Trading Metrics calculated at close of trading on 30-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,553.0 |
3,574.0 |
21.0 |
0.6% |
3,713.0 |
High |
3,585.0 |
3,629.0 |
44.0 |
1.2% |
3,726.0 |
Low |
3,530.0 |
3,538.0 |
8.0 |
0.2% |
3,567.0 |
Close |
3,567.0 |
3,556.0 |
-11.0 |
-0.3% |
3,598.0 |
Range |
55.0 |
91.0 |
36.0 |
65.5% |
159.0 |
ATR |
65.6 |
67.5 |
1.8 |
2.8% |
0.0 |
Volume |
849,345 |
946,107 |
96,762 |
11.4% |
3,856,297 |
|
Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,847.3 |
3,792.7 |
3,606.1 |
|
R3 |
3,756.3 |
3,701.7 |
3,581.0 |
|
R2 |
3,665.3 |
3,665.3 |
3,572.7 |
|
R1 |
3,610.7 |
3,610.7 |
3,564.3 |
3,592.5 |
PP |
3,574.3 |
3,574.3 |
3,574.3 |
3,565.3 |
S1 |
3,519.7 |
3,519.7 |
3,547.7 |
3,501.5 |
S2 |
3,483.3 |
3,483.3 |
3,539.3 |
|
S3 |
3,392.3 |
3,428.7 |
3,531.0 |
|
S4 |
3,301.3 |
3,337.7 |
3,506.0 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,107.3 |
4,011.7 |
3,685.5 |
|
R3 |
3,948.3 |
3,852.7 |
3,641.7 |
|
R2 |
3,789.3 |
3,789.3 |
3,627.2 |
|
R1 |
3,693.7 |
3,693.7 |
3,612.6 |
3,662.0 |
PP |
3,630.3 |
3,630.3 |
3,630.3 |
3,614.5 |
S1 |
3,534.7 |
3,534.7 |
3,583.4 |
3,503.0 |
S2 |
3,471.3 |
3,471.3 |
3,568.9 |
|
S3 |
3,312.3 |
3,375.7 |
3,554.3 |
|
S4 |
3,153.3 |
3,216.7 |
3,510.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,705.0 |
3,530.0 |
175.0 |
4.9% |
75.8 |
2.1% |
15% |
False |
False |
809,228 |
10 |
3,822.0 |
3,530.0 |
292.0 |
8.2% |
68.4 |
1.9% |
9% |
False |
False |
792,229 |
20 |
3,822.0 |
3,530.0 |
292.0 |
8.2% |
60.9 |
1.7% |
9% |
False |
False |
720,057 |
40 |
3,822.0 |
3,362.0 |
460.0 |
12.9% |
64.7 |
1.8% |
42% |
False |
False |
781,380 |
60 |
3,822.0 |
3,343.0 |
479.0 |
13.5% |
72.3 |
2.0% |
44% |
False |
False |
848,444 |
80 |
3,840.0 |
3,343.0 |
497.0 |
14.0% |
71.6 |
2.0% |
43% |
False |
False |
641,214 |
100 |
3,855.0 |
3,343.0 |
512.0 |
14.4% |
70.5 |
2.0% |
42% |
False |
False |
513,371 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.7% |
66.3 |
1.9% |
38% |
False |
False |
427,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,015.8 |
2.618 |
3,867.2 |
1.618 |
3,776.2 |
1.000 |
3,720.0 |
0.618 |
3,685.2 |
HIGH |
3,629.0 |
0.618 |
3,594.2 |
0.500 |
3,583.5 |
0.382 |
3,572.8 |
LOW |
3,538.0 |
0.618 |
3,481.8 |
1.000 |
3,447.0 |
1.618 |
3,390.8 |
2.618 |
3,299.8 |
4.250 |
3,151.3 |
|
|
Fisher Pivots for day following 30-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,583.5 |
3,617.5 |
PP |
3,574.3 |
3,597.0 |
S1 |
3,565.2 |
3,576.5 |
|