Trading Metrics calculated at close of trading on 12-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,757.0 |
3,746.0 |
-11.0 |
-0.3% |
3,724.0 |
High |
3,777.0 |
3,806.0 |
29.0 |
0.8% |
3,806.0 |
Low |
3,738.0 |
3,745.0 |
7.0 |
0.2% |
3,691.0 |
Close |
3,753.0 |
3,779.0 |
26.0 |
0.7% |
3,779.0 |
Range |
39.0 |
61.0 |
22.0 |
56.4% |
115.0 |
ATR |
65.7 |
65.3 |
-0.3 |
-0.5% |
0.0 |
Volume |
670,349 |
673,440 |
3,091 |
0.5% |
3,161,100 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,959.7 |
3,930.3 |
3,812.6 |
|
R3 |
3,898.7 |
3,869.3 |
3,795.8 |
|
R2 |
3,837.7 |
3,837.7 |
3,790.2 |
|
R1 |
3,808.3 |
3,808.3 |
3,784.6 |
3,823.0 |
PP |
3,776.7 |
3,776.7 |
3,776.7 |
3,784.0 |
S1 |
3,747.3 |
3,747.3 |
3,773.4 |
3,762.0 |
S2 |
3,715.7 |
3,715.7 |
3,767.8 |
|
S3 |
3,654.7 |
3,686.3 |
3,762.2 |
|
S4 |
3,593.7 |
3,625.3 |
3,745.5 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,103.7 |
4,056.3 |
3,842.3 |
|
R3 |
3,988.7 |
3,941.3 |
3,810.6 |
|
R2 |
3,873.7 |
3,873.7 |
3,800.1 |
|
R1 |
3,826.3 |
3,826.3 |
3,789.5 |
3,850.0 |
PP |
3,758.7 |
3,758.7 |
3,758.7 |
3,770.5 |
S1 |
3,711.3 |
3,711.3 |
3,768.5 |
3,735.0 |
S2 |
3,643.7 |
3,643.7 |
3,757.9 |
|
S3 |
3,528.7 |
3,596.3 |
3,747.4 |
|
S4 |
3,413.7 |
3,481.3 |
3,715.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,806.0 |
3,691.0 |
115.0 |
3.0% |
54.6 |
1.4% |
77% |
True |
False |
632,220 |
10 |
3,806.0 |
3,658.0 |
148.0 |
3.9% |
52.9 |
1.4% |
82% |
True |
False |
654,903 |
20 |
3,806.0 |
3,467.0 |
339.0 |
9.0% |
61.3 |
1.6% |
92% |
True |
False |
747,559 |
40 |
3,806.0 |
3,343.0 |
463.0 |
12.3% |
69.5 |
1.8% |
94% |
True |
False |
838,969 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
72.1 |
1.9% |
88% |
False |
False |
701,521 |
80 |
3,855.0 |
3,343.0 |
512.0 |
13.5% |
73.3 |
1.9% |
85% |
False |
False |
527,165 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.8% |
68.3 |
1.8% |
78% |
False |
False |
421,941 |
120 |
3,909.5 |
3,343.0 |
566.5 |
15.0% |
63.7 |
1.7% |
77% |
False |
False |
351,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,065.3 |
2.618 |
3,965.7 |
1.618 |
3,904.7 |
1.000 |
3,867.0 |
0.618 |
3,843.7 |
HIGH |
3,806.0 |
0.618 |
3,782.7 |
0.500 |
3,775.5 |
0.382 |
3,768.3 |
LOW |
3,745.0 |
0.618 |
3,707.3 |
1.000 |
3,684.0 |
1.618 |
3,646.3 |
2.618 |
3,585.3 |
4.250 |
3,485.8 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,777.8 |
3,768.8 |
PP |
3,776.7 |
3,758.7 |
S1 |
3,775.5 |
3,748.5 |
|