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 |
19,745 |
20,130 |
385 |
1.9% |
21,455 |
High |
20,400 |
20,145 |
-255 |
-1.3% |
21,840 |
Low |
19,585 |
19,310 |
-275 |
-1.4% |
20,310 |
Close |
20,065 |
19,695 |
-370 |
-1.8% |
20,420 |
Range |
815 |
835 |
20 |
2.5% |
1,530 |
ATR |
1,139 |
1,117 |
-22 |
-1.9% |
0 |
Volume |
7,256 |
7,103 |
-153 |
-2.1% |
37,588 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,222 |
21,793 |
20,154 |
|
R3 |
21,387 |
20,958 |
19,925 |
|
R2 |
20,552 |
20,552 |
19,848 |
|
R1 |
20,123 |
20,123 |
19,772 |
19,920 |
PP |
19,717 |
19,717 |
19,717 |
19,615 |
S1 |
19,288 |
19,288 |
19,618 |
19,085 |
S2 |
18,882 |
18,882 |
19,542 |
|
S3 |
18,047 |
18,453 |
19,465 |
|
S4 |
17,212 |
17,618 |
19,236 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,447 |
24,463 |
21,262 |
|
R3 |
23,917 |
22,933 |
20,841 |
|
R2 |
22,387 |
22,387 |
20,701 |
|
R1 |
21,403 |
21,403 |
20,560 |
21,130 |
PP |
20,857 |
20,857 |
20,857 |
20,720 |
S1 |
19,873 |
19,873 |
20,280 |
19,600 |
S2 |
19,327 |
19,327 |
20,140 |
|
S3 |
17,797 |
18,343 |
19,999 |
|
S4 |
16,267 |
16,813 |
19,579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,820 |
19,310 |
2,510 |
12.7% |
1,083 |
5.5% |
15% |
False |
True |
8,663 |
10 |
23,395 |
19,310 |
4,085 |
20.7% |
1,061 |
5.4% |
9% |
False |
True |
6,907 |
20 |
25,295 |
19,310 |
5,985 |
30.4% |
1,041 |
5.3% |
6% |
False |
True |
3,746 |
40 |
25,295 |
18,930 |
6,365 |
32.3% |
1,136 |
5.8% |
12% |
False |
False |
2,157 |
60 |
31,800 |
18,635 |
13,165 |
66.8% |
1,229 |
6.2% |
8% |
False |
False |
1,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,694 |
2.618 |
22,331 |
1.618 |
21,496 |
1.000 |
20,980 |
0.618 |
20,661 |
HIGH |
20,145 |
0.618 |
19,826 |
0.500 |
19,728 |
0.382 |
19,629 |
LOW |
19,310 |
0.618 |
18,794 |
1.000 |
18,475 |
1.618 |
17,959 |
2.618 |
17,124 |
4.250 |
15,761 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
19,728 |
19,970 |
PP |
19,717 |
19,878 |
S1 |
19,706 |
19,787 |
|