| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,375.77 |
12,127.00 |
-248.77 |
-2.0% |
12,488.46 |
| High |
12,451.28 |
12,147.59 |
-303.69 |
-2.4% |
12,593.65 |
| Low |
12,035.53 |
11,928.81 |
-106.72 |
-0.9% |
12,012.98 |
| Close |
12,098.44 |
12,011.31 |
-87.13 |
-0.7% |
12,098.44 |
| Range |
415.75 |
218.78 |
-196.97 |
-47.4% |
580.67 |
| ATR |
283.39 |
278.77 |
-4.61 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,685.58 |
12,567.22 |
12,131.64 |
|
| R3 |
12,466.80 |
12,348.44 |
12,071.47 |
|
| R2 |
12,248.02 |
12,248.02 |
12,051.42 |
|
| R1 |
12,129.66 |
12,129.66 |
12,031.36 |
12,079.45 |
| PP |
12,029.24 |
12,029.24 |
12,029.24 |
12,004.13 |
| S1 |
11,910.88 |
11,910.88 |
11,991.26 |
11,860.67 |
| S2 |
11,810.46 |
11,810.46 |
11,971.20 |
|
| S3 |
11,591.68 |
11,692.10 |
11,951.15 |
|
| S4 |
11,372.90 |
11,473.32 |
11,890.98 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,977.03 |
13,618.41 |
12,417.81 |
|
| R3 |
13,396.36 |
13,037.74 |
12,258.12 |
|
| R2 |
12,815.69 |
12,815.69 |
12,204.90 |
|
| R1 |
12,457.07 |
12,457.07 |
12,151.67 |
12,346.05 |
| PP |
12,235.02 |
12,235.02 |
12,235.02 |
12,179.51 |
| S1 |
11,876.40 |
11,876.40 |
12,045.21 |
11,765.38 |
| S2 |
11,654.35 |
11,654.35 |
11,991.98 |
|
| S3 |
11,073.68 |
11,295.73 |
11,938.76 |
|
| S4 |
10,493.01 |
10,715.06 |
11,779.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,572.88 |
11,928.81 |
644.07 |
5.4% |
294.64 |
2.5% |
13% |
False |
True |
|
| 10 |
13,172.44 |
11,928.81 |
1,243.63 |
10.4% |
268.04 |
2.2% |
7% |
False |
True |
|
| 20 |
13,720.91 |
11,928.81 |
1,792.10 |
14.9% |
231.49 |
1.9% |
5% |
False |
True |
|
| 40 |
13,720.91 |
11,488.27 |
2,232.64 |
18.6% |
250.73 |
2.1% |
23% |
False |
False |
|
| 60 |
13,720.91 |
11,037.21 |
2,683.70 |
22.3% |
257.19 |
2.1% |
36% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.3% |
275.03 |
2.3% |
36% |
False |
False |
|
| 100 |
14,277.21 |
11,037.21 |
3,240.00 |
27.0% |
303.11 |
2.5% |
30% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
35.2% |
299.89 |
2.5% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,077.41 |
|
2.618 |
12,720.36 |
|
1.618 |
12,501.58 |
|
1.000 |
12,366.37 |
|
0.618 |
12,282.80 |
|
HIGH |
12,147.59 |
|
0.618 |
12,064.02 |
|
0.500 |
12,038.20 |
|
0.382 |
12,012.38 |
|
LOW |
11,928.81 |
|
0.618 |
11,793.60 |
|
1.000 |
11,710.03 |
|
1.618 |
11,574.82 |
|
2.618 |
11,356.04 |
|
4.250 |
10,999.00 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,038.20 |
12,190.05 |
| PP |
12,029.24 |
12,130.47 |
| S1 |
12,020.27 |
12,070.89 |
|