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 |
12,485.00 |
12,503.50 |
18.50 |
0.1% |
13,226.50 |
High |
12,610.25 |
12,658.25 |
48.00 |
0.4% |
13,226.50 |
Low |
12,401.50 |
12,247.50 |
-154.00 |
-1.2% |
12,557.50 |
Close |
12,492.75 |
12,358.75 |
-134.00 |
-1.1% |
12,620.50 |
Range |
208.75 |
410.75 |
202.00 |
96.8% |
669.00 |
ATR |
307.30 |
314.69 |
7.39 |
2.4% |
0.00 |
Volume |
693,093 |
797,462 |
104,369 |
15.1% |
2,970,979 |
|
Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,653.75 |
13,417.00 |
12,584.75 |
|
R3 |
13,243.00 |
13,006.25 |
12,471.75 |
|
R2 |
12,832.25 |
12,832.25 |
12,434.00 |
|
R1 |
12,595.50 |
12,595.50 |
12,396.50 |
12,508.50 |
PP |
12,421.50 |
12,421.50 |
12,421.50 |
12,378.00 |
S1 |
12,184.75 |
12,184.75 |
12,321.00 |
12,097.75 |
S2 |
12,010.75 |
12,010.75 |
12,283.50 |
|
S3 |
11,600.00 |
11,774.00 |
12,245.75 |
|
S4 |
11,189.25 |
11,363.25 |
12,132.75 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,808.50 |
14,383.50 |
12,988.50 |
|
R3 |
14,139.50 |
13,714.50 |
12,804.50 |
|
R2 |
13,470.50 |
13,470.50 |
12,743.25 |
|
R1 |
13,045.50 |
13,045.50 |
12,681.75 |
12,923.50 |
PP |
12,801.50 |
12,801.50 |
12,801.50 |
12,740.50 |
S1 |
12,376.50 |
12,376.50 |
12,559.25 |
12,254.50 |
S2 |
12,132.50 |
12,132.50 |
12,497.75 |
|
S3 |
11,463.50 |
11,707.50 |
12,436.50 |
|
S4 |
10,794.50 |
11,038.50 |
12,252.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,220.00 |
12,247.50 |
972.50 |
7.9% |
340.75 |
2.8% |
11% |
False |
True |
658,262 |
10 |
13,672.00 |
12,247.50 |
1,424.50 |
11.5% |
298.75 |
2.4% |
8% |
False |
True |
622,147 |
20 |
13,740.75 |
12,247.50 |
1,493.25 |
12.1% |
294.25 |
2.4% |
7% |
False |
True |
601,508 |
40 |
13,740.75 |
11,479.25 |
2,261.50 |
18.3% |
310.25 |
2.5% |
39% |
False |
False |
605,627 |
60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.6% |
334.00 |
2.7% |
48% |
False |
False |
580,714 |
80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.6% |
362.25 |
2.9% |
48% |
False |
False |
436,044 |
100 |
14,674.50 |
11,068.50 |
3,606.00 |
29.2% |
379.50 |
3.1% |
36% |
False |
False |
349,057 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.3% |
377.75 |
3.1% |
30% |
False |
False |
290,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,404.00 |
2.618 |
13,733.50 |
1.618 |
13,322.75 |
1.000 |
13,069.00 |
0.618 |
12,912.00 |
HIGH |
12,658.25 |
0.618 |
12,501.25 |
0.500 |
12,453.00 |
0.382 |
12,404.50 |
LOW |
12,247.50 |
0.618 |
11,993.75 |
1.000 |
11,836.75 |
1.618 |
11,583.00 |
2.618 |
11,172.25 |
4.250 |
10,501.75 |
|
|
Fisher Pivots for day following 30-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
12,453.00 |
12,733.75 |
PP |
12,421.50 |
12,608.75 |
S1 |
12,390.00 |
12,483.75 |
|