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 |
12,562.40 |
12,448.07 |
-114.33 |
-0.9% |
13,055.20 |
High |
12,572.88 |
12,502.15 |
-70.73 |
-0.6% |
13,172.44 |
Low |
12,240.82 |
12,268.08 |
27.26 |
0.2% |
12,603.41 |
Close |
12,342.70 |
12,272.03 |
-70.67 |
-0.6% |
12,605.17 |
Range |
332.06 |
234.07 |
-97.99 |
-29.5% |
569.03 |
ATR |
276.27 |
273.26 |
-3.01 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,049.63 |
12,894.90 |
12,400.77 |
|
R3 |
12,815.56 |
12,660.83 |
12,336.40 |
|
R2 |
12,581.49 |
12,581.49 |
12,314.94 |
|
R1 |
12,426.76 |
12,426.76 |
12,293.49 |
12,387.09 |
PP |
12,347.42 |
12,347.42 |
12,347.42 |
12,327.59 |
S1 |
12,192.69 |
12,192.69 |
12,250.57 |
12,153.02 |
S2 |
12,113.35 |
12,113.35 |
12,229.12 |
|
S3 |
11,879.28 |
11,958.62 |
12,207.66 |
|
S4 |
11,645.21 |
11,724.55 |
12,143.29 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,500.76 |
14,122.00 |
12,918.14 |
|
R3 |
13,931.73 |
13,552.97 |
12,761.65 |
|
R2 |
13,362.70 |
13,362.70 |
12,709.49 |
|
R1 |
12,983.94 |
12,983.94 |
12,657.33 |
12,888.81 |
PP |
12,793.67 |
12,793.67 |
12,793.67 |
12,746.11 |
S1 |
12,414.91 |
12,414.91 |
12,553.01 |
12,319.78 |
S2 |
12,224.64 |
12,224.64 |
12,500.85 |
|
S3 |
11,655.61 |
11,845.88 |
12,448.69 |
|
S4 |
11,086.58 |
11,276.85 |
12,292.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,172.44 |
12,240.82 |
931.62 |
7.6% |
296.73 |
2.4% |
3% |
False |
False |
|
10 |
13,553.28 |
12,240.82 |
1,312.46 |
10.7% |
232.59 |
1.9% |
2% |
False |
False |
|
20 |
13,720.91 |
12,240.82 |
1,480.09 |
12.1% |
219.27 |
1.8% |
2% |
False |
False |
|
40 |
13,720.91 |
11,488.27 |
2,232.64 |
18.2% |
244.52 |
2.0% |
35% |
False |
False |
|
60 |
13,720.91 |
11,037.21 |
2,683.70 |
21.9% |
257.45 |
2.1% |
46% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
21.9% |
279.97 |
2.3% |
46% |
False |
False |
|
100 |
14,490.19 |
11,037.21 |
3,452.98 |
28.1% |
301.75 |
2.5% |
36% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
34.5% |
302.24 |
2.5% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,496.95 |
2.618 |
13,114.95 |
1.618 |
12,880.88 |
1.000 |
12,736.22 |
0.618 |
12,646.81 |
HIGH |
12,502.15 |
0.618 |
12,412.74 |
0.500 |
12,385.12 |
0.382 |
12,357.49 |
LOW |
12,268.08 |
0.618 |
12,123.42 |
1.000 |
12,034.01 |
1.618 |
11,889.35 |
2.618 |
11,655.28 |
4.250 |
11,273.28 |
|
|
Fisher Pivots for day following 31-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
12,385.12 |
12,417.24 |
PP |
12,347.42 |
12,368.83 |
S1 |
12,309.73 |
12,320.43 |
|