| 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 |
12,582.75 |
12,431.00 |
-151.75 |
-1.2% |
13,304.00 |
| High |
12,730.25 |
12,584.00 |
-146.25 |
-1.1% |
13,304.00 |
| Low |
12,324.50 |
12,352.75 |
28.25 |
0.2% |
12,636.75 |
| Close |
12,432.75 |
12,359.50 |
-73.25 |
-0.6% |
12,697.00 |
| Range |
405.75 |
231.25 |
-174.50 |
-43.0% |
667.25 |
| ATR |
310.34 |
304.69 |
-5.65 |
-1.8% |
0.00 |
| Volume |
1,808 |
1,928 |
120 |
6.6% |
6,212 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,125.75 |
12,974.00 |
12,486.75 |
|
| R3 |
12,894.50 |
12,742.75 |
12,423.00 |
|
| R2 |
12,663.25 |
12,663.25 |
12,402.00 |
|
| R1 |
12,511.50 |
12,511.50 |
12,380.75 |
12,471.75 |
| PP |
12,432.00 |
12,432.00 |
12,432.00 |
12,412.25 |
| S1 |
12,280.25 |
12,280.25 |
12,338.25 |
12,240.50 |
| S2 |
12,200.75 |
12,200.75 |
12,317.00 |
|
| S3 |
11,969.50 |
12,049.00 |
12,296.00 |
|
| S4 |
11,738.25 |
11,817.75 |
12,232.25 |
|
|
| 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 |
12,324.50 |
971.75 |
7.9% |
346.50 |
2.8% |
4% |
False |
False |
1,831 |
| 10 |
13,653.00 |
12,324.50 |
1,328.50 |
10.7% |
291.50 |
2.4% |
3% |
False |
False |
1,313 |
| 20 |
13,822.00 |
12,324.50 |
1,497.50 |
12.1% |
279.50 |
2.3% |
2% |
False |
False |
1,029 |
| 40 |
13,822.00 |
11,555.00 |
2,267.00 |
18.3% |
303.50 |
2.5% |
35% |
False |
False |
850 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.7% |
326.00 |
2.6% |
46% |
False |
False |
754 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.7% |
344.50 |
2.8% |
46% |
False |
False |
574 |
| 100 |
14,715.50 |
11,135.00 |
3,580.50 |
29.0% |
358.75 |
2.9% |
34% |
False |
False |
463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,566.75 |
|
2.618 |
13,189.50 |
|
1.618 |
12,958.25 |
|
1.000 |
12,815.25 |
|
0.618 |
12,727.00 |
|
HIGH |
12,584.00 |
|
0.618 |
12,495.75 |
|
0.500 |
12,468.50 |
|
0.382 |
12,441.00 |
|
LOW |
12,352.75 |
|
0.618 |
12,209.75 |
|
1.000 |
12,121.50 |
|
1.618 |
11,978.50 |
|
2.618 |
11,747.25 |
|
4.250 |
11,370.00 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,468.50 |
12,527.50 |
| PP |
12,432.00 |
12,471.50 |
| S1 |
12,395.75 |
12,415.50 |
|