| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,790.0 |
1,804.4 |
14.4 |
0.8% |
1,763.9 |
| High |
1,796.1 |
1,804.9 |
8.8 |
0.5% |
1,792.1 |
| Low |
1,785.6 |
1,787.8 |
2.2 |
0.1% |
1,753.0 |
| Close |
1,794.0 |
1,795.6 |
1.6 |
0.1% |
1,772.9 |
| Range |
10.5 |
17.1 |
6.6 |
62.9% |
39.1 |
| ATR |
23.9 |
23.4 |
-0.5 |
-2.0% |
0.0 |
| Volume |
249 |
601 |
352 |
141.4% |
3,112 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,847.4 |
1,838.6 |
1,805.0 |
|
| R3 |
1,830.3 |
1,821.5 |
1,800.3 |
|
| R2 |
1,813.2 |
1,813.2 |
1,798.7 |
|
| R1 |
1,804.4 |
1,804.4 |
1,797.2 |
1,800.3 |
| PP |
1,796.1 |
1,796.1 |
1,796.1 |
1,794.0 |
| S1 |
1,787.3 |
1,787.3 |
1,794.0 |
1,783.2 |
| S2 |
1,779.0 |
1,779.0 |
1,792.5 |
|
| S3 |
1,761.9 |
1,770.2 |
1,790.9 |
|
| S4 |
1,744.8 |
1,753.1 |
1,786.2 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,890.0 |
1,870.5 |
1,794.4 |
|
| R3 |
1,850.9 |
1,831.4 |
1,783.7 |
|
| R2 |
1,811.8 |
1,811.8 |
1,780.1 |
|
| R1 |
1,792.3 |
1,792.3 |
1,776.5 |
1,802.1 |
| PP |
1,772.7 |
1,772.7 |
1,772.7 |
1,777.5 |
| S1 |
1,753.2 |
1,753.2 |
1,769.3 |
1,763.0 |
| S2 |
1,733.6 |
1,733.6 |
1,765.7 |
|
| S3 |
1,694.5 |
1,714.1 |
1,762.1 |
|
| S4 |
1,655.4 |
1,675.0 |
1,751.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,804.9 |
1,764.2 |
40.7 |
2.3% |
18.8 |
1.0% |
77% |
True |
False |
381 |
| 10 |
1,804.9 |
1,732.0 |
72.9 |
4.1% |
19.5 |
1.1% |
87% |
True |
False |
4,481 |
| 20 |
1,804.9 |
1,678.4 |
126.5 |
7.0% |
22.1 |
1.2% |
93% |
True |
False |
92,709 |
| 40 |
1,861.5 |
1,678.4 |
183.1 |
10.2% |
24.5 |
1.4% |
64% |
False |
False |
142,110 |
| 60 |
1,882.5 |
1,678.4 |
204.1 |
11.4% |
25.2 |
1.4% |
57% |
False |
False |
131,769 |
| 80 |
2,009.5 |
1,678.4 |
331.1 |
18.4% |
26.5 |
1.5% |
35% |
False |
False |
105,618 |
| 100 |
2,009.5 |
1,678.4 |
331.1 |
18.4% |
26.5 |
1.5% |
35% |
False |
False |
85,454 |
| 120 |
2,085.2 |
1,678.4 |
406.8 |
22.7% |
29.2 |
1.6% |
29% |
False |
False |
71,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,877.6 |
|
2.618 |
1,849.7 |
|
1.618 |
1,832.6 |
|
1.000 |
1,822.0 |
|
0.618 |
1,815.5 |
|
HIGH |
1,804.9 |
|
0.618 |
1,798.4 |
|
0.500 |
1,796.4 |
|
0.382 |
1,794.3 |
|
LOW |
1,787.8 |
|
0.618 |
1,777.2 |
|
1.000 |
1,770.7 |
|
1.618 |
1,760.1 |
|
2.618 |
1,743.0 |
|
4.250 |
1,715.1 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,796.4 |
1,793.2 |
| PP |
1,796.1 |
1,790.8 |
| S1 |
1,795.9 |
1,788.4 |
|