| 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 |
3,757.0 |
3,711.0 |
-46.0 |
-1.2% |
3,709.0 |
| High |
3,758.0 |
3,757.0 |
-1.0 |
0.0% |
3,779.0 |
| Low |
3,704.0 |
3,691.0 |
-13.0 |
-0.4% |
3,658.0 |
| Close |
3,716.0 |
3,752.0 |
36.0 |
1.0% |
3,718.0 |
| Range |
54.0 |
66.0 |
12.0 |
22.2% |
121.0 |
| ATR |
67.8 |
67.7 |
-0.1 |
-0.2% |
0.0 |
| Volume |
605,350 |
649,214 |
43,864 |
7.2% |
3,387,936 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,931.3 |
3,907.7 |
3,788.3 |
|
| R3 |
3,865.3 |
3,841.7 |
3,770.2 |
|
| R2 |
3,799.3 |
3,799.3 |
3,764.1 |
|
| R1 |
3,775.7 |
3,775.7 |
3,758.1 |
3,787.5 |
| PP |
3,733.3 |
3,733.3 |
3,733.3 |
3,739.3 |
| S1 |
3,709.7 |
3,709.7 |
3,746.0 |
3,721.5 |
| S2 |
3,667.3 |
3,667.3 |
3,739.9 |
|
| S3 |
3,601.3 |
3,643.7 |
3,733.9 |
|
| S4 |
3,535.3 |
3,577.7 |
3,715.7 |
|
|
| 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 |
3,691.0 |
88.0 |
2.3% |
53.6 |
1.4% |
69% |
False |
True |
656,506 |
| 10 |
3,779.0 |
3,589.0 |
190.0 |
5.1% |
58.1 |
1.5% |
86% |
False |
False |
686,084 |
| 20 |
3,779.0 |
3,362.0 |
417.0 |
11.1% |
65.8 |
1.8% |
94% |
False |
False |
785,258 |
| 40 |
3,779.0 |
3,343.0 |
436.0 |
11.6% |
74.0 |
2.0% |
94% |
False |
False |
867,480 |
| 60 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
72.7 |
1.9% |
82% |
False |
False |
679,369 |
| 80 |
3,855.0 |
3,343.0 |
512.0 |
13.6% |
73.4 |
2.0% |
80% |
False |
False |
510,457 |
| 100 |
3,902.0 |
3,343.0 |
559.0 |
14.9% |
68.4 |
1.8% |
73% |
False |
False |
408,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,037.5 |
|
2.618 |
3,929.8 |
|
1.618 |
3,863.8 |
|
1.000 |
3,823.0 |
|
0.618 |
3,797.8 |
|
HIGH |
3,757.0 |
|
0.618 |
3,731.8 |
|
0.500 |
3,724.0 |
|
0.382 |
3,716.2 |
|
LOW |
3,691.0 |
|
0.618 |
3,650.2 |
|
1.000 |
3,625.0 |
|
1.618 |
3,584.2 |
|
2.618 |
3,518.2 |
|
4.250 |
3,410.5 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,742.7 |
3,746.0 |
| PP |
3,733.3 |
3,740.0 |
| S1 |
3,724.0 |
3,734.0 |
|