| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
12,158.88 |
12,375.77 |
216.89 |
1.8% |
12,488.46 |
| High |
12,285.51 |
12,451.28 |
165.77 |
1.3% |
12,593.65 |
| Low |
12,012.98 |
12,035.53 |
22.55 |
0.2% |
12,012.98 |
| Close |
12,274.62 |
12,098.44 |
-176.18 |
-1.4% |
12,098.44 |
| Range |
272.53 |
415.75 |
143.22 |
52.6% |
580.67 |
| ATR |
273.21 |
283.39 |
10.18 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,442.33 |
13,186.14 |
12,327.10 |
|
| R3 |
13,026.58 |
12,770.39 |
12,212.77 |
|
| R2 |
12,610.83 |
12,610.83 |
12,174.66 |
|
| R1 |
12,354.64 |
12,354.64 |
12,136.55 |
12,274.86 |
| PP |
12,195.08 |
12,195.08 |
12,195.08 |
12,155.20 |
| S1 |
11,938.89 |
11,938.89 |
12,060.33 |
11,859.11 |
| S2 |
11,779.33 |
11,779.33 |
12,022.22 |
|
| S3 |
11,363.58 |
11,523.14 |
11,984.11 |
|
| S4 |
10,947.83 |
11,107.39 |
11,869.78 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,977.03 |
13,618.41 |
12,417.81 |
|
| R3 |
13,396.36 |
13,037.74 |
12,258.12 |
|
| R2 |
12,815.69 |
12,815.69 |
12,204.90 |
|
| R1 |
12,457.07 |
12,457.07 |
12,151.67 |
12,346.05 |
| PP |
12,235.02 |
12,235.02 |
12,235.02 |
12,179.51 |
| S1 |
11,876.40 |
11,876.40 |
12,045.21 |
11,765.38 |
| S2 |
11,654.35 |
11,654.35 |
11,991.98 |
|
| S3 |
11,073.68 |
11,295.73 |
11,938.76 |
|
| S4 |
10,493.01 |
10,715.06 |
11,779.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,593.65 |
12,012.98 |
580.67 |
4.8% |
281.53 |
2.3% |
15% |
False |
False |
|
| 10 |
13,172.44 |
12,012.98 |
1,159.46 |
9.6% |
267.49 |
2.2% |
7% |
False |
False |
|
| 20 |
13,720.91 |
12,012.98 |
1,707.93 |
14.1% |
235.09 |
1.9% |
5% |
False |
False |
|
| 40 |
13,720.91 |
11,488.27 |
2,232.64 |
18.5% |
250.14 |
2.1% |
27% |
False |
False |
|
| 60 |
13,720.91 |
11,037.21 |
2,683.70 |
22.2% |
260.22 |
2.2% |
40% |
False |
False |
|
| 80 |
13,720.91 |
11,037.21 |
2,683.70 |
22.2% |
278.95 |
2.3% |
40% |
False |
False |
|
| 100 |
14,277.21 |
11,037.21 |
3,240.00 |
26.8% |
304.75 |
2.5% |
33% |
False |
False |
|
| 120 |
15,265.42 |
11,037.21 |
4,228.21 |
34.9% |
301.36 |
2.5% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,218.22 |
|
2.618 |
13,539.71 |
|
1.618 |
13,123.96 |
|
1.000 |
12,867.03 |
|
0.618 |
12,708.21 |
|
HIGH |
12,451.28 |
|
0.618 |
12,292.46 |
|
0.500 |
12,243.41 |
|
0.382 |
12,194.35 |
|
LOW |
12,035.53 |
|
0.618 |
11,778.60 |
|
1.000 |
11,619.78 |
|
1.618 |
11,362.85 |
|
2.618 |
10,947.10 |
|
4.250 |
10,268.59 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
12,243.41 |
12,257.57 |
| PP |
12,195.08 |
12,204.52 |
| S1 |
12,146.76 |
12,151.48 |
|