Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
1,804.4 |
1,794.3 |
-10.1 |
-0.6% |
1,763.9 |
High |
1,804.9 |
1,794.3 |
-10.6 |
-0.6% |
1,792.1 |
Low |
1,787.8 |
1,785.7 |
-2.1 |
-0.1% |
1,753.0 |
Close |
1,795.6 |
1,789.7 |
-5.9 |
-0.3% |
1,772.9 |
Range |
17.1 |
8.6 |
-8.5 |
-49.7% |
39.1 |
ATR |
23.4 |
22.4 |
-1.0 |
-4.1% |
0.0 |
Volume |
601 |
1,235 |
634 |
105.5% |
3,112 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.7 |
1,811.3 |
1,794.4 |
|
R3 |
1,807.1 |
1,802.7 |
1,792.1 |
|
R2 |
1,798.5 |
1,798.5 |
1,791.3 |
|
R1 |
1,794.1 |
1,794.1 |
1,790.5 |
1,792.0 |
PP |
1,789.9 |
1,789.9 |
1,789.9 |
1,788.9 |
S1 |
1,785.5 |
1,785.5 |
1,788.9 |
1,783.4 |
S2 |
1,781.3 |
1,781.3 |
1,788.1 |
|
S3 |
1,772.7 |
1,776.9 |
1,787.3 |
|
S4 |
1,764.1 |
1,768.3 |
1,785.0 |
|
|
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% |
15.7 |
0.9% |
63% |
False |
False |
571 |
10 |
1,804.9 |
1,750.0 |
54.9 |
3.1% |
18.1 |
1.0% |
72% |
False |
False |
880 |
20 |
1,804.9 |
1,678.4 |
126.5 |
7.1% |
20.5 |
1.1% |
88% |
False |
False |
79,453 |
40 |
1,861.5 |
1,678.4 |
183.1 |
10.2% |
24.0 |
1.3% |
61% |
False |
False |
138,012 |
60 |
1,882.5 |
1,678.4 |
204.1 |
11.4% |
24.7 |
1.4% |
55% |
False |
False |
131,327 |
80 |
1,991.6 |
1,678.4 |
313.2 |
17.5% |
26.2 |
1.5% |
36% |
False |
False |
105,613 |
100 |
2,009.5 |
1,678.4 |
331.1 |
18.5% |
26.3 |
1.5% |
34% |
False |
False |
85,430 |
120 |
2,085.2 |
1,678.4 |
406.8 |
22.7% |
29.0 |
1.6% |
27% |
False |
False |
71,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,830.9 |
2.618 |
1,816.8 |
1.618 |
1,808.2 |
1.000 |
1,802.9 |
0.618 |
1,799.6 |
HIGH |
1,794.3 |
0.618 |
1,791.0 |
0.500 |
1,790.0 |
0.382 |
1,789.0 |
LOW |
1,785.7 |
0.618 |
1,780.4 |
1.000 |
1,777.1 |
1.618 |
1,771.8 |
2.618 |
1,763.2 |
4.250 |
1,749.2 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,790.0 |
1,795.3 |
PP |
1,789.9 |
1,793.4 |
S1 |
1,789.8 |
1,791.6 |
|