| 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 |
1,746.6 |
1,731.6 |
-15.0 |
-0.9% |
1,772.4 |
| High |
1,749.9 |
1,734.2 |
-15.7 |
-0.9% |
1,790.9 |
| Low |
1,733.6 |
1,712.0 |
-21.6 |
-1.2% |
1,753.4 |
| Close |
1,738.9 |
1,721.9 |
-17.0 |
-1.0% |
1,762.8 |
| Range |
16.3 |
22.2 |
5.9 |
36.2% |
37.5 |
| ATR |
20.7 |
21.1 |
0.4 |
2.1% |
0.0 |
| Volume |
1,815 |
3,284 |
1,469 |
80.9% |
7,034 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.3 |
1,777.8 |
1,734.1 |
|
| R3 |
1,767.1 |
1,755.6 |
1,728.0 |
|
| R2 |
1,744.9 |
1,744.9 |
1,726.0 |
|
| R1 |
1,733.4 |
1,733.4 |
1,723.9 |
1,728.1 |
| PP |
1,722.7 |
1,722.7 |
1,722.7 |
1,720.0 |
| S1 |
1,711.2 |
1,711.2 |
1,719.9 |
1,705.9 |
| S2 |
1,700.5 |
1,700.5 |
1,717.8 |
|
| S3 |
1,678.3 |
1,689.0 |
1,715.8 |
|
| S4 |
1,656.1 |
1,666.8 |
1,709.7 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,881.5 |
1,859.7 |
1,783.4 |
|
| R3 |
1,844.0 |
1,822.2 |
1,773.1 |
|
| R2 |
1,806.5 |
1,806.5 |
1,769.7 |
|
| R1 |
1,784.7 |
1,784.7 |
1,766.2 |
1,776.9 |
| PP |
1,769.0 |
1,769.0 |
1,769.0 |
1,765.1 |
| S1 |
1,747.2 |
1,747.2 |
1,759.4 |
1,739.4 |
| S2 |
1,731.5 |
1,731.5 |
1,755.9 |
|
| S3 |
1,694.0 |
1,709.7 |
1,752.5 |
|
| S4 |
1,656.5 |
1,672.2 |
1,742.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,783.7 |
1,712.0 |
71.7 |
4.2% |
21.6 |
1.3% |
14% |
False |
True |
1,645 |
| 10 |
1,790.9 |
1,712.0 |
78.9 |
4.6% |
19.4 |
1.1% |
13% |
False |
True |
1,516 |
| 20 |
1,836.7 |
1,712.0 |
124.7 |
7.2% |
19.6 |
1.1% |
8% |
False |
True |
1,783 |
| 40 |
1,836.7 |
1,708.3 |
128.4 |
7.5% |
20.8 |
1.2% |
11% |
False |
False |
1,679 |
| 60 |
1,910.6 |
1,708.3 |
202.3 |
11.7% |
22.7 |
1.3% |
7% |
False |
False |
1,339 |
| 80 |
1,910.6 |
1,708.3 |
202.3 |
11.7% |
21.7 |
1.3% |
7% |
False |
False |
1,148 |
| 100 |
2,030.0 |
1,708.3 |
321.7 |
18.7% |
20.1 |
1.2% |
4% |
False |
False |
981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,828.6 |
|
2.618 |
1,792.3 |
|
1.618 |
1,770.1 |
|
1.000 |
1,756.4 |
|
0.618 |
1,747.9 |
|
HIGH |
1,734.2 |
|
0.618 |
1,725.7 |
|
0.500 |
1,723.1 |
|
0.382 |
1,720.5 |
|
LOW |
1,712.0 |
|
0.618 |
1,698.3 |
|
1.000 |
1,689.8 |
|
1.618 |
1,676.1 |
|
2.618 |
1,653.9 |
|
4.250 |
1,617.7 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,723.1 |
1,738.7 |
| PP |
1,722.7 |
1,733.1 |
| S1 |
1,722.3 |
1,727.5 |
|