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 |
1,856.2 |
1,844.3 |
-11.9 |
-0.6% |
1,955.6 |
High |
1,872.1 |
1,845.7 |
-26.4 |
-1.4% |
1,973.7 |
Low |
1,841.1 |
1,797.9 |
-43.2 |
-2.3% |
1,889.9 |
Close |
1,844.6 |
1,824.2 |
-20.4 |
-1.1% |
1,899.3 |
Range |
31.0 |
47.8 |
16.8 |
54.2% |
83.8 |
ATR |
42.4 |
42.8 |
0.4 |
0.9% |
0.0 |
Volume |
204,816 |
244,721 |
39,905 |
19.5% |
875,155 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.0 |
1,942.9 |
1,850.5 |
|
R3 |
1,918.2 |
1,895.1 |
1,837.3 |
|
R2 |
1,870.4 |
1,870.4 |
1,833.0 |
|
R1 |
1,847.3 |
1,847.3 |
1,828.6 |
1,835.0 |
PP |
1,822.6 |
1,822.6 |
1,822.6 |
1,816.4 |
S1 |
1,799.5 |
1,799.5 |
1,819.8 |
1,787.2 |
S2 |
1,774.8 |
1,774.8 |
1,815.4 |
|
S3 |
1,727.0 |
1,751.7 |
1,811.1 |
|
S4 |
1,679.2 |
1,703.9 |
1,797.9 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,172.4 |
2,119.6 |
1,945.4 |
|
R3 |
2,088.6 |
2,035.8 |
1,922.3 |
|
R2 |
2,004.8 |
2,004.8 |
1,914.7 |
|
R1 |
1,952.0 |
1,952.0 |
1,907.0 |
1,936.5 |
PP |
1,921.0 |
1,921.0 |
1,921.0 |
1,913.2 |
S1 |
1,868.2 |
1,868.2 |
1,891.6 |
1,852.7 |
S2 |
1,837.2 |
1,837.2 |
1,883.9 |
|
S3 |
1,753.4 |
1,784.4 |
1,876.3 |
|
S4 |
1,669.6 |
1,700.6 |
1,853.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,973.7 |
1,797.9 |
175.8 |
9.6% |
49.6 |
2.7% |
15% |
False |
True |
219,144 |
10 |
2,000.6 |
1,797.9 |
202.7 |
11.1% |
43.8 |
2.4% |
13% |
False |
True |
193,897 |
20 |
2,033.0 |
1,797.9 |
235.1 |
12.9% |
42.5 |
2.3% |
11% |
False |
True |
185,567 |
40 |
2,033.0 |
1,682.3 |
350.7 |
19.2% |
41.2 |
2.3% |
40% |
False |
False |
182,833 |
60 |
2,033.0 |
1,640.7 |
392.3 |
21.5% |
45.8 |
2.5% |
47% |
False |
False |
198,874 |
80 |
2,033.0 |
1,640.7 |
392.3 |
21.5% |
48.1 |
2.6% |
47% |
False |
False |
149,434 |
100 |
2,062.0 |
1,640.7 |
421.3 |
23.1% |
49.6 |
2.7% |
44% |
False |
False |
119,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,048.9 |
2.618 |
1,970.8 |
1.618 |
1,923.0 |
1.000 |
1,893.5 |
0.618 |
1,875.2 |
HIGH |
1,845.7 |
0.618 |
1,827.4 |
0.500 |
1,821.8 |
0.382 |
1,816.2 |
LOW |
1,797.9 |
0.618 |
1,768.4 |
1.000 |
1,750.1 |
1.618 |
1,720.6 |
2.618 |
1,672.8 |
4.250 |
1,594.8 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,823.4 |
1,849.9 |
PP |
1,822.6 |
1,841.3 |
S1 |
1,821.8 |
1,832.8 |
|