| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
20,188.19 |
20,075.27 |
-112.92 |
-0.6% |
20,657.14 |
| High |
20,283.61 |
20,432.44 |
148.83 |
0.7% |
20,680.15 |
| Low |
19,593.28 |
19,770.76 |
177.48 |
0.9% |
19,544.51 |
| Close |
20,075.27 |
19,980.93 |
-94.34 |
-0.5% |
19,980.93 |
| Range |
690.33 |
661.68 |
-28.65 |
-4.2% |
1,135.64 |
| ATR |
1,052.27 |
1,024.37 |
-27.90 |
-2.7% |
0.00 |
| Volume |
48,331 |
45,090 |
-3,241 |
-6.7% |
229,469 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,046.42 |
21,675.35 |
20,344.85 |
|
| R3 |
21,384.74 |
21,013.67 |
20,162.89 |
|
| R2 |
20,723.06 |
20,723.06 |
20,102.24 |
|
| R1 |
20,351.99 |
20,351.99 |
20,041.58 |
20,206.69 |
| PP |
20,061.38 |
20,061.38 |
20,061.38 |
19,988.72 |
| S1 |
19,690.31 |
19,690.31 |
19,920.28 |
19,545.01 |
| S2 |
19,399.70 |
19,399.70 |
19,859.62 |
|
| S3 |
18,738.02 |
19,028.63 |
19,798.97 |
|
| S4 |
18,076.34 |
18,366.95 |
19,617.01 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,475.45 |
22,863.83 |
20,605.53 |
|
| R3 |
22,339.81 |
21,728.19 |
20,293.23 |
|
| R2 |
21,204.17 |
21,204.17 |
20,189.13 |
|
| R1 |
20,592.55 |
20,592.55 |
20,085.03 |
20,330.54 |
| PP |
20,068.53 |
20,068.53 |
20,068.53 |
19,937.53 |
| S1 |
19,456.91 |
19,456.91 |
19,876.83 |
19,194.90 |
| S2 |
18,932.89 |
18,932.89 |
19,772.73 |
|
| S3 |
17,797.25 |
18,321.27 |
19,668.63 |
|
| S4 |
16,661.61 |
17,185.63 |
19,356.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,680.15 |
19,544.51 |
1,135.64 |
5.7% |
830.80 |
4.2% |
38% |
False |
False |
45,893 |
| 10 |
21,840.70 |
19,544.51 |
2,296.19 |
11.5% |
823.16 |
4.1% |
19% |
False |
False |
43,057 |
| 20 |
25,198.76 |
19,544.51 |
5,654.25 |
28.3% |
983.20 |
4.9% |
8% |
False |
False |
45,427 |
| 40 |
25,198.76 |
18,942.40 |
6,256.36 |
31.3% |
1,167.23 |
5.8% |
17% |
False |
False |
48,622 |
| 60 |
30,323.87 |
17,614.34 |
12,709.53 |
63.6% |
1,365.75 |
6.8% |
19% |
False |
False |
53,830 |
| 80 |
32,329.54 |
17,614.34 |
14,715.20 |
73.6% |
1,477.52 |
7.4% |
16% |
False |
False |
47,774 |
| 100 |
42,946.95 |
17,614.34 |
25,332.61 |
126.8% |
1,632.55 |
8.2% |
9% |
False |
False |
43,717 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
153.0% |
1,682.58 |
8.4% |
8% |
False |
False |
39,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,244.58 |
|
2.618 |
22,164.72 |
|
1.618 |
21,503.04 |
|
1.000 |
21,094.12 |
|
0.618 |
20,841.36 |
|
HIGH |
20,432.44 |
|
0.618 |
20,179.68 |
|
0.500 |
20,101.60 |
|
0.382 |
20,023.52 |
|
LOW |
19,770.76 |
|
0.618 |
19,361.84 |
|
1.000 |
19,109.08 |
|
1.618 |
18,700.16 |
|
2.618 |
18,038.48 |
|
4.250 |
16,958.62 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
20,101.60 |
20,024.51 |
| PP |
20,061.38 |
20,009.98 |
| S1 |
20,021.15 |
19,995.46 |
|