032.00 |
|
| S4 |
3,441.75 |
3,568.75 |
3,978.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,095.00 |
3,900.00 |
195.00 |
4.8% |
87.00 |
2.1% |
95% |
True |
False |
417,154 |
| 10 |
4,234.25 |
3,900.00 |
334.25 |
8.2% |
90.75 |
2.2% |
55% |
False |
False |
217,216 |
| 20 |
4,345.75 |
3,900.00 |
445.75 |
10.9% |
74.50 |
1.8% |
42% |
False |
False |
111,526 |
| 40 |
4,345.75 |
3,797.75 |
548.00 |
13.4% |
72.50 |
1.8% |
53% |
False |
False |
57,343 |
| 60 |
4,345.75 |
3,654.50 |
691.25 |
16.9% |
79.00 |
1.9% |
62% |
False |
False |
39,221 |
| 80 |
4,345.75 |
3,654.50 |
691.25 |
16.9% |
85.25 |
2.1% |
62% |
False |
False |
29,573 |
| 100 |
4,525.75 |
3,654.50 |
871.25 |
21.3% |
91.25 |
2.2% |
49% |
False |
False |
23,760 |
| 120 |
4,646.25 |
3,654.50 |
991.75 |
24.3% |
86.25 |
2.1% |
43% |
False |
False |
19,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,403.00 |
|
2.618 |
4,284.75 |
|
1.618 |
4,212.25 |
|
1.000 |
4,167.50 |
|
0.618 |
4,139.75 |
|
HIGH |
4,095.00 |
|
0.618 |
4,067.25 |
|
0.500 |
4,058.75 |
|
0.382 |
4,050.25 |
|
LOW |
4,022.50 |
|
0.618 |
3,977.75 |
|
1.000 |
3,950.00 |
|
1.618 |
3,905.25 |
|
2.618 |
3,832.75 |
|
4.250 |
3,714.50 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,076.50 |
4,056.25 |
| PP |
4,067.75 |
4,026.75 |
| S1 |
4,058.75 |
3,997.50 |
|