| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,904.1300 |
1,884.4680 |
-19.6620 |
-1.0% |
1,680.3470 |
| High |
1,917.3690 |
1,955.9150 |
38.5460 |
2.0% |
1,935.3170 |
| Low |
1,856.3840 |
1,820.6670 |
-35.7170 |
-1.9% |
1,659.1240 |
| Close |
1,884.4680 |
1,851.0710 |
-33.3970 |
-1.8% |
1,932.6140 |
| Range |
60.9850 |
135.2480 |
74.2630 |
121.8% |
276.1930 |
| ATR |
130.6638 |
130.9913 |
0.3274 |
0.3% |
0.0000 |
| Volume |
683,547 |
817,706 |
134,159 |
19.6% |
3,360,488 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,281.6283 |
2,201.5977 |
1,925.4574 |
|
| R3 |
2,146.3803 |
2,066.3497 |
1,888.2642 |
|
| R2 |
2,011.1323 |
2,011.1323 |
1,875.8665 |
|
| R1 |
1,931.1017 |
1,931.1017 |
1,863.4687 |
1,903.4930 |
| PP |
1,875.8843 |
1,875.8843 |
1,875.8843 |
1,862.0800 |
| S1 |
1,795.8537 |
1,795.8537 |
1,838.6733 |
1,768.2450 |
| S2 |
1,740.6363 |
1,740.6363 |
1,826.2755 |
|
| S3 |
1,605.3883 |
1,660.6057 |
1,813.8778 |
|
| S4 |
1,470.1403 |
1,525.3577 |
1,776.6846 |
|
|
| 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 |
2,028.6500 |
1,820.6670 |
207.9830 |
11.2% |
106.4532 |
5.8% |
15% |
False |
True |
645,017 |
| 10 |
2,028.6500 |
1,581.7250 |
446.9250 |
24.1% |
121.4002 |
6.6% |
60% |
False |
False |
638,077 |
| 20 |
2,028.6500 |
1,359.1790 |
669.4710 |
36.2% |
136.6699 |
7.4% |
73% |
False |
False |
667,142 |
| 40 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
55.5% |
125.1475 |
6.8% |
83% |
False |
False |
720,746 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
61.9% |
135.0536 |
7.3% |
84% |
False |
False |
676,613 |
| 80 |
3,033.2780 |
883.1590 |
2,150.1190 |
116.2% |
155.2770 |
8.4% |
45% |
False |
False |
615,202 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
145.7% |
159.9842 |
8.6% |
36% |
False |
False |
546,556 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
145.7% |
162.0974 |
8.8% |
36% |
False |
False |
508,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,530.7190 |
|
2.618 |
2,309.9943 |
|
1.618 |
2,174.7463 |
|
1.000 |
2,091.1630 |
|
0.618 |
2,039.4983 |
|
HIGH |
1,955.9150 |
|
0.618 |
1,904.2503 |
|
0.500 |
1,888.2910 |
|
0.382 |
1,872.3317 |
|
LOW |
1,820.6670 |
|
0.618 |
1,737.0837 |
|
1.000 |
1,685.4190 |
|
1.618 |
1,601.8357 |
|
2.618 |
1,466.5877 |
|
4.250 |
1,245.8630 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,888.2910 |
1,924.6585 |
| PP |
1,875.8843 |
1,900.1293 |
| S1 |
1,863.4777 |
1,875.6002 |
|