| 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 |
12,127.00 |
12,038.18 |
-88.82 |
-0.7% |
12,488.46 |
| High |
12,147.59 |
12,298.12 |
150.53 |
1.2% |
12,593.65 |
| Low |
11,928.81 |
12,026.98 |
98.17 |
0.8% |
12,012.98 |
| Close |
12,011.31 |
12,259.39 |
248.08 |
2.1% |
12,098.44 |
| Range |
218.78 |
271.14 |
52.36 |
23.9% |
580.67 |
| ATR |
278.77 |
279.35 |
0.57 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,008.25 |
12,904.96 |
12,408.52 |
|
| R3 |
12,737.11 |
12,633.82 |
12,333.95 |
|
| R2 |
12,465.97 |
12,465.97 |
12,309.10 |
|
| R1 |
12,362.68 |
12,362.68 |
12,284.24 |
12,414.33 |
| PP |
12,194.83 |
12,194.83 |
12,194.83 |
12,220.65 |
| S1 |
12,091.54 |
12,091.54 |
12,234.54 |
12,143.19 |
| S2 |
11,923.69 |
11,923.69 |
12,209.68 |
|
| S3 |
11,652.55 |
11,820.40 |
12,184.83 |
|
| S4 |
11,381.41 |
11,549.26 |
12,110.26 |
|
|
| 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 |
12,502.15 |
11,928.81 |
573.34 |
4.7% |
282.45 |
2.3% |
58% |
False |
False |
|
| 10 |
13,172.44 |
11,928.81 |
1,243.63 |
10.1% |
281.34 |
2.3% |
27% |
False |
False |
|
| 20 |
13,720.91 |
11,928.81 |
1,792.10 |
14.6% |
237.54 |
1.9% |
18% |
False |
False |
|
| 40 |
13,720.91 |
11,488.27 |
2,232.64 |
18.2% |
249.85 |
2.0% |
35% |
False |
False |
|
| 60 |
13,720.91 |
11,037.21 |
2,683.70 |
21.9% |
257.54 |
2.1% |
46% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
21.9% |
273.01 |
2.2% |
46% |
False |
False |
|
| 100 |
14,277.21 |
11,037.21 |
3,240.00 |
26.4% |
302.43 |
2.5% |
38% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
34.5% |
298.10 |
2.4% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,450.47 |
|
2.618 |
13,007.96 |
|
1.618 |
12,736.82 |
|
1.000 |
12,569.26 |
|
0.618 |
12,465.68 |
|
HIGH |
12,298.12 |
|
0.618 |
12,194.54 |
|
0.500 |
12,162.55 |
|
0.382 |
12,130.56 |
|
LOW |
12,026.98 |
|
0.618 |
11,859.42 |
|
1.000 |
11,755.84 |
|
1.618 |
11,588.28 |
|
2.618 |
11,317.14 |
|
4.250 |
10,874.64 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,227.11 |
12,236.28 |
| PP |
12,194.83 |
12,213.16 |
| S1 |
12,162.55 |
12,190.05 |
|