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 |
3,975.25 |
3,986.25 |
11.00 |
0.3% |
4,045.00 |
High |
3,987.50 |
4,035.75 |
48.25 |
1.2% |
4,089.50 |
Low |
3,920.00 |
3,922.50 |
2.50 |
0.1% |
3,920.00 |
Close |
3,985.25 |
3,940.50 |
-44.75 |
-1.1% |
3,940.50 |
Range |
67.50 |
113.25 |
45.75 |
67.8% |
169.50 |
ATR |
73.95 |
76.76 |
2.81 |
3.8% |
0.00 |
Volume |
20,440 |
19,479 |
-961 |
-4.7% |
90,289 |
|
Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,306.00 |
4,236.50 |
4,002.75 |
|
R3 |
4,192.75 |
4,123.25 |
3,971.75 |
|
R2 |
4,079.50 |
4,079.50 |
3,961.25 |
|
R1 |
4,010.00 |
4,010.00 |
3,951.00 |
3,988.00 |
PP |
3,966.25 |
3,966.25 |
3,966.25 |
3,955.25 |
S1 |
3,896.75 |
3,896.75 |
3,930.00 |
3,875.00 |
S2 |
3,853.00 |
3,853.00 |
3,919.75 |
|
S3 |
3,739.75 |
3,783.50 |
3,909.25 |
|
S4 |
3,626.50 |
3,670.25 |
3,878.25 |
|
|
Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,491.75 |
4,385.75 |
4,033.75 |
|
R3 |
4,322.25 |
4,216.25 |
3,987.00 |
|
R2 |
4,152.75 |
4,152.75 |
3,971.50 |
|
R1 |
4,046.75 |
4,046.75 |
3,956.00 |
4,015.00 |
PP |
3,983.25 |
3,983.25 |
3,983.25 |
3,967.50 |
S1 |
3,877.25 |
3,877.25 |
3,925.00 |
3,845.50 |
S2 |
3,813.75 |
3,813.75 |
3,909.50 |
|
S3 |
3,644.25 |
3,707.75 |
3,894.00 |
|
S4 |
3,474.75 |
3,538.25 |
3,847.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,089.50 |
3,920.00 |
169.50 |
4.3% |
82.25 |
2.1% |
12% |
False |
False |
18,057 |
10 |
4,239.00 |
3,920.00 |
319.00 |
8.1% |
82.50 |
2.1% |
6% |
False |
False |
13,011 |
20 |
4,345.75 |
3,920.00 |
425.75 |
10.8% |
71.25 |
1.8% |
5% |
False |
False |
9,767 |
40 |
4,345.75 |
3,741.75 |
604.00 |
15.3% |
72.25 |
1.8% |
33% |
False |
False |
6,029 |
60 |
4,345.75 |
3,654.50 |
691.25 |
17.5% |
81.75 |
2.1% |
41% |
False |
False |
4,847 |
80 |
4,345.75 |
3,654.50 |
691.25 |
17.5% |
86.25 |
2.2% |
41% |
False |
False |
3,777 |
100 |
4,525.75 |
3,654.50 |
871.25 |
22.1% |
90.75 |
2.3% |
33% |
False |
False |
3,099 |
120 |
4,646.25 |
3,654.50 |
991.75 |
25.2% |
86.75 |
2.2% |
29% |
False |
False |
2,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,517.00 |
2.618 |
4,332.25 |
1.618 |
4,219.00 |
1.000 |
4,149.00 |
0.618 |
4,105.75 |
HIGH |
4,035.75 |
0.618 |
3,992.50 |
0.500 |
3,979.00 |
0.382 |
3,965.75 |
LOW |
3,922.50 |
0.618 |
3,852.50 |
1.000 |
3,809.25 |
1.618 |
3,739.25 |
2.618 |
3,626.00 |
4.250 |
3,441.25 |
|
|
Fisher Pivots for day following 02-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
3,979.00 |
3,978.00 |
PP |
3,966.25 |
3,965.50 |
S1 |
3,953.50 |
3,953.00 |
|