Trading Metrics calculated at close of trading on 15-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,746.0 |
3,799.0 |
53.0 |
1.4% |
3,724.0 |
High |
3,806.0 |
3,807.0 |
1.0 |
0.0% |
3,806.0 |
Low |
3,745.0 |
3,758.0 |
13.0 |
0.3% |
3,691.0 |
Close |
3,779.0 |
3,786.0 |
7.0 |
0.2% |
3,779.0 |
Range |
61.0 |
49.0 |
-12.0 |
-19.7% |
115.0 |
ATR |
65.3 |
64.2 |
-1.2 |
-1.8% |
0.0 |
Volume |
673,440 |
561,238 |
-112,202 |
-16.7% |
3,161,100 |
|
Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,930.7 |
3,907.3 |
3,813.0 |
|
R3 |
3,881.7 |
3,858.3 |
3,799.5 |
|
R2 |
3,832.7 |
3,832.7 |
3,795.0 |
|
R1 |
3,809.3 |
3,809.3 |
3,790.5 |
3,796.5 |
PP |
3,783.7 |
3,783.7 |
3,783.7 |
3,777.3 |
S1 |
3,760.3 |
3,760.3 |
3,781.5 |
3,747.5 |
S2 |
3,734.7 |
3,734.7 |
3,777.0 |
|
S3 |
3,685.7 |
3,711.3 |
3,772.5 |
|
S4 |
3,636.7 |
3,662.3 |
3,759.1 |
|
|
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 |
3,807.0 |
3,691.0 |
116.0 |
3.1% |
53.8 |
1.4% |
82% |
True |
False |
631,918 |
10 |
3,807.0 |
3,658.0 |
149.0 |
3.9% |
53.8 |
1.4% |
86% |
True |
False |
649,626 |
20 |
3,807.0 |
3,467.0 |
340.0 |
9.0% |
60.8 |
1.6% |
94% |
True |
False |
736,670 |
40 |
3,807.0 |
3,343.0 |
464.0 |
12.3% |
69.0 |
1.8% |
95% |
True |
False |
817,866 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.1% |
71.8 |
1.9% |
89% |
False |
False |
710,872 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.1% |
72.9 |
1.9% |
89% |
False |
False |
534,180 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.8% |
68.7 |
1.8% |
79% |
False |
False |
427,553 |
120 |
3,909.5 |
3,343.0 |
566.5 |
15.0% |
63.8 |
1.7% |
78% |
False |
False |
356,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,015.3 |
2.618 |
3,935.3 |
1.618 |
3,886.3 |
1.000 |
3,856.0 |
0.618 |
3,837.3 |
HIGH |
3,807.0 |
0.618 |
3,788.3 |
0.500 |
3,782.5 |
0.382 |
3,776.7 |
LOW |
3,758.0 |
0.618 |
3,727.7 |
1.000 |
3,709.0 |
1.618 |
3,678.7 |
2.618 |
3,629.7 |
4.250 |
3,549.8 |
|
|
Fisher Pivots for day following 15-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,784.8 |
3,781.5 |
PP |
3,783.7 |
3,777.0 |
S1 |
3,782.5 |
3,772.5 |
|