| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,840.2000 |
1,901.8520 |
61.6520 |
3.4% |
1,680.3470 |
| High |
1,934.4980 |
1,935.3170 |
0.8190 |
0.0% |
1,935.3170 |
| Low |
1,830.3340 |
1,857.0370 |
26.7030 |
1.5% |
1,659.1240 |
| Close |
1,901.7690 |
1,932.6140 |
30.8450 |
1.6% |
1,932.6140 |
| Range |
104.1640 |
78.2800 |
-25.8840 |
-24.8% |
276.1930 |
| ATR |
139.0105 |
134.6726 |
-4.3379 |
-3.1% |
0.0000 |
| Volume |
1,055,209 |
660,515 |
-394,694 |
-37.4% |
3,360,488 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.1627 |
2,116.1683 |
1,975.6680 |
|
| R3 |
2,064.8827 |
2,037.8883 |
1,954.1410 |
|
| R2 |
1,986.6027 |
1,986.6027 |
1,946.9653 |
|
| R1 |
1,959.6083 |
1,959.6083 |
1,939.7897 |
1,973.1055 |
| PP |
1,908.3227 |
1,908.3227 |
1,908.3227 |
1,915.0713 |
| S1 |
1,881.3283 |
1,881.3283 |
1,925.4383 |
1,894.8255 |
| S2 |
1,830.0427 |
1,830.0427 |
1,918.2627 |
|
| S3 |
1,751.7627 |
1,803.0483 |
1,911.0870 |
|
| S4 |
1,673.4827 |
1,724.7683 |
1,889.5600 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,670.9307 |
2,577.9653 |
2,084.5202 |
|
| R3 |
2,394.7377 |
2,301.7723 |
2,008.5671 |
|
| R2 |
2,118.5447 |
2,118.5447 |
1,983.2494 |
|
| R1 |
2,025.5793 |
2,025.5793 |
1,957.9317 |
2,072.0620 |
| PP |
1,842.3517 |
1,842.3517 |
1,842.3517 |
1,865.5930 |
| S1 |
1,749.3863 |
1,749.3863 |
1,907.2963 |
1,795.8690 |
| S2 |
1,566.1587 |
1,566.1587 |
1,881.9786 |
|
| S3 |
1,289.9657 |
1,473.1933 |
1,856.6609 |
|
| S4 |
1,013.7727 |
1,197.0003 |
1,780.7079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,935.3170 |
1,659.1240 |
276.1930 |
14.3% |
128.4262 |
6.6% |
99% |
True |
False |
672,097 |
| 10 |
1,935.3170 |
1,564.1460 |
371.1710 |
19.2% |
121.5907 |
6.3% |
99% |
True |
False |
618,835 |
| 20 |
1,935.3170 |
1,193.2490 |
742.0680 |
38.4% |
149.9775 |
7.8% |
100% |
True |
False |
716,575 |
| 40 |
1,935.3170 |
883.1590 |
1,052.1580 |
54.4% |
127.6122 |
6.6% |
100% |
True |
False |
724,384 |
| 60 |
2,086.6460 |
883.1590 |
1,203.4870 |
62.3% |
136.3000 |
7.1% |
87% |
False |
False |
667,125 |
| 80 |
3,176.1690 |
883.1590 |
2,293.0100 |
118.6% |
157.1156 |
8.1% |
46% |
False |
False |
604,924 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
139.5% |
160.2926 |
8.3% |
39% |
False |
False |
540,632 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
139.5% |
165.4730 |
8.6% |
39% |
False |
False |
514,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,268.0070 |
|
2.618 |
2,140.2540 |
|
1.618 |
2,061.9740 |
|
1.000 |
2,013.5970 |
|
0.618 |
1,983.6940 |
|
HIGH |
1,935.3170 |
|
0.618 |
1,905.4140 |
|
0.500 |
1,896.1770 |
|
0.382 |
1,886.9400 |
|
LOW |
1,857.0370 |
|
0.618 |
1,808.6600 |
|
1.000 |
1,778.7570 |
|
1.618 |
1,730.3800 |
|
2.618 |
1,652.1000 |
|
4.250 |
1,524.3470 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,920.4683 |
1,887.4828 |
| PP |
1,908.3227 |
1,842.3517 |
| S1 |
1,896.1770 |
1,797.2205 |
|