Trading Metrics calculated at close of trading on 18-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,816.0 |
3,757.0 |
-59.0 |
-1.5% |
3,724.0 |
High |
3,822.0 |
3,782.0 |
-40.0 |
-1.0% |
3,806.0 |
Low |
3,746.0 |
3,746.0 |
0.0 |
0.0% |
3,691.0 |
Close |
3,754.0 |
3,773.0 |
19.0 |
0.5% |
3,779.0 |
Range |
76.0 |
36.0 |
-40.0 |
-52.6% |
115.0 |
ATR |
63.1 |
61.2 |
-1.9 |
-3.1% |
0.0 |
Volume |
739,433 |
616,322 |
-123,111 |
-16.6% |
3,161,100 |
|
Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,875.0 |
3,860.0 |
3,792.8 |
|
R3 |
3,839.0 |
3,824.0 |
3,782.9 |
|
R2 |
3,803.0 |
3,803.0 |
3,779.6 |
|
R1 |
3,788.0 |
3,788.0 |
3,776.3 |
3,795.5 |
PP |
3,767.0 |
3,767.0 |
3,767.0 |
3,770.8 |
S1 |
3,752.0 |
3,752.0 |
3,769.7 |
3,759.5 |
S2 |
3,731.0 |
3,731.0 |
3,766.4 |
|
S3 |
3,695.0 |
3,716.0 |
3,763.1 |
|
S4 |
3,659.0 |
3,680.0 |
3,753.2 |
|
|
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 |
3,745.0 |
77.0 |
2.0% |
51.6 |
1.4% |
36% |
False |
False |
651,403 |
10 |
3,822.0 |
3,691.0 |
131.0 |
3.5% |
51.6 |
1.4% |
63% |
False |
False |
640,987 |
20 |
3,822.0 |
3,553.0 |
269.0 |
7.1% |
55.1 |
1.5% |
82% |
False |
False |
681,788 |
40 |
3,822.0 |
3,343.0 |
479.0 |
12.7% |
67.9 |
1.8% |
90% |
False |
False |
812,217 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
71.4 |
1.9% |
87% |
False |
False |
743,811 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.2% |
72.1 |
1.9% |
87% |
False |
False |
559,276 |
100 |
3,902.0 |
3,343.0 |
559.0 |
14.8% |
69.2 |
1.8% |
77% |
False |
False |
447,772 |
120 |
3,902.0 |
3,343.0 |
559.0 |
14.8% |
63.9 |
1.7% |
77% |
False |
False |
373,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,935.0 |
2.618 |
3,876.2 |
1.618 |
3,840.2 |
1.000 |
3,818.0 |
0.618 |
3,804.2 |
HIGH |
3,782.0 |
0.618 |
3,768.2 |
0.500 |
3,764.0 |
0.382 |
3,759.8 |
LOW |
3,746.0 |
0.618 |
3,723.8 |
1.000 |
3,710.0 |
1.618 |
3,687.8 |
2.618 |
3,651.8 |
4.250 |
3,593.0 |
|
|
Fisher Pivots for day following 18-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,770.0 |
3,784.0 |
PP |
3,767.0 |
3,780.3 |
S1 |
3,764.0 |
3,776.7 |
|