| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
20,180.75 |
19,974.63 |
-206.12 |
-1.0% |
21,277.41 |
| High |
20,560.81 |
20,455.73 |
-105.08 |
-0.5% |
21,840.70 |
| Low |
19,584.16 |
19,766.05 |
181.89 |
0.9% |
20,555.15 |
| Close |
19,974.62 |
20,188.74 |
214.12 |
1.1% |
20,655.74 |
| Range |
976.65 |
689.68 |
-286.97 |
-29.4% |
1,285.55 |
| ATR |
1,110.14 |
1,080.11 |
-30.03 |
-2.7% |
0.00 |
| Volume |
72,782 |
62,648 |
-10,134 |
-13.9% |
201,109 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,205.88 |
21,886.99 |
20,568.06 |
|
| R3 |
21,516.20 |
21,197.31 |
20,378.40 |
|
| R2 |
20,826.52 |
20,826.52 |
20,315.18 |
|
| R1 |
20,507.63 |
20,507.63 |
20,251.96 |
20,667.08 |
| PP |
20,136.84 |
20,136.84 |
20,136.84 |
20,216.56 |
| S1 |
19,817.95 |
19,817.95 |
20,125.52 |
19,977.40 |
| S2 |
19,447.16 |
19,447.16 |
20,062.30 |
|
| S3 |
18,757.48 |
19,128.27 |
19,999.08 |
|
| S4 |
18,067.80 |
18,438.59 |
19,809.42 |
|
|
| 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 |
21,830.12 |
19,544.51 |
2,285.61 |
11.3% |
912.11 |
4.5% |
28% |
False |
False |
48,348 |
| 10 |
23,580.14 |
19,544.51 |
4,035.63 |
20.0% |
944.63 |
4.7% |
16% |
False |
False |
45,287 |
| 20 |
25,198.76 |
19,544.51 |
5,654.25 |
28.0% |
1,011.07 |
5.0% |
11% |
False |
False |
47,488 |
| 40 |
25,198.76 |
18,942.40 |
6,256.36 |
31.0% |
1,201.13 |
5.9% |
20% |
False |
False |
49,565 |
| 60 |
31,519.37 |
17,614.34 |
13,905.03 |
68.9% |
1,382.22 |
6.8% |
19% |
False |
False |
53,244 |
| 80 |
32,629.75 |
17,614.34 |
15,015.41 |
74.4% |
1,542.48 |
7.6% |
17% |
False |
False |
48,564 |
| 100 |
43,431.35 |
17,614.34 |
25,817.01 |
127.9% |
1,670.96 |
8.3% |
10% |
False |
False |
43,028 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
151.4% |
1,699.16 |
8.4% |
8% |
False |
False |
39,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,386.87 |
|
2.618 |
22,261.31 |
|
1.618 |
21,571.63 |
|
1.000 |
21,145.41 |
|
0.618 |
20,881.95 |
|
HIGH |
20,455.73 |
|
0.618 |
20,192.27 |
|
0.500 |
20,110.89 |
|
0.382 |
20,029.51 |
|
LOW |
19,766.05 |
|
0.618 |
19,339.83 |
|
1.000 |
19,076.37 |
|
1.618 |
18,650.15 |
|
2.618 |
17,960.47 |
|
4.250 |
16,834.91 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,162.79 |
20,163.27 |
| PP |
20,136.84 |
20,137.80 |
| S1 |
20,110.89 |
20,112.33 |
|