| 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 |
12,503.50 |
12,366.00 |
-137.50 |
-1.1% |
13,226.50 |
| High |
12,658.25 |
12,513.00 |
-145.25 |
-1.1% |
13,226.50 |
| Low |
12,247.50 |
12,276.25 |
28.75 |
0.2% |
12,557.50 |
| Close |
12,358.75 |
12,285.25 |
-73.50 |
-0.6% |
12,620.50 |
| Range |
410.75 |
236.75 |
-174.00 |
-42.4% |
669.00 |
| ATR |
314.69 |
309.12 |
-5.57 |
-1.8% |
0.00 |
| Volume |
797,462 |
672,068 |
-125,394 |
-15.7% |
2,970,979 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,068.50 |
12,913.50 |
12,415.50 |
|
| R3 |
12,831.75 |
12,676.75 |
12,350.25 |
|
| R2 |
12,595.00 |
12,595.00 |
12,328.75 |
|
| R1 |
12,440.00 |
12,440.00 |
12,307.00 |
12,399.00 |
| PP |
12,358.25 |
12,358.25 |
12,358.25 |
12,337.75 |
| S1 |
12,203.25 |
12,203.25 |
12,263.50 |
12,162.50 |
| S2 |
12,121.50 |
12,121.50 |
12,241.75 |
|
| S3 |
11,884.75 |
11,966.50 |
12,220.25 |
|
| S4 |
11,648.00 |
11,729.75 |
12,155.00 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,808.50 |
14,383.50 |
12,988.50 |
|
| R3 |
14,139.50 |
13,714.50 |
12,804.50 |
|
| R2 |
13,470.50 |
13,470.50 |
12,743.25 |
|
| R1 |
13,045.50 |
13,045.50 |
12,681.75 |
12,923.50 |
| PP |
12,801.50 |
12,801.50 |
12,801.50 |
12,740.50 |
| S1 |
12,376.50 |
12,376.50 |
12,559.25 |
12,254.50 |
| S2 |
12,132.50 |
12,132.50 |
12,497.75 |
|
| S3 |
11,463.50 |
11,707.50 |
12,436.50 |
|
| S4 |
10,794.50 |
11,038.50 |
12,252.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,220.00 |
12,247.50 |
972.50 |
7.9% |
351.00 |
2.9% |
4% |
False |
False |
692,030 |
| 10 |
13,575.50 |
12,247.50 |
1,328.00 |
10.8% |
295.75 |
2.4% |
3% |
False |
False |
628,287 |
| 20 |
13,740.75 |
12,247.50 |
1,493.25 |
12.2% |
284.00 |
2.3% |
3% |
False |
False |
600,608 |
| 40 |
13,740.75 |
11,479.25 |
2,261.50 |
18.4% |
310.00 |
2.5% |
36% |
False |
False |
606,181 |
| 60 |
13,740.75 |
11,068.50 |
2,672.25 |
21.8% |
333.25 |
2.7% |
46% |
False |
False |
591,837 |
| 80 |
13,740.75 |
11,068.50 |
2,672.25 |
21.8% |
360.00 |
2.9% |
46% |
False |
False |
444,421 |
| 100 |
14,674.50 |
11,068.50 |
3,606.00 |
29.4% |
378.75 |
3.1% |
34% |
False |
False |
355,770 |
| 120 |
15,305.00 |
11,068.50 |
4,236.50 |
34.5% |
376.75 |
3.1% |
29% |
False |
False |
296,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,519.25 |
|
2.618 |
13,132.75 |
|
1.618 |
12,896.00 |
|
1.000 |
12,749.75 |
|
0.618 |
12,659.25 |
|
HIGH |
12,513.00 |
|
0.618 |
12,422.50 |
|
0.500 |
12,394.50 |
|
0.382 |
12,366.75 |
|
LOW |
12,276.25 |
|
0.618 |
12,130.00 |
|
1.000 |
12,039.50 |
|
1.618 |
11,893.25 |
|
2.618 |
11,656.50 |
|
4.250 |
11,270.00 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,394.50 |
12,453.00 |
| PP |
12,358.25 |
12,397.00 |
| S1 |
12,321.75 |
12,341.00 |
|