| 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 |
12,912.0 |
12,939.0 |
27.0 |
0.2% |
13,492.0 |
| High |
13,155.0 |
13,050.0 |
-105.0 |
-0.8% |
13,529.0 |
| Low |
12,877.0 |
12,794.0 |
-83.0 |
-0.6% |
12,846.0 |
| Close |
12,941.0 |
12,847.0 |
-94.0 |
-0.7% |
12,965.0 |
| Range |
278.0 |
256.0 |
-22.0 |
-7.9% |
683.0 |
| ATR |
250.5 |
250.9 |
0.4 |
0.2% |
0.0 |
| Volume |
80,399 |
75,980 |
-4,419 |
-5.5% |
309,543 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,665.0 |
13,512.0 |
12,987.8 |
|
| R3 |
13,409.0 |
13,256.0 |
12,917.4 |
|
| R2 |
13,153.0 |
13,153.0 |
12,893.9 |
|
| R1 |
13,000.0 |
13,000.0 |
12,870.5 |
12,948.5 |
| PP |
12,897.0 |
12,897.0 |
12,897.0 |
12,871.3 |
| S1 |
12,744.0 |
12,744.0 |
12,823.5 |
12,692.5 |
| S2 |
12,641.0 |
12,641.0 |
12,800.1 |
|
| S3 |
12,385.0 |
12,488.0 |
12,776.6 |
|
| S4 |
12,129.0 |
12,232.0 |
12,706.2 |
|
|
| 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% |
297.0 |
2.3% |
22% |
False |
False |
70,855 |
| 10 |
13,778.0 |
12,701.0 |
1,077.0 |
8.4% |
253.4 |
2.0% |
14% |
False |
False |
65,017 |
| 20 |
13,970.0 |
12,701.0 |
1,269.0 |
9.9% |
225.8 |
1.8% |
12% |
False |
False |
56,954 |
| 40 |
13,970.0 |
12,418.0 |
1,552.0 |
12.1% |
243.2 |
1.9% |
28% |
False |
False |
58,510 |
| 60 |
14,600.0 |
12,367.0 |
2,233.0 |
17.4% |
270.2 |
2.1% |
21% |
False |
False |
56,720 |
| 80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
254.8 |
2.0% |
21% |
False |
False |
42,570 |
| 100 |
14,670.0 |
12,367.0 |
2,303.0 |
17.9% |
239.6 |
1.9% |
21% |
False |
False |
34,060 |
| 120 |
14,921.0 |
12,367.0 |
2,554.0 |
19.9% |
241.6 |
1.9% |
19% |
False |
False |
28,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,138.0 |
|
2.618 |
13,720.2 |
|
1.618 |
13,464.2 |
|
1.000 |
13,306.0 |
|
0.618 |
13,208.2 |
|
HIGH |
13,050.0 |
|
0.618 |
12,952.2 |
|
0.500 |
12,922.0 |
|
0.382 |
12,891.8 |
|
LOW |
12,794.0 |
|
0.618 |
12,635.8 |
|
1.000 |
12,538.0 |
|
1.618 |
12,379.8 |
|
2.618 |
12,123.8 |
|
4.250 |
11,706.0 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,922.0 |
12,928.0 |
| PP |
12,897.0 |
12,901.0 |
| S1 |
12,872.0 |
12,874.0 |
|