| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
12,590.00 |
12,582.75 |
-7.25 |
-0.1% |
13,304.00 |
| High |
12,681.50 |
12,730.25 |
48.75 |
0.4% |
13,304.00 |
| Low |
12,479.25 |
12,324.50 |
-154.75 |
-1.2% |
12,636.75 |
| Close |
12,567.50 |
12,432.75 |
-134.75 |
-1.1% |
12,697.00 |
| Range |
202.25 |
405.75 |
203.50 |
100.6% |
667.25 |
| ATR |
303.00 |
310.34 |
7.34 |
2.4% |
0.00 |
| Volume |
1,673 |
1,808 |
135 |
8.1% |
6,212 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,713.00 |
13,478.75 |
12,656.00 |
|
| R3 |
13,307.25 |
13,073.00 |
12,544.25 |
|
| R2 |
12,901.50 |
12,901.50 |
12,507.25 |
|
| R1 |
12,667.25 |
12,667.25 |
12,470.00 |
12,581.50 |
| PP |
12,495.75 |
12,495.75 |
12,495.75 |
12,453.00 |
| S1 |
12,261.50 |
12,261.50 |
12,395.50 |
12,175.75 |
| S2 |
12,090.00 |
12,090.00 |
12,358.25 |
|
| S3 |
11,684.25 |
11,855.75 |
12,321.25 |
|
| S4 |
11,278.50 |
11,450.00 |
12,209.50 |
|
|
| 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 |
12,324.50 |
971.75 |
7.8% |
336.50 |
2.7% |
11% |
False |
True |
1,532 |
| 10 |
13,750.25 |
12,324.50 |
1,425.75 |
11.5% |
294.50 |
2.4% |
8% |
False |
True |
1,210 |
| 20 |
13,822.00 |
12,324.50 |
1,497.50 |
12.0% |
290.25 |
2.3% |
7% |
False |
True |
975 |
| 40 |
13,822.00 |
11,555.00 |
2,267.00 |
18.2% |
304.00 |
2.4% |
39% |
False |
False |
820 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.6% |
326.50 |
2.6% |
48% |
False |
False |
722 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.6% |
346.25 |
2.8% |
48% |
False |
False |
550 |
| 100 |
14,715.50 |
11,135.00 |
3,580.50 |
28.8% |
358.75 |
2.9% |
36% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,454.75 |
|
2.618 |
13,792.50 |
|
1.618 |
13,386.75 |
|
1.000 |
13,136.00 |
|
0.618 |
12,981.00 |
|
HIGH |
12,730.25 |
|
0.618 |
12,575.25 |
|
0.500 |
12,527.50 |
|
0.382 |
12,479.50 |
|
LOW |
12,324.50 |
|
0.618 |
12,073.75 |
|
1.000 |
11,918.75 |
|
1.618 |
11,668.00 |
|
2.618 |
11,262.25 |
|
4.250 |
10,600.00 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,527.50 |
12,810.50 |
| PP |
12,495.75 |
12,684.50 |
| S1 |
12,464.25 |
12,558.50 |
|