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 |
3,574.0 |
3,550.0 |
-24.0 |
-0.7% |
3,713.0 |
High |
3,629.0 |
3,588.0 |
-41.0 |
-1.1% |
3,726.0 |
Low |
3,538.0 |
3,500.0 |
-38.0 |
-1.1% |
3,567.0 |
Close |
3,556.0 |
3,520.0 |
-36.0 |
-1.0% |
3,598.0 |
Range |
91.0 |
88.0 |
-3.0 |
-3.3% |
159.0 |
ATR |
67.5 |
68.9 |
1.5 |
2.2% |
0.0 |
Volume |
946,107 |
1,095,809 |
149,702 |
15.8% |
3,856,297 |
|
Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,800.0 |
3,748.0 |
3,568.4 |
|
R3 |
3,712.0 |
3,660.0 |
3,544.2 |
|
R2 |
3,624.0 |
3,624.0 |
3,536.1 |
|
R1 |
3,572.0 |
3,572.0 |
3,528.1 |
3,554.0 |
PP |
3,536.0 |
3,536.0 |
3,536.0 |
3,527.0 |
S1 |
3,484.0 |
3,484.0 |
3,511.9 |
3,466.0 |
S2 |
3,448.0 |
3,448.0 |
3,503.9 |
|
S3 |
3,360.0 |
3,396.0 |
3,495.8 |
|
S4 |
3,272.0 |
3,308.0 |
3,471.6 |
|
|
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 |
3,500.0 |
205.0 |
5.8% |
83.4 |
2.4% |
10% |
False |
True |
909,957 |
10 |
3,782.0 |
3,500.0 |
282.0 |
8.0% |
69.6 |
2.0% |
7% |
False |
True |
827,867 |
20 |
3,822.0 |
3,500.0 |
322.0 |
9.1% |
61.3 |
1.7% |
6% |
False |
True |
743,612 |
40 |
3,822.0 |
3,362.0 |
460.0 |
13.1% |
65.2 |
1.9% |
34% |
False |
False |
784,169 |
60 |
3,822.0 |
3,343.0 |
479.0 |
13.6% |
73.0 |
2.1% |
37% |
False |
False |
862,903 |
80 |
3,840.0 |
3,343.0 |
497.0 |
14.1% |
71.6 |
2.0% |
36% |
False |
False |
654,909 |
100 |
3,855.0 |
3,343.0 |
512.0 |
14.5% |
70.6 |
2.0% |
35% |
False |
False |
524,329 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.9% |
67.0 |
1.9% |
32% |
False |
False |
437,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,962.0 |
2.618 |
3,818.4 |
1.618 |
3,730.4 |
1.000 |
3,676.0 |
0.618 |
3,642.4 |
HIGH |
3,588.0 |
0.618 |
3,554.4 |
0.500 |
3,544.0 |
0.382 |
3,533.6 |
LOW |
3,500.0 |
0.618 |
3,445.6 |
1.000 |
3,412.0 |
1.618 |
3,357.6 |
2.618 |
3,269.6 |
4.250 |
3,126.0 |
|
|
Fisher Pivots for day following 31-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,544.0 |
3,564.5 |
PP |
3,536.0 |
3,549.7 |
S1 |
3,528.0 |
3,534.8 |
|