| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,492.0 |
3,492.0 |
0.0 |
0.0% |
3,553.0 |
| High |
3,495.0 |
3,549.0 |
54.0 |
1.5% |
3,629.0 |
| Low |
3,447.0 |
3,444.0 |
-3.0 |
-0.1% |
3,444.0 |
| Close |
3,449.0 |
3,545.0 |
96.0 |
2.8% |
3,545.0 |
| Range |
48.0 |
105.0 |
57.0 |
118.8% |
185.0 |
| ATR |
69.2 |
71.8 |
2.6 |
3.7% |
0.0 |
| Volume |
1,192,689 |
1,183,451 |
-9,238 |
-0.8% |
5,267,401 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.7 |
3,791.3 |
3,602.8 |
|
| R3 |
3,722.7 |
3,686.3 |
3,573.9 |
|
| R2 |
3,617.7 |
3,617.7 |
3,564.3 |
|
| R1 |
3,581.3 |
3,581.3 |
3,554.6 |
3,599.5 |
| PP |
3,512.7 |
3,512.7 |
3,512.7 |
3,521.8 |
| S1 |
3,476.3 |
3,476.3 |
3,535.4 |
3,494.5 |
| S2 |
3,407.7 |
3,407.7 |
3,525.8 |
|
| S3 |
3,302.7 |
3,371.3 |
3,516.1 |
|
| S4 |
3,197.7 |
3,266.3 |
3,487.3 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,094.3 |
4,004.7 |
3,646.8 |
|
| R3 |
3,909.3 |
3,819.7 |
3,595.9 |
|
| R2 |
3,724.3 |
3,724.3 |
3,578.9 |
|
| R1 |
3,634.7 |
3,634.7 |
3,562.0 |
3,587.0 |
| PP |
3,539.3 |
3,539.3 |
3,539.3 |
3,515.5 |
| S1 |
3,449.7 |
3,449.7 |
3,528.0 |
3,402.0 |
| S2 |
3,354.3 |
3,354.3 |
3,511.1 |
|
| S3 |
3,169.3 |
3,264.7 |
3,494.1 |
|
| S4 |
2,984.3 |
3,079.7 |
3,443.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,629.0 |
3,444.0 |
185.0 |
5.2% |
77.4 |
2.2% |
55% |
False |
True |
1,053,480 |
| 10 |
3,726.0 |
3,444.0 |
282.0 |
8.0% |
75.9 |
2.1% |
36% |
False |
True |
912,369 |
| 20 |
3,822.0 |
3,444.0 |
378.0 |
10.7% |
64.2 |
1.8% |
27% |
False |
True |
789,158 |
| 40 |
3,822.0 |
3,362.0 |
460.0 |
13.0% |
65.7 |
1.9% |
40% |
False |
False |
801,743 |
| 60 |
3,822.0 |
3,343.0 |
479.0 |
13.5% |
72.8 |
2.1% |
42% |
False |
False |
888,128 |
| 80 |
3,840.0 |
3,343.0 |
497.0 |
14.0% |
70.9 |
2.0% |
41% |
False |
False |
684,547 |
| 100 |
3,855.0 |
3,343.0 |
512.0 |
14.4% |
71.5 |
2.0% |
39% |
False |
False |
548,090 |
| 120 |
3,902.0 |
3,343.0 |
559.0 |
15.8% |
67.9 |
1.9% |
36% |
False |
False |
456,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,995.3 |
|
2.618 |
3,823.9 |
|
1.618 |
3,718.9 |
|
1.000 |
3,654.0 |
|
0.618 |
3,613.9 |
|
HIGH |
3,549.0 |
|
0.618 |
3,508.9 |
|
0.500 |
3,496.5 |
|
0.382 |
3,484.1 |
|
LOW |
3,444.0 |
|
0.618 |
3,379.1 |
|
1.000 |
3,339.0 |
|
1.618 |
3,274.1 |
|
2.618 |
3,169.1 |
|
4.250 |
2,997.8 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,528.8 |
3,535.3 |
| PP |
3,512.7 |
3,525.7 |
| S1 |
3,496.5 |
3,516.0 |
|