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 |
1,735.5 |
1,723.0 |
-12.5 |
-0.7% |
1,760.6 |
High |
1,738.0 |
1,723.0 |
-15.0 |
-0.9% |
1,778.8 |
Low |
1,720.6 |
1,699.1 |
-21.5 |
-1.2% |
1,740.2 |
Close |
1,726.2 |
1,709.3 |
-16.9 |
-1.0% |
1,749.8 |
Range |
17.4 |
23.9 |
6.5 |
37.4% |
38.6 |
ATR |
21.8 |
22.2 |
0.4 |
1.7% |
0.0 |
Volume |
176,731 |
198,618 |
21,887 |
12.4% |
695,236 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,782.2 |
1,769.6 |
1,722.4 |
|
R3 |
1,758.3 |
1,745.7 |
1,715.9 |
|
R2 |
1,734.4 |
1,734.4 |
1,713.7 |
|
R1 |
1,721.8 |
1,721.8 |
1,711.5 |
1,716.2 |
PP |
1,710.5 |
1,710.5 |
1,710.5 |
1,707.6 |
S1 |
1,697.9 |
1,697.9 |
1,707.1 |
1,692.3 |
S2 |
1,686.6 |
1,686.6 |
1,704.9 |
|
S3 |
1,662.7 |
1,674.0 |
1,702.7 |
|
S4 |
1,638.8 |
1,650.1 |
1,696.2 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.1 |
1,849.5 |
1,771.0 |
|
R3 |
1,833.5 |
1,810.9 |
1,760.4 |
|
R2 |
1,794.9 |
1,794.9 |
1,756.9 |
|
R1 |
1,772.3 |
1,772.3 |
1,753.3 |
1,764.3 |
PP |
1,756.3 |
1,756.3 |
1,756.3 |
1,752.3 |
S1 |
1,733.7 |
1,733.7 |
1,746.3 |
1,725.7 |
S2 |
1,717.7 |
1,717.7 |
1,742.7 |
|
S3 |
1,679.1 |
1,695.1 |
1,739.2 |
|
S4 |
1,640.5 |
1,656.5 |
1,728.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,772.3 |
1,699.1 |
73.2 |
4.3% |
22.8 |
1.3% |
14% |
False |
True |
167,827 |
10 |
1,778.8 |
1,699.1 |
79.7 |
4.7% |
20.5 |
1.2% |
13% |
False |
True |
149,616 |
20 |
1,824.6 |
1,699.1 |
125.5 |
7.3% |
20.7 |
1.2% |
8% |
False |
True |
138,904 |
40 |
1,824.6 |
1,696.1 |
128.5 |
7.5% |
22.5 |
1.3% |
10% |
False |
False |
116,755 |
60 |
1,900.8 |
1,696.1 |
204.7 |
12.0% |
24.5 |
1.4% |
6% |
False |
False |
83,177 |
80 |
1,900.8 |
1,696.1 |
204.7 |
12.0% |
24.5 |
1.4% |
6% |
False |
False |
63,201 |
100 |
2,024.3 |
1,696.1 |
328.2 |
19.2% |
25.2 |
1.5% |
4% |
False |
False |
50,983 |
120 |
2,024.3 |
1,696.1 |
328.2 |
19.2% |
25.6 |
1.5% |
4% |
False |
False |
42,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,824.6 |
2.618 |
1,785.6 |
1.618 |
1,761.7 |
1.000 |
1,746.9 |
0.618 |
1,737.8 |
HIGH |
1,723.0 |
0.618 |
1,713.9 |
0.500 |
1,711.1 |
0.382 |
1,708.2 |
LOW |
1,699.1 |
0.618 |
1,684.3 |
1.000 |
1,675.2 |
1.618 |
1,660.4 |
2.618 |
1,636.5 |
4.250 |
1,597.5 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
1,711.1 |
1,726.0 |
PP |
1,710.5 |
1,720.4 |
S1 |
1,709.9 |
1,714.9 |
|