| 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 |
1,736.1 |
1,723.8 |
-12.3 |
-0.7% |
1,761.2 |
| High |
1,749.4 |
1,742.4 |
-7.0 |
-0.4% |
1,770.3 |
| Low |
1,723.1 |
1,714.5 |
-8.6 |
-0.5% |
1,712.0 |
| Close |
1,725.2 |
1,740.0 |
14.8 |
0.9% |
1,735.0 |
| Range |
26.3 |
27.9 |
1.6 |
6.1% |
58.3 |
| ATR |
21.5 |
22.0 |
0.5 |
2.1% |
0.0 |
| Volume |
3,600 |
4,083 |
483 |
13.4% |
9,899 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,816.0 |
1,805.9 |
1,755.3 |
|
| R3 |
1,788.1 |
1,778.0 |
1,747.7 |
|
| R2 |
1,760.2 |
1,760.2 |
1,745.1 |
|
| R1 |
1,750.1 |
1,750.1 |
1,742.6 |
1,755.2 |
| PP |
1,732.3 |
1,732.3 |
1,732.3 |
1,734.8 |
| S1 |
1,722.2 |
1,722.2 |
1,737.4 |
1,727.3 |
| S2 |
1,704.4 |
1,704.4 |
1,734.9 |
|
| S3 |
1,676.5 |
1,694.3 |
1,732.3 |
|
| S4 |
1,648.6 |
1,666.4 |
1,724.7 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,914.0 |
1,882.8 |
1,767.1 |
|
| R3 |
1,855.7 |
1,824.5 |
1,751.0 |
|
| R2 |
1,797.4 |
1,797.4 |
1,745.7 |
|
| R1 |
1,766.2 |
1,766.2 |
1,740.3 |
1,752.7 |
| PP |
1,739.1 |
1,739.1 |
1,739.1 |
1,732.3 |
| S1 |
1,707.9 |
1,707.9 |
1,729.7 |
1,694.4 |
| S2 |
1,680.8 |
1,680.8 |
1,724.3 |
|
| S3 |
1,622.5 |
1,649.6 |
1,719.0 |
|
| S4 |
1,564.2 |
1,591.3 |
1,702.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,749.9 |
1,712.0 |
37.9 |
2.2% |
22.9 |
1.3% |
74% |
False |
False |
3,198 |
| 10 |
1,790.9 |
1,712.0 |
78.9 |
4.5% |
21.3 |
1.2% |
35% |
False |
False |
2,170 |
| 20 |
1,836.7 |
1,712.0 |
124.7 |
7.2% |
20.1 |
1.2% |
22% |
False |
False |
1,933 |
| 40 |
1,836.7 |
1,708.3 |
128.4 |
7.4% |
21.5 |
1.2% |
25% |
False |
False |
1,873 |
| 60 |
1,910.6 |
1,708.3 |
202.3 |
11.6% |
22.6 |
1.3% |
16% |
False |
False |
1,475 |
| 80 |
1,910.6 |
1,708.3 |
202.3 |
11.6% |
21.8 |
1.3% |
16% |
False |
False |
1,226 |
| 100 |
2,030.0 |
1,708.3 |
321.7 |
18.5% |
20.7 |
1.2% |
10% |
False |
False |
1,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,861.0 |
|
2.618 |
1,815.4 |
|
1.618 |
1,787.5 |
|
1.000 |
1,770.3 |
|
0.618 |
1,759.6 |
|
HIGH |
1,742.4 |
|
0.618 |
1,731.7 |
|
0.500 |
1,728.5 |
|
0.382 |
1,725.2 |
|
LOW |
1,714.5 |
|
0.618 |
1,697.3 |
|
1.000 |
1,686.6 |
|
1.618 |
1,669.4 |
|
2.618 |
1,641.5 |
|
4.250 |
1,595.9 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.2 |
1,737.3 |
| PP |
1,732.3 |
1,734.6 |
| S1 |
1,728.5 |
1,732.0 |
|