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 |
3,550.0 |
3,492.0 |
-58.0 |
-1.6% |
3,713.0 |
High |
3,588.0 |
3,495.0 |
-93.0 |
-2.6% |
3,726.0 |
Low |
3,500.0 |
3,447.0 |
-53.0 |
-1.5% |
3,567.0 |
Close |
3,520.0 |
3,449.0 |
-71.0 |
-2.0% |
3,598.0 |
Range |
88.0 |
48.0 |
-40.0 |
-45.5% |
159.0 |
ATR |
68.9 |
69.2 |
0.3 |
0.4% |
0.0 |
Volume |
1,095,809 |
1,192,689 |
96,880 |
8.8% |
3,856,297 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,607.7 |
3,576.3 |
3,475.4 |
|
R3 |
3,559.7 |
3,528.3 |
3,462.2 |
|
R2 |
3,511.7 |
3,511.7 |
3,457.8 |
|
R1 |
3,480.3 |
3,480.3 |
3,453.4 |
3,472.0 |
PP |
3,463.7 |
3,463.7 |
3,463.7 |
3,459.5 |
S1 |
3,432.3 |
3,432.3 |
3,444.6 |
3,424.0 |
S2 |
3,415.7 |
3,415.7 |
3,440.2 |
|
S3 |
3,367.7 |
3,384.3 |
3,435.8 |
|
S4 |
3,319.7 |
3,336.3 |
3,422.6 |
|
|
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 |
3,447.0 |
258.0 |
7.5% |
84.0 |
2.4% |
1% |
False |
True |
1,017,083 |
10 |
3,772.0 |
3,447.0 |
325.0 |
9.4% |
70.8 |
2.1% |
1% |
False |
True |
885,503 |
20 |
3,822.0 |
3,447.0 |
375.0 |
10.9% |
61.2 |
1.8% |
1% |
False |
True |
763,245 |
40 |
3,822.0 |
3,362.0 |
460.0 |
13.3% |
64.6 |
1.9% |
19% |
False |
False |
792,473 |
60 |
3,822.0 |
3,343.0 |
479.0 |
13.9% |
72.7 |
2.1% |
22% |
False |
False |
878,248 |
80 |
3,840.0 |
3,343.0 |
497.0 |
14.4% |
70.8 |
2.1% |
21% |
False |
False |
669,755 |
100 |
3,855.0 |
3,343.0 |
512.0 |
14.8% |
71.0 |
2.1% |
21% |
False |
False |
536,256 |
120 |
3,902.0 |
3,343.0 |
559.0 |
16.2% |
67.4 |
2.0% |
19% |
False |
False |
446,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,699.0 |
2.618 |
3,620.7 |
1.618 |
3,572.7 |
1.000 |
3,543.0 |
0.618 |
3,524.7 |
HIGH |
3,495.0 |
0.618 |
3,476.7 |
0.500 |
3,471.0 |
0.382 |
3,465.3 |
LOW |
3,447.0 |
0.618 |
3,417.3 |
1.000 |
3,399.0 |
1.618 |
3,369.3 |
2.618 |
3,321.3 |
4.250 |
3,243.0 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,471.0 |
3,538.0 |
PP |
3,463.7 |
3,508.3 |
S1 |
3,456.3 |
3,478.7 |
|