| 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 |
1,570.7540 |
1,581.5420 |
10.7880 |
0.7% |
1,557.5790 |
| High |
1,584.4160 |
1,645.8500 |
61.4340 |
3.9% |
1,645.8500 |
| Low |
1,516.0360 |
1,548.4700 |
32.4340 |
2.1% |
1,424.3700 |
| Close |
1,581.5420 |
1,570.5640 |
-10.9780 |
-0.7% |
1,570.5640 |
| Range |
68.3800 |
97.3800 |
29.0000 |
42.4% |
221.4800 |
| ATR |
121.2664 |
119.5603 |
-1.7062 |
-1.4% |
0.0000 |
| Volume |
704,446 |
663,075 |
-41,371 |
-5.9% |
3,359,567 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,880.4347 |
1,822.8793 |
1,624.1230 |
|
| R3 |
1,783.0547 |
1,725.4993 |
1,597.3435 |
|
| R2 |
1,685.6747 |
1,685.6747 |
1,588.4170 |
|
| R1 |
1,628.1193 |
1,628.1193 |
1,579.4905 |
1,608.2070 |
| PP |
1,588.2947 |
1,588.2947 |
1,588.2947 |
1,578.3385 |
| S1 |
1,530.7393 |
1,530.7393 |
1,561.6375 |
1,510.8270 |
| S2 |
1,490.9147 |
1,490.9147 |
1,552.7110 |
|
| S3 |
1,393.5347 |
1,433.3593 |
1,543.7845 |
|
| S4 |
1,296.1547 |
1,335.9793 |
1,517.0050 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.3680 |
2,112.4460 |
1,692.3780 |
|
| R3 |
1,989.8880 |
1,890.9660 |
1,631.4710 |
|
| R2 |
1,768.4080 |
1,768.4080 |
1,611.1687 |
|
| R1 |
1,669.4860 |
1,669.4860 |
1,590.8663 |
1,718.9470 |
| PP |
1,546.9280 |
1,546.9280 |
1,546.9280 |
1,571.6585 |
| S1 |
1,448.0060 |
1,448.0060 |
1,550.2617 |
1,497.4670 |
| S2 |
1,325.4480 |
1,325.4480 |
1,529.9593 |
|
| S3 |
1,103.9680 |
1,226.5260 |
1,509.6570 |
|
| S4 |
882.4880 |
1,005.0460 |
1,448.7500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,645.8500 |
1,424.3700 |
221.4800 |
14.1% |
105.5010 |
6.7% |
66% |
True |
False |
671,913 |
| 10 |
1,721.2170 |
1,424.3700 |
296.8470 |
18.9% |
111.6076 |
7.1% |
49% |
False |
False |
652,111 |
| 20 |
2,028.6500 |
1,424.3700 |
604.2800 |
38.5% |
118.1789 |
7.5% |
24% |
False |
False |
651,041 |
| 40 |
2,028.6500 |
1,011.7730 |
1,016.8770 |
64.7% |
131.7556 |
8.4% |
55% |
False |
False |
695,266 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
72.9% |
134.0449 |
8.5% |
60% |
False |
False |
727,238 |
| 80 |
2,184.6150 |
883.1590 |
1,301.4560 |
82.9% |
139.0922 |
8.9% |
53% |
False |
False |
660,276 |
| 100 |
3,176.1690 |
883.1590 |
2,293.0100 |
146.0% |
150.3012 |
9.6% |
30% |
False |
False |
589,610 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
171.7% |
154.6496 |
9.8% |
25% |
False |
False |
543,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,059.7150 |
|
2.618 |
1,900.7908 |
|
1.618 |
1,803.4108 |
|
1.000 |
1,743.2300 |
|
0.618 |
1,706.0308 |
|
HIGH |
1,645.8500 |
|
0.618 |
1,608.6508 |
|
0.500 |
1,597.1600 |
|
0.382 |
1,585.6692 |
|
LOW |
1,548.4700 |
|
0.618 |
1,488.2892 |
|
1.000 |
1,451.0900 |
|
1.618 |
1,390.9092 |
|
2.618 |
1,293.5292 |
|
4.250 |
1,134.6050 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,597.1600 |
1,580.9430 |
| PP |
1,588.2947 |
1,577.4833 |
| S1 |
1,579.4293 |
1,574.0237 |
|