| 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 |
1,765.4 |
1,746.6 |
-18.8 |
-1.1% |
1,772.4 |
| High |
1,765.4 |
1,749.9 |
-15.5 |
-0.9% |
1,790.9 |
| Low |
1,746.4 |
1,733.6 |
-12.8 |
-0.7% |
1,753.4 |
| Close |
1,749.0 |
1,738.9 |
-10.1 |
-0.6% |
1,762.8 |
| Range |
19.0 |
16.3 |
-2.7 |
-14.2% |
37.5 |
| ATR |
21.0 |
20.7 |
-0.3 |
-1.6% |
0.0 |
| Volume |
1,000 |
1,815 |
815 |
81.5% |
7,034 |
|
| Daily Pivots for day following 31-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,789.7 |
1,780.6 |
1,747.9 |
|
| R3 |
1,773.4 |
1,764.3 |
1,743.4 |
|
| R2 |
1,757.1 |
1,757.1 |
1,741.9 |
|
| R1 |
1,748.0 |
1,748.0 |
1,740.4 |
1,744.4 |
| PP |
1,740.8 |
1,740.8 |
1,740.8 |
1,739.0 |
| S1 |
1,731.7 |
1,731.7 |
1,737.4 |
1,728.1 |
| S2 |
1,724.5 |
1,724.5 |
1,735.9 |
|
| S3 |
1,708.2 |
1,715.4 |
1,734.4 |
|
| S4 |
1,691.9 |
1,699.1 |
1,729.9 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,881.5 |
1,859.7 |
1,783.4 |
|
| R3 |
1,844.0 |
1,822.2 |
1,773.1 |
|
| R2 |
1,806.5 |
1,806.5 |
1,769.7 |
|
| R1 |
1,784.7 |
1,784.7 |
1,766.2 |
1,776.9 |
| PP |
1,769.0 |
1,769.0 |
1,769.0 |
1,765.1 |
| S1 |
1,747.2 |
1,747.2 |
1,759.4 |
1,739.4 |
| S2 |
1,731.5 |
1,731.5 |
1,755.9 |
|
| S3 |
1,694.0 |
1,709.7 |
1,752.5 |
|
| S4 |
1,656.5 |
1,672.2 |
1,742.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,790.9 |
1,733.6 |
57.3 |
3.3% |
20.2 |
1.2% |
9% |
False |
True |
1,172 |
| 10 |
1,798.8 |
1,733.6 |
65.2 |
3.7% |
18.8 |
1.1% |
8% |
False |
True |
1,255 |
| 20 |
1,836.7 |
1,733.6 |
103.1 |
5.9% |
19.9 |
1.1% |
5% |
False |
True |
1,785 |
| 40 |
1,836.7 |
1,708.3 |
128.4 |
7.4% |
20.5 |
1.2% |
24% |
False |
False |
1,634 |
| 60 |
1,910.6 |
1,708.3 |
202.3 |
11.6% |
22.6 |
1.3% |
15% |
False |
False |
1,296 |
| 80 |
1,910.6 |
1,708.3 |
202.3 |
11.6% |
21.6 |
1.2% |
15% |
False |
False |
1,117 |
| 100 |
2,030.0 |
1,708.3 |
321.7 |
18.5% |
19.8 |
1.1% |
10% |
False |
False |
948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,819.2 |
|
2.618 |
1,792.6 |
|
1.618 |
1,776.3 |
|
1.000 |
1,766.2 |
|
0.618 |
1,760.0 |
|
HIGH |
1,749.9 |
|
0.618 |
1,743.7 |
|
0.500 |
1,741.8 |
|
0.382 |
1,739.8 |
|
LOW |
1,733.6 |
|
0.618 |
1,723.5 |
|
1.000 |
1,717.3 |
|
1.618 |
1,707.2 |
|
2.618 |
1,690.9 |
|
4.250 |
1,664.3 |
|
|
| Fisher Pivots for day following 31-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,741.8 |
1,752.0 |
| PP |
1,740.8 |
1,747.6 |
| S1 |
1,739.9 |
1,743.3 |
|