| Trading Metrics calculated at close of trading on 31-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2022 |
31-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
3,577.0 |
3,549.0 |
-28.0 |
-0.8% |
3,709.0 |
| High |
3,618.0 |
3,578.0 |
-40.0 |
-1.1% |
3,709.0 |
| Low |
3,532.0 |
3,492.0 |
-40.0 |
-1.1% |
3,565.0 |
| Close |
3,547.0 |
3,512.0 |
-35.0 |
-1.0% |
3,590.0 |
| Range |
86.0 |
86.0 |
0.0 |
0.0% |
144.0 |
| ATR |
60.0 |
61.9 |
1.9 |
3.1% |
0.0 |
| Volume |
12,524 |
18,398 |
5,874 |
46.9% |
134,873 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,785.3 |
3,734.7 |
3,559.3 |
|
| R3 |
3,699.3 |
3,648.7 |
3,535.7 |
|
| R2 |
3,613.3 |
3,613.3 |
3,527.8 |
|
| R1 |
3,562.7 |
3,562.7 |
3,519.9 |
3,545.0 |
| PP |
3,527.3 |
3,527.3 |
3,527.3 |
3,518.5 |
| S1 |
3,476.7 |
3,476.7 |
3,504.1 |
3,459.0 |
| S2 |
3,441.3 |
3,441.3 |
3,496.2 |
|
| S3 |
3,355.3 |
3,390.7 |
3,488.4 |
|
| S4 |
3,269.3 |
3,304.7 |
3,464.7 |
|
|
| 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 |
3,492.0 |
200.0 |
5.7% |
77.8 |
2.2% |
10% |
False |
True |
16,515 |
| 10 |
3,770.0 |
3,492.0 |
278.0 |
7.9% |
62.5 |
1.8% |
7% |
False |
True |
19,396 |
| 20 |
3,810.0 |
3,492.0 |
318.0 |
9.1% |
52.9 |
1.5% |
6% |
False |
True |
12,055 |
| 40 |
3,810.0 |
3,360.0 |
450.0 |
12.8% |
51.1 |
1.5% |
34% |
False |
False |
8,711 |
| 60 |
3,810.0 |
3,334.0 |
476.0 |
13.6% |
51.6 |
1.5% |
37% |
False |
False |
7,545 |
| 80 |
3,815.0 |
3,334.0 |
481.0 |
13.7% |
42.6 |
1.2% |
37% |
False |
False |
6,126 |
| 100 |
3,833.0 |
3,334.0 |
499.0 |
14.2% |
36.0 |
1.0% |
36% |
False |
False |
5,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,943.5 |
|
2.618 |
3,803.1 |
|
1.618 |
3,717.1 |
|
1.000 |
3,664.0 |
|
0.618 |
3,631.1 |
|
HIGH |
3,578.0 |
|
0.618 |
3,545.1 |
|
0.500 |
3,535.0 |
|
0.382 |
3,524.9 |
|
LOW |
3,492.0 |
|
0.618 |
3,438.9 |
|
1.000 |
3,406.0 |
|
1.618 |
3,352.9 |
|
2.618 |
3,266.9 |
|
4.250 |
3,126.5 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,535.0 |
3,555.0 |
| PP |
3,527.3 |
3,540.7 |
| S1 |
3,519.7 |
3,526.3 |
|