| 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 |
12,488.46 |
12,562.40 |
73.94 |
0.6% |
13,055.20 |
| High |
12,593.65 |
12,572.88 |
-20.77 |
-0.2% |
13,172.44 |
| Low |
12,440.40 |
12,240.82 |
-199.58 |
-1.6% |
12,603.41 |
| Close |
12,484.32 |
12,342.70 |
-141.62 |
-1.1% |
12,605.17 |
| Range |
153.25 |
332.06 |
178.81 |
116.7% |
569.03 |
| ATR |
271.98 |
276.27 |
4.29 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,381.65 |
13,194.23 |
12,525.33 |
|
| R3 |
13,049.59 |
12,862.17 |
12,434.02 |
|
| R2 |
12,717.53 |
12,717.53 |
12,403.58 |
|
| R1 |
12,530.11 |
12,530.11 |
12,373.14 |
12,457.79 |
| PP |
12,385.47 |
12,385.47 |
12,385.47 |
12,349.31 |
| S1 |
12,198.05 |
12,198.05 |
12,312.26 |
12,125.73 |
| S2 |
12,053.41 |
12,053.41 |
12,281.82 |
|
| S3 |
11,721.35 |
11,865.99 |
12,251.38 |
|
| S4 |
11,389.29 |
11,533.93 |
12,160.07 |
|
|
| Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,500.76 |
14,122.00 |
12,918.14 |
|
| R3 |
13,931.73 |
13,552.97 |
12,761.65 |
|
| R2 |
13,362.70 |
13,362.70 |
12,709.49 |
|
| R1 |
12,983.94 |
12,983.94 |
12,657.33 |
12,888.81 |
| PP |
12,793.67 |
12,793.67 |
12,793.67 |
12,746.11 |
| S1 |
12,414.91 |
12,414.91 |
12,553.01 |
12,319.78 |
| S2 |
12,224.64 |
12,224.64 |
12,500.85 |
|
| S3 |
11,655.61 |
11,845.88 |
12,448.69 |
|
| S4 |
11,086.58 |
11,276.85 |
12,292.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,172.44 |
12,240.82 |
931.62 |
7.5% |
280.23 |
2.3% |
11% |
False |
True |
|
| 10 |
13,591.58 |
12,240.82 |
1,350.76 |
10.9% |
229.36 |
1.9% |
8% |
False |
True |
|
| 20 |
13,720.91 |
12,240.82 |
1,480.09 |
12.0% |
223.10 |
1.8% |
7% |
False |
True |
|
| 40 |
13,720.91 |
11,488.27 |
2,232.64 |
18.1% |
243.99 |
2.0% |
38% |
False |
False |
|
| 60 |
13,720.91 |
11,037.21 |
2,683.70 |
21.7% |
258.04 |
2.1% |
49% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
21.7% |
282.03 |
2.3% |
49% |
False |
False |
|
| 100 |
14,624.24 |
11,037.21 |
3,587.03 |
29.1% |
302.49 |
2.5% |
36% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
34.3% |
302.24 |
2.4% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,984.14 |
|
2.618 |
13,442.21 |
|
1.618 |
13,110.15 |
|
1.000 |
12,904.94 |
|
0.618 |
12,778.09 |
|
HIGH |
12,572.88 |
|
0.618 |
12,446.03 |
|
0.500 |
12,406.85 |
|
0.382 |
12,367.67 |
|
LOW |
12,240.82 |
|
0.618 |
12,035.61 |
|
1.000 |
11,908.76 |
|
1.618 |
11,703.55 |
|
2.618 |
11,371.49 |
|
4.250 |
10,829.57 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,406.85 |
12,706.63 |
| PP |
12,385.47 |
12,585.32 |
| S1 |
12,364.08 |
12,464.01 |
|