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 |
12,448.07 |
12,158.88 |
-289.19 |
-2.3% |
13,055.20 |
High |
12,502.15 |
12,285.51 |
-216.64 |
-1.7% |
13,172.44 |
Low |
12,268.08 |
12,012.98 |
-255.10 |
-2.1% |
12,603.41 |
Close |
12,272.03 |
12,274.62 |
2.59 |
0.0% |
12,605.17 |
Range |
234.07 |
272.53 |
38.46 |
16.4% |
569.03 |
ATR |
273.26 |
273.21 |
-0.05 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,008.63 |
12,914.15 |
12,424.51 |
|
R3 |
12,736.10 |
12,641.62 |
12,349.57 |
|
R2 |
12,463.57 |
12,463.57 |
12,324.58 |
|
R1 |
12,369.09 |
12,369.09 |
12,299.60 |
12,416.33 |
PP |
12,191.04 |
12,191.04 |
12,191.04 |
12,214.66 |
S1 |
12,096.56 |
12,096.56 |
12,249.64 |
12,143.80 |
S2 |
11,918.51 |
11,918.51 |
12,224.66 |
|
S3 |
11,645.98 |
11,824.03 |
12,199.67 |
|
S4 |
11,373.45 |
11,551.50 |
12,124.73 |
|
|
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 |
12,012.98 |
1,159.46 |
9.4% |
312.19 |
2.5% |
23% |
False |
True |
|
10 |
13,402.61 |
12,012.98 |
1,389.63 |
11.3% |
245.09 |
2.0% |
19% |
False |
True |
|
20 |
13,720.91 |
12,012.98 |
1,707.93 |
13.9% |
225.09 |
1.8% |
15% |
False |
True |
|
40 |
13,720.91 |
11,488.27 |
2,232.64 |
18.2% |
245.33 |
2.0% |
35% |
False |
False |
|
60 |
13,720.91 |
11,037.21 |
2,683.70 |
21.9% |
256.59 |
2.1% |
46% |
False |
False |
|
80 |
13,720.91 |
11,037.21 |
2,683.70 |
21.9% |
278.30 |
2.3% |
46% |
False |
False |
|
100 |
14,277.21 |
11,037.21 |
3,240.00 |
26.4% |
302.65 |
2.5% |
38% |
False |
False |
|
120 |
15,265.42 |
11,037.21 |
4,228.21 |
34.4% |
300.94 |
2.5% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,443.76 |
2.618 |
12,998.99 |
1.618 |
12,726.46 |
1.000 |
12,558.04 |
0.618 |
12,453.93 |
HIGH |
12,285.51 |
0.618 |
12,181.40 |
0.500 |
12,149.25 |
0.382 |
12,117.09 |
LOW |
12,012.98 |
0.618 |
11,844.56 |
1.000 |
11,740.45 |
1.618 |
11,572.03 |
2.618 |
11,299.50 |
4.250 |
10,854.73 |
|
|
Fisher Pivots for day following 01-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
12,232.83 |
12,292.93 |
PP |
12,191.04 |
12,286.83 |
S1 |
12,149.25 |
12,280.72 |
|