| Trading Metrics calculated at close of trading on 01-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2022 |
01-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,431.00 |
12,361.25 |
-69.75 |
-0.6% |
13,304.00 |
| High |
12,584.00 |
12,372.00 |
-212.00 |
-1.7% |
13,304.00 |
| Low |
12,352.75 |
12,091.50 |
-261.25 |
-2.1% |
12,636.75 |
| Close |
12,359.50 |
12,366.25 |
6.75 |
0.1% |
12,697.00 |
| Range |
231.25 |
280.50 |
49.25 |
21.3% |
667.25 |
| ATR |
304.69 |
302.96 |
-1.73 |
-0.6% |
0.00 |
| Volume |
1,928 |
3,075 |
1,147 |
59.5% |
6,212 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,118.00 |
13,022.75 |
12,520.50 |
|
| R3 |
12,837.50 |
12,742.25 |
12,443.50 |
|
| R2 |
12,557.00 |
12,557.00 |
12,417.75 |
|
| R1 |
12,461.75 |
12,461.75 |
12,392.00 |
12,509.50 |
| PP |
12,276.50 |
12,276.50 |
12,276.50 |
12,300.50 |
| S1 |
12,181.25 |
12,181.25 |
12,340.50 |
12,229.00 |
| S2 |
11,996.00 |
11,996.00 |
12,314.75 |
|
| S3 |
11,715.50 |
11,900.75 |
12,289.00 |
|
| S4 |
11,435.00 |
11,620.25 |
12,212.00 |
|
|
| 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 |
12,091.50 |
1,204.75 |
9.7% |
355.75 |
2.9% |
23% |
False |
True |
2,208 |
| 10 |
13,611.50 |
12,091.50 |
1,520.00 |
12.3% |
304.00 |
2.5% |
18% |
False |
True |
1,545 |
| 20 |
13,822.00 |
12,091.50 |
1,730.50 |
14.0% |
285.25 |
2.3% |
16% |
False |
True |
1,164 |
| 40 |
13,822.00 |
11,555.00 |
2,267.00 |
18.3% |
302.50 |
2.4% |
36% |
False |
False |
912 |
| 60 |
13,822.00 |
11,135.00 |
2,687.00 |
21.7% |
325.50 |
2.6% |
46% |
False |
False |
803 |
| 80 |
13,822.00 |
11,135.00 |
2,687.00 |
21.7% |
342.50 |
2.8% |
46% |
False |
False |
611 |
| 100 |
14,440.00 |
11,135.00 |
3,305.00 |
26.7% |
358.50 |
2.9% |
37% |
False |
False |
493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,564.00 |
|
2.618 |
13,106.25 |
|
1.618 |
12,825.75 |
|
1.000 |
12,652.50 |
|
0.618 |
12,545.25 |
|
HIGH |
12,372.00 |
|
0.618 |
12,264.75 |
|
0.500 |
12,231.75 |
|
0.382 |
12,198.75 |
|
LOW |
12,091.50 |
|
0.618 |
11,918.25 |
|
1.000 |
11,811.00 |
|
1.618 |
11,637.75 |
|
2.618 |
11,357.25 |
|
4.250 |
10,899.50 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,321.50 |
12,411.00 |
| PP |
12,276.50 |
12,396.00 |
| S1 |
12,231.75 |
12,381.00 |
|