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 |
4,053.00 |
4,002.75 |
-50.25 |
-1.2% |
4,236.00 |
High |
4,089.50 |
4,035.00 |
-54.50 |
-1.3% |
4,239.00 |
Low |
3,981.75 |
3,970.00 |
-11.75 |
-0.3% |
4,060.00 |
Close |
4,004.50 |
3,973.25 |
-31.25 |
-0.8% |
4,076.75 |
Range |
107.75 |
65.00 |
-42.75 |
-39.7% |
179.00 |
ATR |
75.18 |
74.45 |
-0.73 |
-1.0% |
0.00 |
Volume |
16,114 |
20,202 |
4,088 |
25.4% |
39,823 |
|
Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,187.75 |
4,145.50 |
4,009.00 |
|
R3 |
4,122.75 |
4,080.50 |
3,991.00 |
|
R2 |
4,057.75 |
4,057.75 |
3,985.25 |
|
R1 |
4,015.50 |
4,015.50 |
3,979.25 |
4,004.00 |
PP |
3,992.75 |
3,992.75 |
3,992.75 |
3,987.00 |
S1 |
3,950.50 |
3,950.50 |
3,967.25 |
3,939.00 |
S2 |
3,927.75 |
3,927.75 |
3,961.25 |
|
S3 |
3,862.75 |
3,885.50 |
3,955.50 |
|
S4 |
3,797.75 |
3,820.50 |
3,937.50 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.25 |
4,548.50 |
4,175.25 |
|
R3 |
4,483.25 |
4,369.50 |
4,126.00 |
|
R2 |
4,304.25 |
4,304.25 |
4,109.50 |
|
R1 |
4,190.50 |
4,190.50 |
4,093.25 |
4,158.00 |
PP |
4,125.25 |
4,125.25 |
4,125.25 |
4,109.00 |
S1 |
4,011.50 |
4,011.50 |
4,060.25 |
3,979.00 |
S2 |
3,946.25 |
3,946.25 |
4,044.00 |
|
S3 |
3,767.25 |
3,832.50 |
4,027.50 |
|
S4 |
3,588.25 |
3,653.50 |
3,978.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,234.25 |
3,970.00 |
264.25 |
6.7% |
92.75 |
2.3% |
1% |
False |
True |
14,048 |
10 |
4,313.50 |
3,970.00 |
343.50 |
8.6% |
74.50 |
1.9% |
1% |
False |
True |
10,205 |
20 |
4,345.75 |
3,970.00 |
375.75 |
9.5% |
67.00 |
1.7% |
1% |
False |
True |
8,039 |
40 |
4,345.75 |
3,741.75 |
604.00 |
15.2% |
71.00 |
1.8% |
38% |
False |
False |
5,164 |
60 |
4,345.75 |
3,654.50 |
691.25 |
17.4% |
81.00 |
2.0% |
46% |
False |
False |
4,187 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.4% |
87.00 |
2.2% |
46% |
False |
False |
3,293 |
100 |
4,531.50 |
3,654.50 |
877.00 |
22.1% |
90.00 |
2.3% |
36% |
False |
False |
2,700 |
120 |
4,646.25 |
3,654.50 |
991.75 |
25.0% |
86.25 |
2.2% |
32% |
False |
False |
2,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,311.25 |
2.618 |
4,205.25 |
1.618 |
4,140.25 |
1.000 |
4,100.00 |
0.618 |
4,075.25 |
HIGH |
4,035.00 |
0.618 |
4,010.25 |
0.500 |
4,002.50 |
0.382 |
3,994.75 |
LOW |
3,970.00 |
0.618 |
3,929.75 |
1.000 |
3,905.00 |
1.618 |
3,864.75 |
2.618 |
3,799.75 |
4.250 |
3,693.75 |
|
|
Fisher Pivots for day following 31-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,002.50 |
4,029.75 |
PP |
3,992.75 |
4,011.00 |
S1 |
3,983.00 |
3,992.00 |
|