| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
19,974.63 |
20,188.19 |
213.56 |
1.1% |
21,277.41 |
| High |
20,455.73 |
20,283.61 |
-172.12 |
-0.8% |
21,840.70 |
| Low |
19,766.05 |
19,593.28 |
-172.77 |
-0.9% |
20,555.15 |
| Close |
20,188.74 |
20,075.27 |
-113.47 |
-0.6% |
20,655.74 |
| Range |
689.68 |
690.33 |
0.65 |
0.1% |
1,285.55 |
| ATR |
1,080.11 |
1,052.27 |
-27.84 |
-2.6% |
0.00 |
| Volume |
62,648 |
48,331 |
-14,317 |
-22.9% |
201,109 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,055.04 |
21,755.49 |
20,454.95 |
|
| R3 |
21,364.71 |
21,065.16 |
20,265.11 |
|
| R2 |
20,674.38 |
20,674.38 |
20,201.83 |
|
| R1 |
20,374.83 |
20,374.83 |
20,138.55 |
20,179.44 |
| PP |
19,984.05 |
19,984.05 |
19,984.05 |
19,886.36 |
| S1 |
19,684.50 |
19,684.50 |
20,011.99 |
19,489.11 |
| S2 |
19,293.72 |
19,293.72 |
19,948.71 |
|
| S3 |
18,603.39 |
18,994.17 |
19,885.43 |
|
| S4 |
17,913.06 |
18,303.84 |
19,695.59 |
|
|
| 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 |
11.4% |
953.45 |
4.7% |
23% |
False |
False |
50,621 |
| 10 |
23,424.74 |
19,544.51 |
3,880.23 |
19.3% |
980.84 |
4.9% |
14% |
False |
False |
46,901 |
| 20 |
25,198.76 |
19,544.51 |
5,654.25 |
28.2% |
999.80 |
5.0% |
9% |
False |
False |
46,909 |
| 40 |
25,198.76 |
18,942.40 |
6,256.36 |
31.2% |
1,179.52 |
5.9% |
18% |
False |
False |
49,298 |
| 60 |
30,655.74 |
17,614.34 |
13,041.40 |
65.0% |
1,366.46 |
6.8% |
19% |
False |
False |
53,085 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
73.3% |
1,516.19 |
7.6% |
17% |
False |
False |
48,264 |
| 100 |
42,946.95 |
17,614.34 |
25,332.61 |
126.2% |
1,639.23 |
8.2% |
10% |
False |
False |
43,506 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
152.3% |
1,690.38 |
8.4% |
8% |
False |
False |
39,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,217.51 |
|
2.618 |
22,090.89 |
|
1.618 |
21,400.56 |
|
1.000 |
20,973.94 |
|
0.618 |
20,710.23 |
|
HIGH |
20,283.61 |
|
0.618 |
20,019.90 |
|
0.500 |
19,938.45 |
|
0.382 |
19,856.99 |
|
LOW |
19,593.28 |
|
0.618 |
19,166.66 |
|
1.000 |
18,902.95 |
|
1.618 |
18,476.33 |
|
2.618 |
17,786.00 |
|
4.250 |
16,659.38 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,029.66 |
20,074.34 |
| PP |
19,984.05 |
20,073.41 |
| S1 |
19,938.45 |
20,072.49 |
|