| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
21,648.70 |
20,657.14 |
-991.56 |
-4.6% |
21,277.41 |
| High |
21,830.12 |
20,680.15 |
-1,149.97 |
-5.3% |
21,840.70 |
| Low |
20,555.15 |
19,544.51 |
-1,010.64 |
-4.9% |
20,555.15 |
| Close |
20,655.74 |
20,180.75 |
-474.99 |
-2.3% |
20,655.74 |
| Range |
1,274.97 |
1,135.64 |
-139.33 |
-10.9% |
1,285.55 |
| ATR |
1,119.24 |
1,120.41 |
1.17 |
0.1% |
0.00 |
| Volume |
68,730 |
618 |
-68,112 |
-99.1% |
201,109 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,542.06 |
22,997.04 |
20,805.35 |
|
| R3 |
22,406.42 |
21,861.40 |
20,493.05 |
|
| R2 |
21,270.78 |
21,270.78 |
20,388.95 |
|
| R1 |
20,725.76 |
20,725.76 |
20,284.85 |
20,430.45 |
| PP |
20,135.14 |
20,135.14 |
20,135.14 |
19,987.48 |
| S1 |
19,590.12 |
19,590.12 |
20,076.65 |
19,294.81 |
| S2 |
18,999.50 |
18,999.50 |
19,972.55 |
|
| S3 |
17,863.86 |
18,454.48 |
19,868.45 |
|
| S4 |
16,728.22 |
17,318.84 |
19,556.15 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,873.85 |
24,050.34 |
21,362.79 |
|
| R3 |
23,588.30 |
22,764.79 |
21,009.27 |
|
| R2 |
22,302.75 |
22,302.75 |
20,891.42 |
|
| R1 |
21,479.24 |
21,479.24 |
20,773.58 |
21,248.22 |
| PP |
21,017.20 |
21,017.20 |
21,017.20 |
20,901.69 |
| S1 |
20,193.69 |
20,193.69 |
20,537.90 |
19,962.67 |
| S2 |
19,731.65 |
19,731.65 |
20,420.06 |
|
| S3 |
18,446.10 |
18,908.14 |
20,302.21 |
|
| S4 |
17,160.55 |
17,622.59 |
19,948.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,840.70 |
19,544.51 |
2,296.19 |
11.4% |
861.86 |
4.3% |
28% |
False |
True |
40,229 |
| 10 |
24,424.77 |
19,544.51 |
4,880.26 |
24.2% |
957.02 |
4.7% |
13% |
False |
True |
43,328 |
| 20 |
25,198.76 |
19,544.51 |
5,654.25 |
28.0% |
1,010.11 |
5.0% |
11% |
False |
True |
44,880 |
| 40 |
25,198.76 |
18,942.40 |
6,256.36 |
31.0% |
1,211.66 |
6.0% |
20% |
False |
False |
49,013 |
| 60 |
31,724.20 |
17,614.34 |
14,109.86 |
69.9% |
1,431.05 |
7.1% |
18% |
False |
False |
52,060 |
| 80 |
36,644.67 |
17,614.34 |
19,030.33 |
94.3% |
1,608.14 |
8.0% |
13% |
False |
False |
47,361 |
| 100 |
43,996.14 |
17,614.34 |
26,381.80 |
130.7% |
1,680.51 |
8.3% |
10% |
False |
False |
41,993 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
151.5% |
1,728.99 |
8.6% |
8% |
False |
False |
39,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,506.62 |
|
2.618 |
23,653.26 |
|
1.618 |
22,517.62 |
|
1.000 |
21,815.79 |
|
0.618 |
21,381.98 |
|
HIGH |
20,680.15 |
|
0.618 |
20,246.34 |
|
0.500 |
20,112.33 |
|
0.382 |
19,978.32 |
|
LOW |
19,544.51 |
|
0.618 |
18,842.68 |
|
1.000 |
18,408.87 |
|
1.618 |
17,707.04 |
|
2.618 |
16,571.40 |
|
4.250 |
14,718.04 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,157.94 |
20,687.32 |
| PP |
20,135.14 |
20,518.46 |
| S1 |
20,112.33 |
20,349.61 |
|