| 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 |
1,558.7250 |
1,570.7540 |
12.0290 |
0.8% |
1,686.2630 |
| High |
1,617.4160 |
1,584.4160 |
-33.0000 |
-2.0% |
1,721.2170 |
| Low |
1,518.6410 |
1,516.0360 |
-2.6050 |
-0.2% |
1,525.0800 |
| Close |
1,570.7090 |
1,581.5420 |
10.8330 |
0.7% |
1,557.4900 |
| Range |
98.7750 |
68.3800 |
-30.3950 |
-30.8% |
196.1370 |
| ATR |
125.3346 |
121.2664 |
-4.0682 |
-3.2% |
0.0000 |
| Volume |
969,835 |
704,446 |
-265,389 |
-27.4% |
3,161,543 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.8047 |
1,742.0533 |
1,619.1510 |
|
| R3 |
1,697.4247 |
1,673.6733 |
1,600.3465 |
|
| R2 |
1,629.0447 |
1,629.0447 |
1,594.0783 |
|
| R1 |
1,605.2933 |
1,605.2933 |
1,587.8102 |
1,617.1690 |
| PP |
1,560.6647 |
1,560.6647 |
1,560.6647 |
1,566.6025 |
| S1 |
1,536.9133 |
1,536.9133 |
1,575.2738 |
1,548.7890 |
| S2 |
1,492.2847 |
1,492.2847 |
1,569.0057 |
|
| S3 |
1,423.9047 |
1,468.5333 |
1,562.7375 |
|
| S4 |
1,355.5247 |
1,400.1533 |
1,543.9330 |
|
|
| 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 |
1,711.3450 |
1,424.3700 |
286.9750 |
18.1% |
119.7862 |
7.6% |
55% |
False |
False |
730,749 |
| 10 |
1,877.9650 |
1,424.3700 |
453.5950 |
28.7% |
121.5708 |
7.7% |
35% |
False |
False |
692,135 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
38.2% |
120.3632 |
7.6% |
26% |
False |
False |
659,977 |
| 40 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
64.3% |
131.2052 |
8.3% |
56% |
False |
False |
699,562 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
72.4% |
133.3201 |
8.4% |
61% |
False |
False |
716,237 |
| 80 |
2,447.9500 |
883.1590 |
1,564.7910 |
98.9% |
143.0932 |
9.0% |
45% |
False |
False |
667,855 |
| 100 |
3,176.1690 |
883.1590 |
2,293.0100 |
145.0% |
150.6468 |
9.5% |
30% |
False |
False |
588,512 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
170.5% |
155.1319 |
9.8% |
26% |
False |
False |
541,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,875.0310 |
|
2.618 |
1,763.4348 |
|
1.618 |
1,695.0548 |
|
1.000 |
1,652.7960 |
|
0.618 |
1,626.6748 |
|
HIGH |
1,584.4160 |
|
0.618 |
1,558.2948 |
|
0.500 |
1,550.2260 |
|
0.382 |
1,542.1572 |
|
LOW |
1,516.0360 |
|
0.618 |
1,473.7772 |
|
1.000 |
1,447.6560 |
|
1.618 |
1,405.3972 |
|
2.618 |
1,337.0172 |
|
4.250 |
1,225.4210 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,571.1033 |
1,570.2053 |
| PP |
1,560.6647 |
1,558.8687 |
| S1 |
1,550.2260 |
1,547.5320 |
|