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 |
4,024.00 |
4,035.75 |
11.75 |
0.3% |
4,221.00 |
High |
4,064.00 |
4,072.75 |
8.75 |
0.2% |
4,221.50 |
Low |
4,006.75 |
3,964.50 |
-42.25 |
-1.1% |
4,042.75 |
Close |
4,031.25 |
3,987.50 |
-43.75 |
-1.1% |
4,059.50 |
Range |
57.25 |
108.25 |
51.00 |
89.1% |
178.75 |
ATR |
73.19 |
75.69 |
2.50 |
3.4% |
0.00 |
Volume |
1,963,446 |
2,555,455 |
592,009 |
30.2% |
8,525,082 |
|
Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,333.00 |
4,268.50 |
4,047.00 |
|
R3 |
4,224.75 |
4,160.25 |
4,017.25 |
|
R2 |
4,116.50 |
4,116.50 |
4,007.25 |
|
R1 |
4,052.00 |
4,052.00 |
3,997.50 |
4,030.00 |
PP |
4,008.25 |
4,008.25 |
4,008.25 |
3,997.25 |
S1 |
3,943.75 |
3,943.75 |
3,977.50 |
3,922.00 |
S2 |
3,900.00 |
3,900.00 |
3,967.75 |
|
S3 |
3,791.75 |
3,835.50 |
3,957.75 |
|
S4 |
3,683.50 |
3,727.25 |
3,928.00 |
|
|
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 |
3,964.50 |
252.75 |
6.3% |
89.50 |
2.2% |
9% |
False |
True |
1,948,821 |
10 |
4,315.00 |
3,964.50 |
350.50 |
8.8% |
74.50 |
1.9% |
7% |
False |
True |
1,775,025 |
20 |
4,327.50 |
3,964.50 |
363.00 |
9.1% |
68.50 |
1.7% |
6% |
False |
True |
1,621,879 |
40 |
4,327.50 |
3,723.75 |
603.75 |
15.1% |
72.00 |
1.8% |
44% |
False |
False |
1,660,408 |
60 |
4,327.50 |
3,639.00 |
688.50 |
17.3% |
82.25 |
2.1% |
51% |
False |
False |
1,655,958 |
80 |
4,327.50 |
3,639.00 |
688.50 |
17.3% |
88.50 |
2.2% |
51% |
False |
False |
1,244,254 |
100 |
4,523.00 |
3,639.00 |
884.00 |
22.2% |
91.50 |
2.3% |
39% |
False |
False |
995,945 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.0% |
89.50 |
2.2% |
35% |
False |
False |
830,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,532.75 |
2.618 |
4,356.25 |
1.618 |
4,248.00 |
1.000 |
4,181.00 |
0.618 |
4,139.75 |
HIGH |
4,072.75 |
0.618 |
4,031.50 |
0.500 |
4,018.50 |
0.382 |
4,005.75 |
LOW |
3,964.50 |
0.618 |
3,897.50 |
1.000 |
3,856.25 |
1.618 |
3,789.25 |
2.618 |
3,681.00 |
4.250 |
3,504.50 |
|
|
Fisher Pivots for day following 30-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,018.50 |
4,091.00 |
PP |
4,008.25 |
4,056.50 |
S1 |
3,998.00 |
4,022.00 |
|