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 |
12,764.0 |
12,771.0 |
7.0 |
0.1% |
12,793.0 |
High |
12,785.0 |
13,055.0 |
270.0 |
2.1% |
13,155.0 |
Low |
12,598.0 |
12,632.0 |
34.0 |
0.3% |
12,598.0 |
Close |
12,619.0 |
13,042.0 |
423.0 |
3.4% |
13,042.0 |
Range |
187.0 |
423.0 |
236.0 |
126.2% |
557.0 |
ATR |
250.8 |
264.0 |
13.2 |
5.3% |
0.0 |
Volume |
77,887 |
103,415 |
25,528 |
32.8% |
403,579 |
|
Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,178.7 |
14,033.3 |
13,274.7 |
|
R3 |
13,755.7 |
13,610.3 |
13,158.3 |
|
R2 |
13,332.7 |
13,332.7 |
13,119.6 |
|
R1 |
13,187.3 |
13,187.3 |
13,080.8 |
13,260.0 |
PP |
12,909.7 |
12,909.7 |
12,909.7 |
12,946.0 |
S1 |
12,764.3 |
12,764.3 |
13,003.2 |
12,837.0 |
S2 |
12,486.7 |
12,486.7 |
12,964.5 |
|
S3 |
12,063.7 |
12,341.3 |
12,925.7 |
|
S4 |
11,640.7 |
11,918.3 |
12,809.4 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,602.7 |
14,379.3 |
13,348.4 |
|
R3 |
14,045.7 |
13,822.3 |
13,195.2 |
|
R2 |
13,488.7 |
13,488.7 |
13,144.1 |
|
R1 |
13,265.3 |
13,265.3 |
13,093.1 |
13,377.0 |
PP |
12,931.7 |
12,931.7 |
12,931.7 |
12,987.5 |
S1 |
12,708.3 |
12,708.3 |
12,990.9 |
12,820.0 |
S2 |
12,374.7 |
12,374.7 |
12,939.9 |
|
S3 |
11,817.7 |
12,151.3 |
12,888.8 |
|
S4 |
11,260.7 |
11,594.3 |
12,735.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,155.0 |
12,598.0 |
557.0 |
4.3% |
277.4 |
2.1% |
80% |
False |
False |
80,715 |
10 |
13,529.0 |
12,598.0 |
931.0 |
7.1% |
278.9 |
2.1% |
48% |
False |
False |
71,312 |
20 |
13,970.0 |
12,598.0 |
1,372.0 |
10.5% |
240.2 |
1.8% |
32% |
False |
False |
61,224 |
40 |
13,970.0 |
12,418.0 |
1,552.0 |
11.9% |
245.4 |
1.9% |
40% |
False |
False |
59,758 |
60 |
14,098.0 |
12,367.0 |
1,731.0 |
13.3% |
270.5 |
2.1% |
39% |
False |
False |
59,584 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
17.7% |
255.3 |
2.0% |
29% |
False |
False |
44,835 |
100 |
14,670.0 |
12,367.0 |
2,303.0 |
17.7% |
244.0 |
1.9% |
29% |
False |
False |
35,873 |
120 |
14,921.0 |
12,367.0 |
2,554.0 |
19.6% |
239.2 |
1.8% |
26% |
False |
False |
29,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,852.8 |
2.618 |
14,162.4 |
1.618 |
13,739.4 |
1.000 |
13,478.0 |
0.618 |
13,316.4 |
HIGH |
13,055.0 |
0.618 |
12,893.4 |
0.500 |
12,843.5 |
0.382 |
12,793.6 |
LOW |
12,632.0 |
0.618 |
12,370.6 |
1.000 |
12,209.0 |
1.618 |
11,947.6 |
2.618 |
11,524.6 |
4.250 |
10,834.3 |
|
|
Fisher Pivots for day following 02-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,975.8 |
12,970.2 |
PP |
12,909.7 |
12,898.3 |
S1 |
12,843.5 |
12,826.5 |
|