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 |
1,723.93 |
1,710.75 |
-13.18 |
-0.8% |
1,746.96 |
High |
1,725.77 |
1,710.84 |
-14.93 |
-0.9% |
1,764.72 |
Low |
1,709.69 |
1,689.53 |
-20.16 |
-1.2% |
1,728.38 |
Close |
1,710.76 |
1,697.07 |
-13.69 |
-0.8% |
1,738.04 |
Range |
16.08 |
21.31 |
5.23 |
32.5% |
36.34 |
ATR |
18.96 |
19.13 |
0.17 |
0.9% |
0.00 |
Volume |
5,969 |
5,977 |
8 |
0.1% |
29,323 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,763.08 |
1,751.38 |
1,708.79 |
|
R3 |
1,741.77 |
1,730.07 |
1,702.93 |
|
R2 |
1,720.46 |
1,720.46 |
1,700.98 |
|
R1 |
1,708.76 |
1,708.76 |
1,699.02 |
1,703.96 |
PP |
1,699.15 |
1,699.15 |
1,699.15 |
1,696.74 |
S1 |
1,687.45 |
1,687.45 |
1,695.12 |
1,682.65 |
S2 |
1,677.84 |
1,677.84 |
1,693.16 |
|
S3 |
1,656.53 |
1,666.14 |
1,691.21 |
|
S4 |
1,635.22 |
1,644.83 |
1,685.35 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.73 |
1,831.73 |
1,758.03 |
|
R3 |
1,816.39 |
1,795.39 |
1,748.03 |
|
R2 |
1,780.05 |
1,780.05 |
1,744.70 |
|
R1 |
1,759.05 |
1,759.05 |
1,741.37 |
1,751.38 |
PP |
1,743.71 |
1,743.71 |
1,743.71 |
1,739.88 |
S1 |
1,722.71 |
1,722.71 |
1,734.71 |
1,715.04 |
S2 |
1,707.37 |
1,707.37 |
1,731.38 |
|
S3 |
1,671.03 |
1,686.37 |
1,728.05 |
|
S4 |
1,634.69 |
1,650.03 |
1,718.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,758.14 |
1,689.53 |
68.61 |
4.0% |
20.60 |
1.2% |
11% |
False |
True |
5,912 |
10 |
1,764.72 |
1,689.53 |
75.19 |
4.4% |
18.25 |
1.1% |
10% |
False |
True |
5,896 |
20 |
1,805.22 |
1,689.53 |
115.69 |
6.8% |
18.23 |
1.1% |
7% |
False |
True |
5,944 |
40 |
1,805.22 |
1,681.43 |
123.79 |
7.3% |
19.59 |
1.2% |
13% |
False |
False |
6,373 |
60 |
1,877.31 |
1,681.43 |
195.88 |
11.5% |
21.41 |
1.3% |
8% |
False |
False |
6,653 |
80 |
1,877.31 |
1,681.43 |
195.88 |
11.5% |
21.49 |
1.3% |
8% |
False |
False |
6,793 |
100 |
1,996.96 |
1,681.43 |
315.53 |
18.6% |
22.54 |
1.3% |
5% |
False |
False |
6,845 |
120 |
1,996.96 |
1,681.43 |
315.53 |
18.6% |
23.02 |
1.4% |
5% |
False |
False |
6,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.41 |
2.618 |
1,766.63 |
1.618 |
1,745.32 |
1.000 |
1,732.15 |
0.618 |
1,724.01 |
HIGH |
1,710.84 |
0.618 |
1,702.70 |
0.500 |
1,700.19 |
0.382 |
1,697.67 |
LOW |
1,689.53 |
0.618 |
1,676.36 |
1.000 |
1,668.22 |
1.618 |
1,655.05 |
2.618 |
1,633.74 |
4.250 |
1,598.96 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,700.19 |
1,714.74 |
PP |
1,699.15 |
1,708.85 |
S1 |
1,698.11 |
1,702.96 |
|