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 |
3,958.00 |
3,967.50 |
9.50 |
0.2% |
4,024.00 |
High |
3,971.25 |
4,019.25 |
48.00 |
1.2% |
4,072.75 |
Low |
3,903.50 |
3,906.00 |
2.50 |
0.1% |
3,903.50 |
Close |
3,968.75 |
3,924.50 |
-44.25 |
-1.1% |
3,924.50 |
Range |
67.75 |
113.25 |
45.50 |
67.2% |
169.25 |
ATR |
74.43 |
77.21 |
2.77 |
3.7% |
0.00 |
Volume |
2,212,034 |
2,510,355 |
298,321 |
13.5% |
11,607,778 |
|
Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,289.75 |
4,220.25 |
3,986.75 |
|
R3 |
4,176.50 |
4,107.00 |
3,955.75 |
|
R2 |
4,063.25 |
4,063.25 |
3,945.25 |
|
R1 |
3,993.75 |
3,993.75 |
3,935.00 |
3,972.00 |
PP |
3,950.00 |
3,950.00 |
3,950.00 |
3,939.00 |
S1 |
3,880.50 |
3,880.50 |
3,914.00 |
3,858.50 |
S2 |
3,836.75 |
3,836.75 |
3,903.75 |
|
S3 |
3,723.50 |
3,767.25 |
3,893.25 |
|
S4 |
3,610.25 |
3,654.00 |
3,862.25 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,474.75 |
4,368.75 |
4,017.50 |
|
R3 |
4,305.50 |
4,199.50 |
3,971.00 |
|
R2 |
4,136.25 |
4,136.25 |
3,955.50 |
|
R1 |
4,030.25 |
4,030.25 |
3,940.00 |
3,998.50 |
PP |
3,967.00 |
3,967.00 |
3,967.00 |
3,951.00 |
S1 |
3,861.00 |
3,861.00 |
3,909.00 |
3,829.50 |
S2 |
3,797.75 |
3,797.75 |
3,893.50 |
|
S3 |
3,628.50 |
3,691.75 |
3,878.00 |
|
S4 |
3,459.25 |
3,522.50 |
3,831.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,072.75 |
3,903.50 |
169.25 |
4.3% |
82.25 |
2.1% |
12% |
False |
False |
2,321,555 |
10 |
4,221.50 |
3,903.50 |
318.00 |
8.1% |
82.75 |
2.1% |
7% |
False |
False |
2,013,286 |
20 |
4,327.50 |
3,903.50 |
424.00 |
10.8% |
71.50 |
1.8% |
5% |
False |
False |
1,743,119 |
40 |
4,327.50 |
3,723.75 |
603.75 |
15.4% |
73.25 |
1.9% |
33% |
False |
False |
1,725,523 |
60 |
4,327.50 |
3,639.00 |
688.50 |
17.5% |
83.00 |
2.1% |
41% |
False |
False |
1,770,951 |
80 |
4,327.50 |
3,639.00 |
688.50 |
17.5% |
87.25 |
2.2% |
41% |
False |
False |
1,332,683 |
100 |
4,513.25 |
3,639.00 |
874.25 |
22.3% |
91.75 |
2.3% |
33% |
False |
False |
1,066,769 |
120 |
4,634.00 |
3,639.00 |
995.00 |
25.4% |
89.00 |
2.3% |
29% |
False |
False |
889,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,500.50 |
2.618 |
4,315.75 |
1.618 |
4,202.50 |
1.000 |
4,132.50 |
0.618 |
4,089.25 |
HIGH |
4,019.25 |
0.618 |
3,976.00 |
0.500 |
3,962.50 |
0.382 |
3,949.25 |
LOW |
3,906.00 |
0.618 |
3,836.00 |
1.000 |
3,792.75 |
1.618 |
3,722.75 |
2.618 |
3,609.50 |
4.250 |
3,424.75 |
|
|
Fisher Pivots for day following 02-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,962.50 |
3,961.50 |
PP |
3,950.00 |
3,949.00 |
S1 |
3,937.25 |
3,936.75 |
|