| 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 |
4,002.75 |
3,975.25 |
-27.50 |
-0.7% |
4,236.00 |
| High |
4,035.00 |
3,987.50 |
-47.50 |
-1.2% |
4,239.00 |
| Low |
3,970.00 |
3,920.00 |
-50.00 |
-1.3% |
4,060.00 |
| Close |
3,973.25 |
3,985.25 |
12.00 |
0.3% |
4,076.75 |
| Range |
65.00 |
67.50 |
2.50 |
3.8% |
179.00 |
| ATR |
74.45 |
73.95 |
-0.50 |
-0.7% |
0.00 |
| Volume |
20,202 |
20,440 |
238 |
1.2% |
39,823 |
|
| Daily Pivots for day following 01-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,166.75 |
4,143.50 |
4,022.50 |
|
| R3 |
4,099.25 |
4,076.00 |
4,003.75 |
|
| R2 |
4,031.75 |
4,031.75 |
3,997.50 |
|
| R1 |
4,008.50 |
4,008.50 |
3,991.50 |
4,020.00 |
| PP |
3,964.25 |
3,964.25 |
3,964.25 |
3,970.00 |
| S1 |
3,941.00 |
3,941.00 |
3,979.00 |
3,952.50 |
| S2 |
3,896.75 |
3,896.75 |
3,973.00 |
|
| S3 |
3,829.25 |
3,873.50 |
3,966.75 |
|
| S4 |
3,761.75 |
3,806.00 |
3,948.00 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,662.25 |
4,548.50 |
4,175.25 |
|
| R3 |
4,483.25 |
4,369.50 |
4,126.00 |
|
| R2 |
4,304.25 |
4,304.25 |
4,109.50 |
|
| R1 |
4,190.50 |
4,190.50 |
4,093.25 |
4,158.00 |
| PP |
4,125.25 |
4,125.25 |
4,125.25 |
4,109.00 |
| S1 |
4,011.50 |
4,011.50 |
4,060.25 |
3,979.00 |
| S2 |
3,946.25 |
3,946.25 |
4,044.00 |
|
| S3 |
3,767.25 |
3,832.50 |
4,027.50 |
|
| S4 |
3,588.25 |
3,653.50 |
3,978.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,234.25 |
3,920.00 |
314.25 |
7.9% |
94.25 |
2.4% |
21% |
False |
True |
17,279 |
| 10 |
4,305.50 |
3,920.00 |
385.50 |
9.7% |
77.75 |
1.9% |
17% |
False |
True |
11,663 |
| 20 |
4,345.75 |
3,920.00 |
425.75 |
10.7% |
68.50 |
1.7% |
15% |
False |
True |
8,952 |
| 40 |
4,345.75 |
3,741.75 |
604.00 |
15.2% |
70.75 |
1.8% |
40% |
False |
False |
5,614 |
| 60 |
4,345.75 |
3,654.50 |
691.25 |
17.3% |
80.75 |
2.0% |
48% |
False |
False |
4,526 |
| 80 |
4,345.75 |
3,654.50 |
691.25 |
17.3% |
86.25 |
2.2% |
48% |
False |
False |
3,545 |
| 100 |
4,525.75 |
3,654.50 |
871.25 |
21.9% |
90.25 |
2.3% |
38% |
False |
False |
2,905 |
| 120 |
4,646.25 |
3,654.50 |
991.75 |
24.9% |
86.50 |
2.2% |
33% |
False |
False |
2,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,274.50 |
|
2.618 |
4,164.25 |
|
1.618 |
4,096.75 |
|
1.000 |
4,055.00 |
|
0.618 |
4,029.25 |
|
HIGH |
3,987.50 |
|
0.618 |
3,961.75 |
|
0.500 |
3,953.75 |
|
0.382 |
3,945.75 |
|
LOW |
3,920.00 |
|
0.618 |
3,878.25 |
|
1.000 |
3,852.50 |
|
1.618 |
3,810.75 |
|
2.618 |
3,743.25 |
|
4.250 |
3,633.00 |
|
|
| Fisher Pivots for day following 01-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,974.75 |
4,004.75 |
| PP |
3,964.25 |
3,998.25 |
| S1 |
3,953.75 |
3,991.75 |
|