| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
3,552.0 |
3,577.0 |
25.0 |
0.7% |
3,709.0 |
| High |
3,574.0 |
3,618.0 |
44.0 |
1.2% |
3,709.0 |
| Low |
3,526.0 |
3,532.0 |
6.0 |
0.2% |
3,565.0 |
| Close |
3,559.0 |
3,547.0 |
-12.0 |
-0.3% |
3,590.0 |
| Range |
48.0 |
86.0 |
38.0 |
79.2% |
144.0 |
| ATR |
58.0 |
60.0 |
2.0 |
3.4% |
0.0 |
| Volume |
2,174 |
12,524 |
10,350 |
476.1% |
134,873 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,823.7 |
3,771.3 |
3,594.3 |
|
| R3 |
3,737.7 |
3,685.3 |
3,570.7 |
|
| R2 |
3,651.7 |
3,651.7 |
3,562.8 |
|
| R1 |
3,599.3 |
3,599.3 |
3,554.9 |
3,582.5 |
| PP |
3,565.7 |
3,565.7 |
3,565.7 |
3,557.3 |
| S1 |
3,513.3 |
3,513.3 |
3,539.1 |
3,496.5 |
| S2 |
3,479.7 |
3,479.7 |
3,531.2 |
|
| S3 |
3,393.7 |
3,427.3 |
3,523.4 |
|
| S4 |
3,307.7 |
3,341.3 |
3,499.7 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,053.3 |
3,965.7 |
3,669.2 |
|
| R3 |
3,909.3 |
3,821.7 |
3,629.6 |
|
| R2 |
3,765.3 |
3,765.3 |
3,616.4 |
|
| R1 |
3,677.7 |
3,677.7 |
3,603.2 |
3,649.5 |
| PP |
3,621.3 |
3,621.3 |
3,621.3 |
3,607.3 |
| S1 |
3,533.7 |
3,533.7 |
3,576.8 |
3,505.5 |
| S2 |
3,477.3 |
3,477.3 |
3,563.6 |
|
| S3 |
3,333.3 |
3,389.7 |
3,550.4 |
|
| S4 |
3,189.3 |
3,245.7 |
3,510.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,692.0 |
3,526.0 |
166.0 |
4.7% |
69.0 |
1.9% |
13% |
False |
False |
24,079 |
| 10 |
3,810.0 |
3,526.0 |
284.0 |
8.0% |
60.8 |
1.7% |
7% |
False |
False |
17,982 |
| 20 |
3,810.0 |
3,526.0 |
284.0 |
8.0% |
50.6 |
1.4% |
7% |
False |
False |
11,163 |
| 40 |
3,810.0 |
3,360.0 |
450.0 |
12.7% |
50.0 |
1.4% |
42% |
False |
False |
8,333 |
| 60 |
3,810.0 |
3,334.0 |
476.0 |
13.4% |
50.5 |
1.4% |
45% |
False |
False |
7,241 |
| 80 |
3,815.0 |
3,334.0 |
481.0 |
13.6% |
41.5 |
1.2% |
44% |
False |
False |
5,896 |
| 100 |
3,833.0 |
3,334.0 |
499.0 |
14.1% |
35.1 |
1.0% |
43% |
False |
False |
5,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,983.5 |
|
2.618 |
3,843.1 |
|
1.618 |
3,757.1 |
|
1.000 |
3,704.0 |
|
0.618 |
3,671.1 |
|
HIGH |
3,618.0 |
|
0.618 |
3,585.1 |
|
0.500 |
3,575.0 |
|
0.382 |
3,564.9 |
|
LOW |
3,532.0 |
|
0.618 |
3,478.9 |
|
1.000 |
3,446.0 |
|
1.618 |
3,392.9 |
|
2.618 |
3,306.9 |
|
4.250 |
3,166.5 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,575.0 |
3,609.0 |
| PP |
3,565.7 |
3,588.3 |
| S1 |
3,556.3 |
3,567.7 |
|