| 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 |
12,793.0 |
12,912.0 |
119.0 |
0.9% |
13,492.0 |
| High |
12,944.0 |
13,155.0 |
211.0 |
1.6% |
13,529.0 |
| Low |
12,701.0 |
12,877.0 |
176.0 |
1.4% |
12,846.0 |
| Close |
12,884.0 |
12,941.0 |
57.0 |
0.4% |
12,965.0 |
| Range |
243.0 |
278.0 |
35.0 |
14.4% |
683.0 |
| ATR |
248.4 |
250.5 |
2.1 |
0.9% |
0.0 |
| Volume |
65,898 |
80,399 |
14,501 |
22.0% |
309,543 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,825.0 |
13,661.0 |
13,093.9 |
|
| R3 |
13,547.0 |
13,383.0 |
13,017.5 |
|
| R2 |
13,269.0 |
13,269.0 |
12,992.0 |
|
| R1 |
13,105.0 |
13,105.0 |
12,966.5 |
13,187.0 |
| PP |
12,991.0 |
12,991.0 |
12,991.0 |
13,032.0 |
| S1 |
12,827.0 |
12,827.0 |
12,915.5 |
12,909.0 |
| S2 |
12,713.0 |
12,713.0 |
12,890.0 |
|
| S3 |
12,435.0 |
12,549.0 |
12,864.6 |
|
| S4 |
12,157.0 |
12,271.0 |
12,788.1 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,162.3 |
14,746.7 |
13,340.7 |
|
| R3 |
14,479.3 |
14,063.7 |
13,152.8 |
|
| R2 |
13,796.3 |
13,796.3 |
13,090.2 |
|
| R1 |
13,380.7 |
13,380.7 |
13,027.6 |
13,247.0 |
| PP |
13,113.3 |
13,113.3 |
13,113.3 |
13,046.5 |
| S1 |
12,697.7 |
12,697.7 |
12,902.4 |
12,564.0 |
| S2 |
12,430.3 |
12,430.3 |
12,839.8 |
|
| S3 |
11,747.3 |
12,014.7 |
12,777.2 |
|
| S4 |
11,064.3 |
11,331.7 |
12,589.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,374.0 |
12,701.0 |
673.0 |
5.2% |
278.4 |
2.2% |
36% |
False |
False |
65,155 |
| 10 |
13,961.0 |
12,701.0 |
1,260.0 |
9.7% |
263.9 |
2.0% |
19% |
False |
False |
64,033 |
| 20 |
13,970.0 |
12,701.0 |
1,269.0 |
9.8% |
226.2 |
1.7% |
19% |
False |
False |
55,454 |
| 40 |
13,970.0 |
12,418.0 |
1,552.0 |
12.0% |
242.7 |
1.9% |
34% |
False |
False |
58,363 |
| 60 |
14,600.0 |
12,367.0 |
2,233.0 |
17.3% |
268.3 |
2.1% |
26% |
False |
False |
55,474 |
| 80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.8% |
254.4 |
2.0% |
25% |
False |
False |
41,620 |
| 100 |
14,670.0 |
12,367.0 |
2,303.0 |
17.8% |
239.4 |
1.9% |
25% |
False |
False |
33,300 |
| 120 |
14,921.0 |
12,367.0 |
2,554.0 |
19.7% |
243.1 |
1.9% |
22% |
False |
False |
27,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,336.5 |
|
2.618 |
13,882.8 |
|
1.618 |
13,604.8 |
|
1.000 |
13,433.0 |
|
0.618 |
13,326.8 |
|
HIGH |
13,155.0 |
|
0.618 |
13,048.8 |
|
0.500 |
13,016.0 |
|
0.382 |
12,983.2 |
|
LOW |
12,877.0 |
|
0.618 |
12,705.2 |
|
1.000 |
12,599.0 |
|
1.618 |
12,427.2 |
|
2.618 |
12,149.2 |
|
4.250 |
11,695.5 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,016.0 |
13,037.5 |
| PP |
12,991.0 |
13,005.3 |
| S1 |
12,966.0 |
12,973.2 |
|