| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,851.2280 |
1,877.2690 |
26.0410 |
1.4% |
1,932.6140 |
| High |
1,880.9780 |
1,877.9650 |
-3.0130 |
-0.2% |
2,028.6500 |
| Low |
1,822.4420 |
1,680.9530 |
-141.4890 |
-7.8% |
1,680.9530 |
| Close |
1,877.2690 |
1,686.2160 |
-191.0530 |
-10.2% |
1,686.2160 |
| Range |
58.5360 |
197.0120 |
138.4760 |
236.6% |
347.6970 |
| ATR |
125.8159 |
130.9013 |
5.0854 |
4.0% |
0.0000 |
| Volume |
566,558 |
1,063,320 |
496,762 |
87.7% |
3,139,240 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,339.4140 |
2,209.8270 |
1,794.5726 |
|
| R3 |
2,142.4020 |
2,012.8150 |
1,740.3943 |
|
| R2 |
1,945.3900 |
1,945.3900 |
1,722.3349 |
|
| R1 |
1,815.8030 |
1,815.8030 |
1,704.2754 |
1,782.0905 |
| PP |
1,748.3780 |
1,748.3780 |
1,748.3780 |
1,731.5218 |
| S1 |
1,618.7910 |
1,618.7910 |
1,668.1566 |
1,585.0785 |
| S2 |
1,551.3660 |
1,551.3660 |
1,650.0971 |
|
| S3 |
1,354.3540 |
1,421.7790 |
1,632.0377 |
|
| S4 |
1,157.3420 |
1,224.7670 |
1,577.8594 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,841.6973 |
2,611.6537 |
1,877.4494 |
|
| R3 |
2,494.0003 |
2,263.9567 |
1,781.8327 |
|
| R2 |
2,146.3033 |
2,146.3033 |
1,749.9605 |
|
| R1 |
1,916.2597 |
1,916.2597 |
1,718.0882 |
1,857.4330 |
| PP |
1,798.6063 |
1,798.6063 |
1,798.6063 |
1,769.1930 |
| S1 |
1,568.5627 |
1,568.5627 |
1,654.3438 |
1,509.7360 |
| S2 |
1,450.9093 |
1,450.9093 |
1,622.4716 |
|
| S3 |
1,103.2123 |
1,220.8657 |
1,590.5993 |
|
| S4 |
755.5153 |
873.1687 |
1,494.9827 |
|
|
| 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 |
1,680.9530 |
347.6970 |
20.6% |
121.0740 |
7.2% |
2% |
False |
True |
627,848 |
| 10 |
2,028.6500 |
1,659.1240 |
369.5260 |
21.9% |
124.7501 |
7.4% |
7% |
False |
False |
649,972 |
| 20 |
2,028.6500 |
1,359.1790 |
669.4710 |
39.7% |
136.3858 |
8.1% |
49% |
False |
False |
660,392 |
| 40 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
60.9% |
126.7981 |
7.5% |
67% |
False |
False |
724,703 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
67.9% |
136.5281 |
8.1% |
70% |
False |
False |
691,812 |
| 80 |
2,977.8720 |
883.1590 |
2,094.7130 |
124.2% |
153.7648 |
9.1% |
38% |
False |
False |
630,447 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
159.9% |
157.4791 |
9.3% |
30% |
False |
False |
558,370 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
159.9% |
159.8875 |
9.5% |
30% |
False |
False |
516,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,715.2660 |
|
2.618 |
2,393.7424 |
|
1.618 |
2,196.7304 |
|
1.000 |
2,074.9770 |
|
0.618 |
1,999.7184 |
|
HIGH |
1,877.9650 |
|
0.618 |
1,802.7064 |
|
0.500 |
1,779.4590 |
|
0.382 |
1,756.2116 |
|
LOW |
1,680.9530 |
|
0.618 |
1,559.1996 |
|
1.000 |
1,483.9410 |
|
1.618 |
1,362.1876 |
|
2.618 |
1,165.1756 |
|
4.250 |
843.6520 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.4590 |
1,818.4340 |
| PP |
1,748.3780 |
1,774.3613 |
| S1 |
1,717.2970 |
1,730.2887 |
|