| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
7,500.0 |
7,401.0 |
-99.0 |
-1.3% |
7,519.0 |
| High |
7,531.0 |
7,487.5 |
-43.5 |
-0.6% |
7,546.5 |
| Low |
7,391.0 |
7,328.5 |
-62.5 |
-0.8% |
7,391.0 |
| Close |
7,428.0 |
7,357.5 |
-70.5 |
-0.9% |
7,428.0 |
| Range |
140.0 |
159.0 |
19.0 |
13.6% |
155.5 |
| ATR |
86.0 |
91.2 |
5.2 |
6.1% |
0.0 |
| Volume |
93,955 |
139,680 |
45,725 |
48.7% |
441,832 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,868.0 |
7,772.0 |
7,445.0 |
|
| R3 |
7,709.0 |
7,613.0 |
7,401.0 |
|
| R2 |
7,550.0 |
7,550.0 |
7,386.5 |
|
| R1 |
7,454.0 |
7,454.0 |
7,372.0 |
7,422.5 |
| PP |
7,391.0 |
7,391.0 |
7,391.0 |
7,375.5 |
| S1 |
7,295.0 |
7,295.0 |
7,343.0 |
7,263.5 |
| S2 |
7,232.0 |
7,232.0 |
7,328.5 |
|
| S3 |
7,073.0 |
7,136.0 |
7,314.0 |
|
| S4 |
6,914.0 |
6,977.0 |
7,270.0 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,921.5 |
7,830.5 |
7,513.5 |
|
| R3 |
7,766.0 |
7,675.0 |
7,471.0 |
|
| R2 |
7,610.5 |
7,610.5 |
7,456.5 |
|
| R1 |
7,519.5 |
7,519.5 |
7,442.5 |
7,487.0 |
| PP |
7,455.0 |
7,455.0 |
7,455.0 |
7,439.0 |
| S1 |
7,364.0 |
7,364.0 |
7,413.5 |
7,332.0 |
| S2 |
7,299.5 |
7,299.5 |
7,399.5 |
|
| S3 |
7,144.0 |
7,208.5 |
7,385.0 |
|
| S4 |
6,988.5 |
7,053.0 |
7,342.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,538.0 |
7,328.5 |
209.5 |
2.8% |
107.0 |
1.5% |
14% |
False |
True |
98,838 |
| 10 |
7,575.0 |
7,328.5 |
246.5 |
3.4% |
85.0 |
1.2% |
12% |
False |
True |
92,310 |
| 20 |
7,575.0 |
7,319.0 |
256.0 |
3.5% |
76.5 |
1.0% |
15% |
False |
False |
85,736 |
| 40 |
7,575.0 |
6,953.5 |
621.5 |
8.4% |
95.5 |
1.3% |
65% |
False |
False |
91,133 |
| 60 |
7,575.0 |
6,910.5 |
664.5 |
9.0% |
109.5 |
1.5% |
67% |
False |
False |
98,250 |
| 80 |
7,590.0 |
6,910.5 |
679.5 |
9.2% |
102.0 |
1.4% |
66% |
False |
False |
73,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,163.0 |
|
2.618 |
7,904.0 |
|
1.618 |
7,745.0 |
|
1.000 |
7,646.5 |
|
0.618 |
7,586.0 |
|
HIGH |
7,487.5 |
|
0.618 |
7,427.0 |
|
0.500 |
7,408.0 |
|
0.382 |
7,389.0 |
|
LOW |
7,328.5 |
|
0.618 |
7,230.0 |
|
1.000 |
7,169.5 |
|
1.618 |
7,071.0 |
|
2.618 |
6,912.0 |
|
4.250 |
6,653.0 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
7,408.0 |
7,433.0 |
| PP |
7,391.0 |
7,408.0 |
| S1 |
7,374.5 |
7,382.5 |
|