| 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 |
1,546.4450 |
1,558.7250 |
12.2800 |
0.8% |
1,686.2630 |
| High |
1,604.3020 |
1,617.4160 |
13.1140 |
0.8% |
1,721.2170 |
| Low |
1,477.6480 |
1,518.6410 |
40.9930 |
2.8% |
1,525.0800 |
| Close |
1,559.1320 |
1,570.7090 |
11.5770 |
0.7% |
1,557.4900 |
| Range |
126.6540 |
98.7750 |
-27.8790 |
-22.0% |
196.1370 |
| ATR |
127.3777 |
125.3346 |
-2.0430 |
-1.6% |
0.0000 |
| Volume |
1,012,978 |
969,835 |
-43,143 |
-4.3% |
3,161,543 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,865.2470 |
1,816.7530 |
1,625.0353 |
|
| R3 |
1,766.4720 |
1,717.9780 |
1,597.8721 |
|
| R2 |
1,667.6970 |
1,667.6970 |
1,588.8178 |
|
| R1 |
1,619.2030 |
1,619.2030 |
1,579.7634 |
1,643.4500 |
| PP |
1,568.9220 |
1,568.9220 |
1,568.9220 |
1,581.0455 |
| S1 |
1,520.4280 |
1,520.4280 |
1,561.6546 |
1,544.6750 |
| S2 |
1,470.1470 |
1,470.1470 |
1,552.6003 |
|
| S3 |
1,371.3720 |
1,421.6530 |
1,543.5459 |
|
| S4 |
1,272.5970 |
1,322.8780 |
1,516.3828 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.6733 |
2,069.7187 |
1,665.3654 |
|
| R3 |
1,993.5363 |
1,873.5817 |
1,611.4277 |
|
| R2 |
1,797.3993 |
1,797.3993 |
1,593.4485 |
|
| R1 |
1,677.4447 |
1,677.4447 |
1,575.4692 |
1,639.3535 |
| PP |
1,601.2623 |
1,601.2623 |
1,601.2623 |
1,582.2168 |
| S1 |
1,481.3077 |
1,481.3077 |
1,539.5108 |
1,443.2165 |
| S2 |
1,405.1253 |
1,405.1253 |
1,521.5316 |
|
| S3 |
1,208.9883 |
1,285.1707 |
1,503.5523 |
|
| S4 |
1,012.8513 |
1,089.0337 |
1,449.6147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,721.2170 |
1,424.3700 |
296.8470 |
18.9% |
119.5222 |
7.6% |
49% |
False |
False |
706,244 |
| 10 |
1,880.9780 |
1,424.3700 |
456.6080 |
29.1% |
120.5864 |
7.7% |
32% |
False |
False |
678,346 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
38.5% |
120.9933 |
7.7% |
24% |
False |
False |
658,212 |
| 40 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
64.7% |
131.9435 |
8.4% |
55% |
False |
False |
701,033 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
72.9% |
133.5299 |
8.5% |
60% |
False |
False |
713,007 |
| 80 |
2,455.9690 |
883.1590 |
1,572.8100 |
100.1% |
145.4005 |
9.3% |
44% |
False |
False |
672,630 |
| 100 |
3,307.2140 |
883.1590 |
2,424.0550 |
154.3% |
153.2921 |
9.8% |
28% |
False |
False |
581,523 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
171.7% |
155.5260 |
9.9% |
25% |
False |
False |
535,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,037.2098 |
|
2.618 |
1,876.0090 |
|
1.618 |
1,777.2340 |
|
1.000 |
1,716.1910 |
|
0.618 |
1,678.4590 |
|
HIGH |
1,617.4160 |
|
0.618 |
1,579.6840 |
|
0.500 |
1,568.0285 |
|
0.382 |
1,556.3731 |
|
LOW |
1,518.6410 |
|
0.618 |
1,457.5981 |
|
1.000 |
1,419.8660 |
|
1.618 |
1,358.8231 |
|
2.618 |
1,260.0481 |
|
4.250 |
1,098.8473 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,569.8155 |
1,554.1037 |
| PP |
1,568.9220 |
1,537.4983 |
| S1 |
1,568.0285 |
1,520.8930 |
|