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 |
3,549.0 |
3,483.0 |
-66.0 |
-1.9% |
3,709.0 |
High |
3,578.0 |
3,485.0 |
-93.0 |
-2.6% |
3,709.0 |
Low |
3,492.0 |
3,439.0 |
-53.0 |
-1.5% |
3,565.0 |
Close |
3,512.0 |
3,441.0 |
-71.0 |
-2.0% |
3,590.0 |
Range |
86.0 |
46.0 |
-40.0 |
-46.5% |
144.0 |
ATR |
61.9 |
62.7 |
0.8 |
1.3% |
0.0 |
Volume |
18,398 |
29,865 |
11,467 |
62.3% |
134,873 |
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,593.0 |
3,563.0 |
3,466.3 |
|
R3 |
3,547.0 |
3,517.0 |
3,453.7 |
|
R2 |
3,501.0 |
3,501.0 |
3,449.4 |
|
R1 |
3,471.0 |
3,471.0 |
3,445.2 |
3,463.0 |
PP |
3,455.0 |
3,455.0 |
3,455.0 |
3,451.0 |
S1 |
3,425.0 |
3,425.0 |
3,436.8 |
3,417.0 |
S2 |
3,409.0 |
3,409.0 |
3,432.6 |
|
S3 |
3,363.0 |
3,379.0 |
3,428.4 |
|
S4 |
3,317.0 |
3,333.0 |
3,415.7 |
|
|
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 |
3,439.0 |
253.0 |
7.4% |
78.6 |
2.3% |
1% |
False |
True |
18,191 |
10 |
3,753.0 |
3,439.0 |
314.0 |
9.1% |
64.5 |
1.9% |
1% |
False |
True |
21,315 |
20 |
3,810.0 |
3,439.0 |
371.0 |
10.8% |
54.1 |
1.6% |
1% |
False |
True |
12,728 |
40 |
3,810.0 |
3,360.0 |
450.0 |
13.1% |
51.3 |
1.5% |
18% |
False |
False |
9,356 |
60 |
3,810.0 |
3,334.0 |
476.0 |
13.8% |
51.5 |
1.5% |
22% |
False |
False |
8,043 |
80 |
3,815.0 |
3,334.0 |
481.0 |
14.0% |
43.2 |
1.3% |
22% |
False |
False |
6,300 |
100 |
3,833.0 |
3,334.0 |
499.0 |
14.5% |
35.7 |
1.0% |
21% |
False |
False |
6,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,680.5 |
2.618 |
3,605.4 |
1.618 |
3,559.4 |
1.000 |
3,531.0 |
0.618 |
3,513.4 |
HIGH |
3,485.0 |
0.618 |
3,467.4 |
0.500 |
3,462.0 |
0.382 |
3,456.6 |
LOW |
3,439.0 |
0.618 |
3,410.6 |
1.000 |
3,393.0 |
1.618 |
3,364.6 |
2.618 |
3,318.6 |
4.250 |
3,243.5 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,462.0 |
3,528.5 |
PP |
3,455.0 |
3,499.3 |
S1 |
3,448.0 |
3,470.2 |
|