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 |
12,366.00 |
12,284.75 |
-81.25 |
-0.7% |
13,226.50 |
High |
12,513.00 |
12,299.50 |
-213.50 |
-1.7% |
13,226.50 |
Low |
12,276.25 |
12,017.75 |
-258.50 |
-2.1% |
12,557.50 |
Close |
12,285.25 |
12,292.25 |
7.00 |
0.1% |
12,620.50 |
Range |
236.75 |
281.75 |
45.00 |
19.0% |
669.00 |
ATR |
309.12 |
307.17 |
-1.96 |
-0.6% |
0.00 |
Volume |
672,068 |
820,606 |
148,538 |
22.1% |
2,970,979 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,048.50 |
12,952.00 |
12,447.25 |
|
R3 |
12,766.75 |
12,670.25 |
12,369.75 |
|
R2 |
12,485.00 |
12,485.00 |
12,344.00 |
|
R1 |
12,388.50 |
12,388.50 |
12,318.00 |
12,436.75 |
PP |
12,203.25 |
12,203.25 |
12,203.25 |
12,227.25 |
S1 |
12,106.75 |
12,106.75 |
12,266.50 |
12,155.00 |
S2 |
11,921.50 |
11,921.50 |
12,240.50 |
|
S3 |
11,639.75 |
11,825.00 |
12,214.75 |
|
S4 |
11,358.00 |
11,543.25 |
12,137.25 |
|
|
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 |
12,017.75 |
1,202.25 |
9.8% |
360.00 |
2.9% |
23% |
False |
True |
747,418 |
10 |
13,534.50 |
12,017.75 |
1,516.75 |
12.3% |
307.50 |
2.5% |
18% |
False |
True |
657,296 |
20 |
13,740.75 |
12,017.75 |
1,723.00 |
14.0% |
289.50 |
2.4% |
16% |
False |
True |
614,505 |
40 |
13,740.75 |
11,479.25 |
2,261.50 |
18.4% |
308.75 |
2.5% |
36% |
False |
False |
612,935 |
60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.7% |
332.50 |
2.7% |
46% |
False |
False |
605,389 |
80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.7% |
357.50 |
2.9% |
46% |
False |
False |
454,661 |
100 |
14,403.75 |
11,068.50 |
3,335.25 |
27.1% |
378.25 |
3.1% |
37% |
False |
False |
363,968 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.5% |
374.50 |
3.0% |
29% |
False |
False |
303,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,497.00 |
2.618 |
13,037.00 |
1.618 |
12,755.25 |
1.000 |
12,581.25 |
0.618 |
12,473.50 |
HIGH |
12,299.50 |
0.618 |
12,191.75 |
0.500 |
12,158.50 |
0.382 |
12,125.50 |
LOW |
12,017.75 |
0.618 |
11,843.75 |
1.000 |
11,736.00 |
1.618 |
11,562.00 |
2.618 |
11,280.25 |
4.250 |
10,820.25 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,247.75 |
12,338.00 |
PP |
12,203.25 |
12,322.75 |
S1 |
12,158.50 |
12,307.50 |
|