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 |
3,711.0 |
3,757.0 |
46.0 |
1.2% |
3,709.0 |
High |
3,757.0 |
3,777.0 |
20.0 |
0.5% |
3,779.0 |
Low |
3,691.0 |
3,738.0 |
47.0 |
1.3% |
3,658.0 |
Close |
3,752.0 |
3,753.0 |
1.0 |
0.0% |
3,718.0 |
Range |
66.0 |
39.0 |
-27.0 |
-40.9% |
121.0 |
ATR |
67.7 |
65.7 |
-2.1 |
-3.0% |
0.0 |
Volume |
649,214 |
670,349 |
21,135 |
3.3% |
3,387,936 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,873.0 |
3,852.0 |
3,774.5 |
|
R3 |
3,834.0 |
3,813.0 |
3,763.7 |
|
R2 |
3,795.0 |
3,795.0 |
3,760.2 |
|
R1 |
3,774.0 |
3,774.0 |
3,756.6 |
3,765.0 |
PP |
3,756.0 |
3,756.0 |
3,756.0 |
3,751.5 |
S1 |
3,735.0 |
3,735.0 |
3,749.4 |
3,726.0 |
S2 |
3,717.0 |
3,717.0 |
3,745.9 |
|
S3 |
3,678.0 |
3,696.0 |
3,742.3 |
|
S4 |
3,639.0 |
3,657.0 |
3,731.6 |
|
|
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 |
3,777.0 |
3,691.0 |
86.0 |
2.3% |
51.6 |
1.4% |
72% |
True |
False |
630,571 |
10 |
3,779.0 |
3,658.0 |
121.0 |
3.2% |
53.7 |
1.4% |
79% |
False |
False |
679,181 |
20 |
3,779.0 |
3,386.0 |
393.0 |
10.5% |
62.8 |
1.7% |
93% |
False |
False |
763,487 |
40 |
3,779.0 |
3,343.0 |
436.0 |
11.6% |
72.6 |
1.9% |
94% |
False |
False |
853,992 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
72.7 |
1.9% |
82% |
False |
False |
690,304 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.6% |
73.2 |
2.0% |
80% |
False |
False |
518,836 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.9% |
68.1 |
1.8% |
73% |
False |
False |
415,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,942.8 |
2.618 |
3,879.1 |
1.618 |
3,840.1 |
1.000 |
3,816.0 |
0.618 |
3,801.1 |
HIGH |
3,777.0 |
0.618 |
3,762.1 |
0.500 |
3,757.5 |
0.382 |
3,752.9 |
LOW |
3,738.0 |
0.618 |
3,713.9 |
1.000 |
3,699.0 |
1.618 |
3,674.9 |
2.618 |
3,635.9 |
4.250 |
3,572.3 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,757.5 |
3,746.7 |
PP |
3,756.0 |
3,740.3 |
S1 |
3,754.5 |
3,734.0 |
|