| 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 |
12,284.75 |
12,297.75 |
13.00 |
0.1% |
12,485.00 |
| High |
12,299.50 |
12,461.75 |
162.25 |
1.3% |
12,658.25 |
| Low |
12,017.75 |
12,040.25 |
22.50 |
0.2% |
12,017.75 |
| Close |
12,292.25 |
12,104.25 |
-188.00 |
-1.5% |
12,104.25 |
| Range |
281.75 |
421.50 |
139.75 |
49.6% |
640.50 |
| ATR |
307.17 |
315.33 |
8.17 |
2.7% |
0.00 |
| Volume |
820,606 |
835,870 |
15,264 |
1.9% |
3,819,099 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,466.50 |
13,207.00 |
12,336.00 |
|
| R3 |
13,045.00 |
12,785.50 |
12,220.25 |
|
| R2 |
12,623.50 |
12,623.50 |
12,181.50 |
|
| R1 |
12,364.00 |
12,364.00 |
12,143.00 |
12,283.00 |
| PP |
12,202.00 |
12,202.00 |
12,202.00 |
12,161.50 |
| S1 |
11,942.50 |
11,942.50 |
12,065.50 |
11,861.50 |
| S2 |
11,780.50 |
11,780.50 |
12,027.00 |
|
| S3 |
11,359.00 |
11,521.00 |
11,988.25 |
|
| S4 |
10,937.50 |
11,099.50 |
11,872.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,181.50 |
13,783.50 |
12,456.50 |
|
| R3 |
13,541.00 |
13,143.00 |
12,280.50 |
|
| R2 |
12,900.50 |
12,900.50 |
12,221.75 |
|
| R1 |
12,502.50 |
12,502.50 |
12,163.00 |
12,381.25 |
| PP |
12,260.00 |
12,260.00 |
12,260.00 |
12,199.50 |
| S1 |
11,862.00 |
11,862.00 |
12,045.50 |
11,740.75 |
| S2 |
11,619.50 |
11,619.50 |
11,986.75 |
|
| S3 |
10,979.00 |
11,221.50 |
11,928.00 |
|
| S4 |
10,338.50 |
10,581.00 |
11,752.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,658.25 |
12,017.75 |
640.50 |
5.3% |
312.00 |
2.6% |
14% |
False |
False |
763,819 |
| 10 |
13,226.50 |
12,017.75 |
1,208.75 |
10.0% |
319.00 |
2.6% |
7% |
False |
False |
679,007 |
| 20 |
13,740.75 |
12,017.75 |
1,723.00 |
14.2% |
295.50 |
2.4% |
5% |
False |
False |
621,909 |
| 40 |
13,740.75 |
11,479.25 |
2,261.50 |
18.7% |
313.00 |
2.6% |
28% |
False |
False |
617,820 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
22.1% |
336.25 |
2.8% |
39% |
False |
False |
619,126 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
22.1% |
357.25 |
3.0% |
39% |
False |
False |
465,089 |
| 100 |
14,331.25 |
11,068.50 |
3,262.75 |
27.0% |
378.75 |
3.1% |
32% |
False |
False |
372,317 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
35.0% |
374.50 |
3.1% |
24% |
False |
False |
310,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,253.00 |
|
2.618 |
13,565.25 |
|
1.618 |
13,143.75 |
|
1.000 |
12,883.25 |
|
0.618 |
12,722.25 |
|
HIGH |
12,461.75 |
|
0.618 |
12,300.75 |
|
0.500 |
12,251.00 |
|
0.382 |
12,201.25 |
|
LOW |
12,040.25 |
|
0.618 |
11,779.75 |
|
1.000 |
11,618.75 |
|
1.618 |
11,358.25 |
|
2.618 |
10,936.75 |
|
4.250 |
10,249.00 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,251.00 |
12,265.50 |
| PP |
12,202.00 |
12,211.75 |
| S1 |
12,153.25 |
12,158.00 |
|