Trading Metrics calculated at close of trading on 16-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,799.0 |
3,794.0 |
-5.0 |
-0.1% |
3,724.0 |
High |
3,807.0 |
3,820.0 |
13.0 |
0.3% |
3,806.0 |
Low |
3,758.0 |
3,784.0 |
26.0 |
0.7% |
3,691.0 |
Close |
3,786.0 |
3,804.0 |
18.0 |
0.5% |
3,779.0 |
Range |
49.0 |
36.0 |
-13.0 |
-26.5% |
115.0 |
ATR |
64.2 |
62.2 |
-2.0 |
-3.1% |
0.0 |
Volume |
561,238 |
666,582 |
105,344 |
18.8% |
3,161,100 |
|
Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,910.7 |
3,893.3 |
3,823.8 |
|
R3 |
3,874.7 |
3,857.3 |
3,813.9 |
|
R2 |
3,838.7 |
3,838.7 |
3,810.6 |
|
R1 |
3,821.3 |
3,821.3 |
3,807.3 |
3,830.0 |
PP |
3,802.7 |
3,802.7 |
3,802.7 |
3,807.0 |
S1 |
3,785.3 |
3,785.3 |
3,800.7 |
3,794.0 |
S2 |
3,766.7 |
3,766.7 |
3,797.4 |
|
S3 |
3,730.7 |
3,749.3 |
3,794.1 |
|
S4 |
3,694.7 |
3,713.3 |
3,784.2 |
|
|
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 |
3,820.0 |
3,691.0 |
129.0 |
3.4% |
50.2 |
1.3% |
88% |
True |
False |
644,164 |
10 |
3,820.0 |
3,662.0 |
158.0 |
4.2% |
53.3 |
1.4% |
90% |
True |
False |
647,884 |
20 |
3,820.0 |
3,539.0 |
281.0 |
7.4% |
56.2 |
1.5% |
94% |
True |
False |
713,840 |
40 |
3,820.0 |
3,343.0 |
477.0 |
12.5% |
68.4 |
1.8% |
97% |
True |
False |
822,378 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.1% |
71.1 |
1.9% |
93% |
False |
False |
721,979 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.1% |
72.5 |
1.9% |
93% |
False |
False |
542,511 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.7% |
68.8 |
1.8% |
82% |
False |
False |
434,215 |
120 |
3,902.0 |
3,343.0 |
559.0 |
14.7% |
63.8 |
1.7% |
82% |
False |
False |
361,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,973.0 |
2.618 |
3,914.2 |
1.618 |
3,878.2 |
1.000 |
3,856.0 |
0.618 |
3,842.2 |
HIGH |
3,820.0 |
0.618 |
3,806.2 |
0.500 |
3,802.0 |
0.382 |
3,797.8 |
LOW |
3,784.0 |
0.618 |
3,761.8 |
1.000 |
3,748.0 |
1.618 |
3,725.8 |
2.618 |
3,689.8 |
4.250 |
3,631.0 |
|
|
Fisher Pivots for day following 16-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,803.3 |
3,796.8 |
PP |
3,802.7 |
3,789.7 |
S1 |
3,802.0 |
3,782.5 |
|