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 |
12,939.0 |
12,764.0 |
-175.0 |
-1.4% |
13,492.0 |
High |
13,050.0 |
12,785.0 |
-265.0 |
-2.0% |
13,529.0 |
Low |
12,794.0 |
12,598.0 |
-196.0 |
-1.5% |
12,846.0 |
Close |
12,847.0 |
12,619.0 |
-228.0 |
-1.8% |
12,965.0 |
Range |
256.0 |
187.0 |
-69.0 |
-27.0% |
683.0 |
ATR |
250.9 |
250.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
75,980 |
77,887 |
1,907 |
2.5% |
309,543 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,228.3 |
13,110.7 |
12,721.9 |
|
R3 |
13,041.3 |
12,923.7 |
12,670.4 |
|
R2 |
12,854.3 |
12,854.3 |
12,653.3 |
|
R1 |
12,736.7 |
12,736.7 |
12,636.1 |
12,702.0 |
PP |
12,667.3 |
12,667.3 |
12,667.3 |
12,650.0 |
S1 |
12,549.7 |
12,549.7 |
12,601.9 |
12,515.0 |
S2 |
12,480.3 |
12,480.3 |
12,584.7 |
|
S3 |
12,293.3 |
12,362.7 |
12,567.6 |
|
S4 |
12,106.3 |
12,175.7 |
12,516.2 |
|
|
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 |
12,598.0 |
776.0 |
6.1% |
298.4 |
2.4% |
3% |
False |
True |
76,253 |
10 |
13,687.0 |
12,598.0 |
1,089.0 |
8.6% |
254.8 |
2.0% |
2% |
False |
True |
67,587 |
20 |
13,970.0 |
12,598.0 |
1,372.0 |
10.9% |
225.9 |
1.8% |
2% |
False |
True |
58,267 |
40 |
13,970.0 |
12,418.0 |
1,552.0 |
12.3% |
241.2 |
1.9% |
13% |
False |
False |
58,926 |
60 |
14,390.0 |
12,367.0 |
2,023.0 |
16.0% |
269.0 |
2.1% |
12% |
False |
False |
57,973 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
18.3% |
252.6 |
2.0% |
11% |
False |
False |
43,543 |
100 |
14,670.0 |
12,367.0 |
2,303.0 |
18.3% |
241.0 |
1.9% |
11% |
False |
False |
34,839 |
120 |
14,921.0 |
12,367.0 |
2,554.0 |
20.2% |
238.0 |
1.9% |
10% |
False |
False |
29,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,579.8 |
2.618 |
13,274.6 |
1.618 |
13,087.6 |
1.000 |
12,972.0 |
0.618 |
12,900.6 |
HIGH |
12,785.0 |
0.618 |
12,713.6 |
0.500 |
12,691.5 |
0.382 |
12,669.4 |
LOW |
12,598.0 |
0.618 |
12,482.4 |
1.000 |
12,411.0 |
1.618 |
12,295.4 |
2.618 |
12,108.4 |
4.250 |
11,803.3 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,691.5 |
12,876.5 |
PP |
12,667.3 |
12,790.7 |
S1 |
12,643.2 |
12,704.8 |
|