Trading Metrics calculated at close of trading on 09-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,724.0 |
3,757.0 |
33.0 |
0.9% |
3,709.0 |
High |
3,777.0 |
3,758.0 |
-19.0 |
-0.5% |
3,779.0 |
Low |
3,724.0 |
3,704.0 |
-20.0 |
-0.5% |
3,658.0 |
Close |
3,755.0 |
3,716.0 |
-39.0 |
-1.0% |
3,718.0 |
Range |
53.0 |
54.0 |
1.0 |
1.9% |
121.0 |
ATR |
68.9 |
67.8 |
-1.1 |
-1.5% |
0.0 |
Volume |
562,747 |
605,350 |
42,603 |
7.6% |
3,387,936 |
|
Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,888.0 |
3,856.0 |
3,745.7 |
|
R3 |
3,834.0 |
3,802.0 |
3,730.9 |
|
R2 |
3,780.0 |
3,780.0 |
3,725.9 |
|
R1 |
3,748.0 |
3,748.0 |
3,721.0 |
3,737.0 |
PP |
3,726.0 |
3,726.0 |
3,726.0 |
3,720.5 |
S1 |
3,694.0 |
3,694.0 |
3,711.1 |
3,683.0 |
S2 |
3,672.0 |
3,672.0 |
3,706.1 |
|
S3 |
3,618.0 |
3,640.0 |
3,701.2 |
|
S4 |
3,564.0 |
3,586.0 |
3,686.3 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,081.3 |
4,020.7 |
3,784.6 |
|
R3 |
3,960.3 |
3,899.7 |
3,751.3 |
|
R2 |
3,839.3 |
3,839.3 |
3,740.2 |
|
R1 |
3,778.7 |
3,778.7 |
3,729.1 |
3,809.0 |
PP |
3,718.3 |
3,718.3 |
3,718.3 |
3,733.5 |
S1 |
3,657.7 |
3,657.7 |
3,706.9 |
3,688.0 |
S2 |
3,597.3 |
3,597.3 |
3,695.8 |
|
S3 |
3,476.3 |
3,536.7 |
3,684.7 |
|
S4 |
3,355.3 |
3,415.7 |
3,651.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,779.0 |
3,662.0 |
117.0 |
3.1% |
56.4 |
1.5% |
46% |
False |
False |
651,604 |
10 |
3,779.0 |
3,572.0 |
207.0 |
5.6% |
57.6 |
1.6% |
70% |
False |
False |
688,666 |
20 |
3,779.0 |
3,362.0 |
417.0 |
11.2% |
66.1 |
1.8% |
85% |
False |
False |
798,258 |
40 |
3,779.0 |
3,343.0 |
436.0 |
11.7% |
74.9 |
2.0% |
86% |
False |
False |
910,846 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.4% |
72.3 |
1.9% |
75% |
False |
False |
668,602 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.8% |
73.0 |
2.0% |
73% |
False |
False |
502,421 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.0% |
68.3 |
1.8% |
67% |
False |
False |
402,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,987.5 |
2.618 |
3,899.4 |
1.618 |
3,845.4 |
1.000 |
3,812.0 |
0.618 |
3,791.4 |
HIGH |
3,758.0 |
0.618 |
3,737.4 |
0.500 |
3,731.0 |
0.382 |
3,724.6 |
LOW |
3,704.0 |
0.618 |
3,670.6 |
1.000 |
3,650.0 |
1.618 |
3,616.6 |
2.618 |
3,562.6 |
4.250 |
3,474.5 |
|
|
Fisher Pivots for day following 09-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,731.0 |
3,740.5 |
PP |
3,726.0 |
3,732.3 |
S1 |
3,721.0 |
3,724.2 |
|