| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,578.2140 |
1,648.3040 |
70.0900 |
4.4% |
1,932.6140 |
| High |
1,666.6260 |
1,692.6890 |
26.0630 |
1.6% |
2,028.6500 |
| Low |
1,565.4310 |
1,606.4460 |
41.0150 |
2.6% |
1,680.9530 |
| Close |
1,647.9420 |
1,683.4150 |
35.4730 |
2.2% |
1,686.2160 |
| Range |
101.1950 |
86.2430 |
-14.9520 |
-14.8% |
347.6970 |
| ATR |
131.0588 |
127.8577 |
-3.2011 |
-2.4% |
0.0000 |
| Volume |
812,667 |
800,577 |
-12,090 |
-1.5% |
3,139,240 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.5790 |
1,887.7400 |
1,730.8487 |
|
| R3 |
1,833.3360 |
1,801.4970 |
1,707.1318 |
|
| R2 |
1,747.0930 |
1,747.0930 |
1,699.2262 |
|
| R1 |
1,715.2540 |
1,715.2540 |
1,691.3206 |
1,731.1735 |
| PP |
1,660.8500 |
1,660.8500 |
1,660.8500 |
1,668.8098 |
| S1 |
1,629.0110 |
1,629.0110 |
1,675.5094 |
1,644.9305 |
| S2 |
1,574.6070 |
1,574.6070 |
1,667.6038 |
|
| S3 |
1,488.3640 |
1,542.7680 |
1,659.6982 |
|
| S4 |
1,402.1210 |
1,456.5250 |
1,635.9814 |
|
|
| 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 |
1,880.9780 |
1,525.0800 |
355.8980 |
21.1% |
121.6506 |
7.2% |
44% |
False |
False |
650,449 |
| 10 |
2,028.6500 |
1,525.0800 |
503.5700 |
29.9% |
114.0519 |
6.8% |
31% |
False |
False |
647,733 |
| 20 |
2,028.6500 |
1,525.0800 |
503.5700 |
29.9% |
123.5120 |
7.3% |
31% |
False |
False |
650,914 |
| 40 |
2,028.6500 |
1,001.6950 |
1,026.9550 |
61.0% |
128.0270 |
7.6% |
66% |
False |
False |
724,547 |
| 60 |
2,028.6500 |
883.1590 |
1,145.4910 |
68.0% |
135.0328 |
8.0% |
70% |
False |
False |
682,230 |
| 80 |
2,962.3770 |
883.1590 |
2,079.2180 |
123.5% |
152.5365 |
9.1% |
38% |
False |
False |
640,299 |
| 100 |
3,579.8660 |
883.1590 |
2,696.7070 |
160.2% |
155.4593 |
9.2% |
30% |
False |
False |
563,286 |
| 120 |
3,579.8660 |
883.1590 |
2,696.7070 |
160.2% |
158.1152 |
9.4% |
30% |
False |
False |
517,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,059.2218 |
|
2.618 |
1,918.4732 |
|
1.618 |
1,832.2302 |
|
1.000 |
1,778.9320 |
|
0.618 |
1,745.9872 |
|
HIGH |
1,692.6890 |
|
0.618 |
1,659.7442 |
|
0.500 |
1,649.5675 |
|
0.382 |
1,639.3908 |
|
LOW |
1,606.4460 |
|
0.618 |
1,553.1478 |
|
1.000 |
1,520.2030 |
|
1.618 |
1,466.9048 |
|
2.618 |
1,380.6618 |
|
4.250 |
1,239.9133 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.1325 |
1,658.5715 |
| PP |
1,660.8500 |
1,633.7280 |
| S1 |
1,649.5675 |
1,608.8845 |
|