| 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 |
12,361.25 |
12,372.50 |
11.25 |
0.1% |
12,590.00 |
| High |
12,372.00 |
12,534.25 |
162.25 |
1.3% |
12,730.25 |
| Low |
12,091.50 |
12,113.50 |
22.00 |
0.2% |
12,091.50 |
| Close |
12,366.25 |
12,176.00 |
-190.25 |
-1.5% |
12,176.00 |
| Range |
280.50 |
420.75 |
140.25 |
50.0% |
638.75 |
| ATR |
302.96 |
311.37 |
8.41 |
2.8% |
0.00 |
| Volume |
3,075 |
3,327 |
252 |
8.2% |
11,811 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,536.75 |
13,277.25 |
12,407.50 |
|
| R3 |
13,116.00 |
12,856.50 |
12,291.75 |
|
| R2 |
12,695.25 |
12,695.25 |
12,253.25 |
|
| R1 |
12,435.75 |
12,435.75 |
12,214.50 |
12,355.00 |
| PP |
12,274.50 |
12,274.50 |
12,274.50 |
12,234.25 |
| S1 |
12,015.00 |
12,015.00 |
12,137.50 |
11,934.50 |
| S2 |
11,853.75 |
11,853.75 |
12,098.75 |
|
| S3 |
11,433.00 |
11,594.25 |
12,060.25 |
|
| S4 |
11,012.25 |
11,173.50 |
11,944.50 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,248.75 |
13,851.25 |
12,527.25 |
|
| R3 |
13,610.00 |
13,212.50 |
12,351.75 |
|
| R2 |
12,971.25 |
12,971.25 |
12,293.00 |
|
| R1 |
12,573.75 |
12,573.75 |
12,234.50 |
12,453.00 |
| PP |
12,332.50 |
12,332.50 |
12,332.50 |
12,272.25 |
| S1 |
11,935.00 |
11,935.00 |
12,117.50 |
11,814.50 |
| S2 |
11,693.75 |
11,693.75 |
12,059.00 |
|
| S3 |
11,055.00 |
11,296.25 |
12,000.25 |
|
| S4 |
10,416.25 |
10,657.50 |
11,824.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,730.25 |
12,091.50 |
638.75 |
5.2% |
308.00 |
2.5% |
13% |
False |
False |
2,362 |
| 10 |
13,304.00 |
12,091.50 |
1,212.50 |
10.0% |
315.50 |
2.6% |
7% |
False |
False |
1,802 |
| 20 |
13,822.00 |
12,091.50 |
1,730.50 |
14.2% |
291.50 |
2.4% |
5% |
False |
False |
1,309 |
| 40 |
13,822.00 |
11,555.00 |
2,267.00 |
18.6% |
306.50 |
2.5% |
27% |
False |
False |
974 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
22.1% |
329.50 |
2.7% |
39% |
False |
False |
856 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
22.1% |
343.00 |
2.8% |
39% |
False |
False |
652 |
| 100 |
14,381.75 |
11,135.00 |
3,246.75 |
26.7% |
359.00 |
2.9% |
32% |
False |
False |
527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,322.50 |
|
2.618 |
13,635.75 |
|
1.618 |
13,215.00 |
|
1.000 |
12,955.00 |
|
0.618 |
12,794.25 |
|
HIGH |
12,534.25 |
|
0.618 |
12,373.50 |
|
0.500 |
12,324.00 |
|
0.382 |
12,274.25 |
|
LOW |
12,113.50 |
|
0.618 |
11,853.50 |
|
1.000 |
11,692.75 |
|
1.618 |
11,432.75 |
|
2.618 |
11,012.00 |
|
4.250 |
10,325.25 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,324.00 |
12,337.75 |
| PP |
12,274.50 |
12,283.75 |
| S1 |
12,225.25 |
12,230.00 |
|