| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
3,483.0 |
3,485.0 |
2.0 |
0.1% |
3,552.0 |
| High |
3,485.0 |
3,540.0 |
55.0 |
1.6% |
3,618.0 |
| Low |
3,439.0 |
3,438.0 |
-1.0 |
0.0% |
3,438.0 |
| Close |
3,441.0 |
3,537.0 |
96.0 |
2.8% |
3,537.0 |
| Range |
46.0 |
102.0 |
56.0 |
121.7% |
180.0 |
| ATR |
62.7 |
65.5 |
2.8 |
4.5% |
0.0 |
| Volume |
29,865 |
6,043 |
-23,822 |
-79.8% |
69,004 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,811.0 |
3,776.0 |
3,593.1 |
|
| R3 |
3,709.0 |
3,674.0 |
3,565.1 |
|
| R2 |
3,607.0 |
3,607.0 |
3,555.7 |
|
| R1 |
3,572.0 |
3,572.0 |
3,546.4 |
3,589.5 |
| PP |
3,505.0 |
3,505.0 |
3,505.0 |
3,513.8 |
| S1 |
3,470.0 |
3,470.0 |
3,527.7 |
3,487.5 |
| S2 |
3,403.0 |
3,403.0 |
3,518.3 |
|
| S3 |
3,301.0 |
3,368.0 |
3,509.0 |
|
| S4 |
3,199.0 |
3,266.0 |
3,480.9 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,071.0 |
3,984.0 |
3,636.0 |
|
| R3 |
3,891.0 |
3,804.0 |
3,586.5 |
|
| R2 |
3,711.0 |
3,711.0 |
3,570.0 |
|
| R1 |
3,624.0 |
3,624.0 |
3,553.5 |
3,577.5 |
| PP |
3,531.0 |
3,531.0 |
3,531.0 |
3,507.8 |
| S1 |
3,444.0 |
3,444.0 |
3,520.5 |
3,397.5 |
| S2 |
3,351.0 |
3,351.0 |
3,504.0 |
|
| S3 |
3,171.0 |
3,264.0 |
3,487.5 |
|
| S4 |
2,991.0 |
3,084.0 |
3,438.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,618.0 |
3,438.0 |
180.0 |
5.1% |
73.6 |
2.1% |
55% |
False |
True |
13,800 |
| 10 |
3,709.0 |
3,438.0 |
271.0 |
7.7% |
70.7 |
2.0% |
37% |
False |
True |
20,387 |
| 20 |
3,810.0 |
3,438.0 |
372.0 |
10.5% |
57.5 |
1.6% |
27% |
False |
True |
13,015 |
| 40 |
3,810.0 |
3,360.0 |
450.0 |
12.7% |
52.6 |
1.5% |
39% |
False |
False |
9,363 |
| 60 |
3,810.0 |
3,334.0 |
476.0 |
13.5% |
51.5 |
1.5% |
43% |
False |
False |
8,129 |
| 80 |
3,815.0 |
3,334.0 |
481.0 |
13.6% |
44.4 |
1.3% |
42% |
False |
False |
6,311 |
| 100 |
3,833.0 |
3,334.0 |
499.0 |
14.1% |
36.7 |
1.0% |
41% |
False |
False |
6,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,973.5 |
|
2.618 |
3,807.0 |
|
1.618 |
3,705.0 |
|
1.000 |
3,642.0 |
|
0.618 |
3,603.0 |
|
HIGH |
3,540.0 |
|
0.618 |
3,501.0 |
|
0.500 |
3,489.0 |
|
0.382 |
3,477.0 |
|
LOW |
3,438.0 |
|
0.618 |
3,375.0 |
|
1.000 |
3,336.0 |
|
1.618 |
3,273.0 |
|
2.618 |
3,171.0 |
|
4.250 |
3,004.5 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,521.0 |
3,527.3 |
| PP |
3,505.0 |
3,517.7 |
| S1 |
3,489.0 |
3,508.0 |
|