| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
4,035.75 |
3,987.25 |
-48.50 |
-1.2% |
4,221.00 |
| High |
4,072.75 |
4,018.25 |
-54.50 |
-1.3% |
4,221.50 |
| Low |
3,964.50 |
3,953.00 |
-11.50 |
-0.3% |
4,042.75 |
| Close |
3,987.50 |
3,956.50 |
-31.00 |
-0.8% |
4,059.50 |
| Range |
108.25 |
65.25 |
-43.00 |
-39.7% |
178.75 |
| ATR |
75.69 |
74.95 |
-0.75 |
-1.0% |
0.00 |
| Volume |
2,555,455 |
2,366,488 |
-188,967 |
-7.4% |
8,525,082 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,171.75 |
4,129.25 |
3,992.50 |
|
| R3 |
4,106.50 |
4,064.00 |
3,974.50 |
|
| R2 |
4,041.25 |
4,041.25 |
3,968.50 |
|
| R1 |
3,998.75 |
3,998.75 |
3,962.50 |
3,987.50 |
| PP |
3,976.00 |
3,976.00 |
3,976.00 |
3,970.25 |
| S1 |
3,933.50 |
3,933.50 |
3,950.50 |
3,922.00 |
| S2 |
3,910.75 |
3,910.75 |
3,944.50 |
|
| S3 |
3,845.50 |
3,868.25 |
3,938.50 |
|
| S4 |
3,780.25 |
3,803.00 |
3,920.50 |
|
|
| 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 |
3,953.00 |
264.25 |
6.7% |
93.00 |
2.4% |
1% |
False |
True |
2,152,396 |
| 10 |
4,295.50 |
3,953.00 |
342.50 |
8.7% |
75.00 |
1.9% |
1% |
False |
True |
1,847,794 |
| 20 |
4,327.50 |
3,953.00 |
374.50 |
9.5% |
67.50 |
1.7% |
1% |
False |
True |
1,655,373 |
| 40 |
4,327.50 |
3,723.75 |
603.75 |
15.3% |
72.00 |
1.8% |
39% |
False |
False |
1,677,462 |
| 60 |
4,327.50 |
3,639.00 |
688.50 |
17.4% |
82.25 |
2.1% |
46% |
False |
False |
1,695,029 |
| 80 |
4,327.50 |
3,639.00 |
688.50 |
17.4% |
88.00 |
2.2% |
46% |
False |
False |
1,273,771 |
| 100 |
4,523.00 |
3,639.00 |
884.00 |
22.3% |
91.50 |
2.3% |
36% |
False |
False |
1,019,590 |
| 120 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
89.50 |
2.3% |
32% |
False |
False |
849,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,295.50 |
|
2.618 |
4,189.00 |
|
1.618 |
4,123.75 |
|
1.000 |
4,083.50 |
|
0.618 |
4,058.50 |
|
HIGH |
4,018.25 |
|
0.618 |
3,993.25 |
|
0.500 |
3,985.50 |
|
0.382 |
3,978.00 |
|
LOW |
3,953.00 |
|
0.618 |
3,912.75 |
|
1.000 |
3,887.75 |
|
1.618 |
3,847.50 |
|
2.618 |
3,782.25 |
|
4.250 |
3,675.75 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,985.50 |
4,013.00 |
| PP |
3,976.00 |
3,994.00 |
| S1 |
3,966.25 |
3,975.25 |
|