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 |
3,987.25 |
3,958.00 |
-29.25 |
-0.7% |
4,221.00 |
High |
4,018.25 |
3,971.25 |
-47.00 |
-1.2% |
4,221.50 |
Low |
3,953.00 |
3,903.50 |
-49.50 |
-1.3% |
4,042.75 |
Close |
3,956.50 |
3,968.75 |
12.25 |
0.3% |
4,059.50 |
Range |
65.25 |
67.75 |
2.50 |
3.8% |
178.75 |
ATR |
74.95 |
74.43 |
-0.51 |
-0.7% |
0.00 |
Volume |
2,366,488 |
2,212,034 |
-154,454 |
-6.5% |
8,525,082 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,151.00 |
4,127.75 |
4,006.00 |
|
R3 |
4,083.25 |
4,060.00 |
3,987.50 |
|
R2 |
4,015.50 |
4,015.50 |
3,981.25 |
|
R1 |
3,992.25 |
3,992.25 |
3,975.00 |
4,004.00 |
PP |
3,947.75 |
3,947.75 |
3,947.75 |
3,953.75 |
S1 |
3,924.50 |
3,924.50 |
3,962.50 |
3,936.00 |
S2 |
3,880.00 |
3,880.00 |
3,956.25 |
|
S3 |
3,812.25 |
3,856.75 |
3,950.00 |
|
S4 |
3,744.50 |
3,789.00 |
3,931.50 |
|
|
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 |
3,903.50 |
313.75 |
7.9% |
94.50 |
2.4% |
21% |
False |
True |
2,267,708 |
10 |
4,288.00 |
3,903.50 |
384.50 |
9.7% |
78.25 |
2.0% |
17% |
False |
True |
1,932,375 |
20 |
4,327.50 |
3,903.50 |
424.00 |
10.7% |
69.00 |
1.7% |
15% |
False |
True |
1,703,721 |
40 |
4,327.50 |
3,723.75 |
603.75 |
15.2% |
71.75 |
1.8% |
41% |
False |
False |
1,699,902 |
60 |
4,327.50 |
3,639.00 |
688.50 |
17.3% |
82.00 |
2.1% |
48% |
False |
False |
1,730,976 |
80 |
4,327.50 |
3,639.00 |
688.50 |
17.3% |
87.25 |
2.2% |
48% |
False |
False |
1,301,351 |
100 |
4,513.25 |
3,639.00 |
874.25 |
22.0% |
91.50 |
2.3% |
38% |
False |
False |
1,041,683 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.1% |
89.00 |
2.2% |
33% |
False |
False |
868,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,259.25 |
2.618 |
4,148.50 |
1.618 |
4,080.75 |
1.000 |
4,039.00 |
0.618 |
4,013.00 |
HIGH |
3,971.25 |
0.618 |
3,945.25 |
0.500 |
3,937.50 |
0.382 |
3,929.50 |
LOW |
3,903.50 |
0.618 |
3,861.75 |
1.000 |
3,835.75 |
1.618 |
3,794.00 |
2.618 |
3,726.25 |
4.250 |
3,615.50 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,958.25 |
3,988.00 |
PP |
3,947.75 |
3,981.75 |
S1 |
3,937.50 |
3,975.25 |
|