Trading Metrics calculated at close of trading on 29-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,198.25 |
4,024.00 |
-174.25 |
-4.2% |
4,221.00 |
High |
4,217.25 |
4,064.00 |
-153.25 |
-3.6% |
4,221.50 |
Low |
4,042.75 |
4,006.75 |
-36.00 |
-0.9% |
4,042.75 |
Close |
4,059.50 |
4,031.25 |
-28.25 |
-0.7% |
4,059.50 |
Range |
174.50 |
57.25 |
-117.25 |
-67.2% |
178.75 |
ATR |
74.42 |
73.19 |
-1.23 |
-1.6% |
0.00 |
Volume |
2,241,117 |
1,963,446 |
-277,671 |
-12.4% |
8,525,082 |
|
Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,205.75 |
4,175.75 |
4,062.75 |
|
R3 |
4,148.50 |
4,118.50 |
4,047.00 |
|
R2 |
4,091.25 |
4,091.25 |
4,041.75 |
|
R1 |
4,061.25 |
4,061.25 |
4,036.50 |
4,076.25 |
PP |
4,034.00 |
4,034.00 |
4,034.00 |
4,041.50 |
S1 |
4,004.00 |
4,004.00 |
4,026.00 |
4,019.00 |
S2 |
3,976.75 |
3,976.75 |
4,020.75 |
|
S3 |
3,919.50 |
3,946.75 |
4,015.50 |
|
S4 |
3,862.25 |
3,889.50 |
3,999.75 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,644.25 |
4,530.50 |
4,157.75 |
|
R3 |
4,465.50 |
4,351.75 |
4,108.75 |
|
R2 |
4,286.75 |
4,286.75 |
4,092.25 |
|
R1 |
4,173.00 |
4,173.00 |
4,076.00 |
4,140.50 |
PP |
4,108.00 |
4,108.00 |
4,108.00 |
4,091.50 |
S1 |
3,994.25 |
3,994.25 |
4,043.00 |
3,961.75 |
S2 |
3,929.25 |
3,929.25 |
4,026.75 |
|
S3 |
3,750.50 |
3,815.50 |
4,010.25 |
|
S4 |
3,571.75 |
3,636.75 |
3,961.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,217.25 |
4,006.75 |
210.50 |
5.2% |
76.50 |
1.9% |
12% |
False |
True |
1,752,865 |
10 |
4,327.50 |
4,006.75 |
320.75 |
8.0% |
68.75 |
1.7% |
8% |
False |
True |
1,655,804 |
20 |
4,327.50 |
4,006.75 |
320.75 |
8.0% |
66.25 |
1.6% |
8% |
False |
True |
1,588,718 |
40 |
4,327.50 |
3,723.75 |
603.75 |
15.0% |
72.25 |
1.8% |
51% |
False |
False |
1,647,309 |
60 |
4,327.50 |
3,639.00 |
688.50 |
17.1% |
82.00 |
2.0% |
57% |
False |
False |
1,613,667 |
80 |
4,327.50 |
3,639.00 |
688.50 |
17.1% |
89.50 |
2.2% |
57% |
False |
False |
1,212,356 |
100 |
4,531.75 |
3,639.00 |
892.75 |
22.1% |
91.25 |
2.3% |
44% |
False |
False |
970,414 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.7% |
89.75 |
2.2% |
39% |
False |
False |
808,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,307.25 |
2.618 |
4,214.00 |
1.618 |
4,156.75 |
1.000 |
4,121.25 |
0.618 |
4,099.50 |
HIGH |
4,064.00 |
0.618 |
4,042.25 |
0.500 |
4,035.50 |
0.382 |
4,028.50 |
LOW |
4,006.75 |
0.618 |
3,971.25 |
1.000 |
3,949.50 |
1.618 |
3,914.00 |
2.618 |
3,856.75 |
4.250 |
3,763.50 |
|
|
Fisher Pivots for day following 29-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,035.50 |
4,112.00 |
PP |
4,034.00 |
4,085.00 |
S1 |
4,032.50 |
4,058.25 |
|