Trading Metrics calculated at close of trading on 17-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,794.0 |
3,816.0 |
22.0 |
0.6% |
3,724.0 |
High |
3,820.0 |
3,822.0 |
2.0 |
0.1% |
3,806.0 |
Low |
3,784.0 |
3,746.0 |
-38.0 |
-1.0% |
3,691.0 |
Close |
3,804.0 |
3,754.0 |
-50.0 |
-1.3% |
3,779.0 |
Range |
36.0 |
76.0 |
40.0 |
111.1% |
115.0 |
ATR |
62.2 |
63.1 |
1.0 |
1.6% |
0.0 |
Volume |
666,582 |
739,433 |
72,851 |
10.9% |
3,161,100 |
|
Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,002.0 |
3,954.0 |
3,795.8 |
|
R3 |
3,926.0 |
3,878.0 |
3,774.9 |
|
R2 |
3,850.0 |
3,850.0 |
3,767.9 |
|
R1 |
3,802.0 |
3,802.0 |
3,761.0 |
3,788.0 |
PP |
3,774.0 |
3,774.0 |
3,774.0 |
3,767.0 |
S1 |
3,726.0 |
3,726.0 |
3,747.0 |
3,712.0 |
S2 |
3,698.0 |
3,698.0 |
3,740.1 |
|
S3 |
3,622.0 |
3,650.0 |
3,733.1 |
|
S4 |
3,546.0 |
3,574.0 |
3,712.2 |
|
|
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 |
3,822.0 |
3,738.0 |
84.0 |
2.2% |
52.2 |
1.4% |
19% |
True |
False |
662,208 |
10 |
3,822.0 |
3,691.0 |
131.0 |
3.5% |
52.9 |
1.4% |
48% |
True |
False |
659,357 |
20 |
3,822.0 |
3,547.0 |
275.0 |
7.3% |
56.3 |
1.5% |
75% |
True |
False |
698,542 |
40 |
3,822.0 |
3,343.0 |
479.0 |
12.8% |
68.7 |
1.8% |
86% |
True |
False |
820,055 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
71.4 |
1.9% |
83% |
False |
False |
734,212 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
72.7 |
1.9% |
83% |
False |
False |
551,688 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.9% |
69.2 |
1.8% |
74% |
False |
False |
441,609 |
120 |
3,902.0 |
3,343.0 |
559.0 |
14.9% |
63.6 |
1.7% |
74% |
False |
False |
368,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,145.0 |
2.618 |
4,021.0 |
1.618 |
3,945.0 |
1.000 |
3,898.0 |
0.618 |
3,869.0 |
HIGH |
3,822.0 |
0.618 |
3,793.0 |
0.500 |
3,784.0 |
0.382 |
3,775.0 |
LOW |
3,746.0 |
0.618 |
3,699.0 |
1.000 |
3,670.0 |
1.618 |
3,623.0 |
2.618 |
3,547.0 |
4.250 |
3,423.0 |
|
|
Fisher Pivots for day following 17-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,784.0 |
3,784.0 |
PP |
3,774.0 |
3,774.0 |
S1 |
3,764.0 |
3,764.0 |
|