| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
13,225.75 |
12,590.00 |
-635.75 |
-4.8% |
13,304.00 |
| High |
13,296.25 |
12,681.50 |
-614.75 |
-4.6% |
13,304.00 |
| Low |
12,636.75 |
12,479.25 |
-157.50 |
-1.2% |
12,636.75 |
| Close |
12,697.00 |
12,567.50 |
-129.50 |
-1.0% |
12,697.00 |
| Range |
659.50 |
202.25 |
-457.25 |
-69.3% |
667.25 |
| ATR |
309.56 |
303.00 |
-6.56 |
-2.1% |
0.00 |
| Volume |
2,560 |
1,673 |
-887 |
-34.6% |
6,212 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,182.75 |
13,077.50 |
12,678.75 |
|
| R3 |
12,980.50 |
12,875.25 |
12,623.00 |
|
| R2 |
12,778.25 |
12,778.25 |
12,604.50 |
|
| R1 |
12,673.00 |
12,673.00 |
12,586.00 |
12,624.50 |
| PP |
12,576.00 |
12,576.00 |
12,576.00 |
12,552.00 |
| S1 |
12,470.75 |
12,470.75 |
12,549.00 |
12,422.25 |
| S2 |
12,373.75 |
12,373.75 |
12,530.50 |
|
| S3 |
12,171.50 |
12,268.50 |
12,512.00 |
|
| S4 |
11,969.25 |
12,066.25 |
12,456.25 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,881.00 |
14,456.25 |
13,064.00 |
|
| R3 |
14,213.75 |
13,789.00 |
12,880.50 |
|
| R2 |
13,546.50 |
13,546.50 |
12,819.25 |
|
| R1 |
13,121.75 |
13,121.75 |
12,758.25 |
13,000.50 |
| PP |
12,879.25 |
12,879.25 |
12,879.25 |
12,818.50 |
| S1 |
12,454.50 |
12,454.50 |
12,635.75 |
12,333.25 |
| S2 |
12,212.00 |
12,212.00 |
12,574.75 |
|
| S3 |
11,544.75 |
11,787.25 |
12,513.50 |
|
| S4 |
10,877.50 |
11,120.00 |
12,330.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,296.25 |
12,479.25 |
817.00 |
6.5% |
293.50 |
2.3% |
11% |
False |
True |
1,348 |
| 10 |
13,822.00 |
12,479.25 |
1,342.75 |
10.7% |
275.75 |
2.2% |
7% |
False |
True |
1,095 |
| 20 |
13,822.00 |
12,479.25 |
1,342.75 |
10.7% |
284.00 |
2.3% |
7% |
False |
True |
918 |
| 40 |
13,822.00 |
11,456.00 |
2,366.00 |
18.8% |
304.25 |
2.4% |
47% |
False |
False |
793 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.4% |
326.50 |
2.6% |
53% |
False |
False |
692 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.4% |
351.25 |
2.8% |
53% |
False |
False |
528 |
| 100 |
14,926.00 |
11,135.00 |
3,791.00 |
30.2% |
358.50 |
2.9% |
38% |
False |
False |
425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,541.00 |
|
2.618 |
13,211.00 |
|
1.618 |
13,008.75 |
|
1.000 |
12,883.75 |
|
0.618 |
12,806.50 |
|
HIGH |
12,681.50 |
|
0.618 |
12,604.25 |
|
0.500 |
12,580.50 |
|
0.382 |
12,556.50 |
|
LOW |
12,479.25 |
|
0.618 |
12,354.25 |
|
1.000 |
12,277.00 |
|
1.618 |
12,152.00 |
|
2.618 |
11,949.75 |
|
4.250 |
11,619.75 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,580.50 |
12,887.75 |
| PP |
12,576.00 |
12,781.00 |
| S1 |
12,571.75 |
12,674.25 |
|