Trading Metrics calculated at close of trading on 19-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,757.0 |
3,771.0 |
14.0 |
0.4% |
3,799.0 |
High |
3,782.0 |
3,772.0 |
-10.0 |
-0.3% |
3,822.0 |
Low |
3,746.0 |
3,718.0 |
-28.0 |
-0.7% |
3,718.0 |
Close |
3,773.0 |
3,724.0 |
-49.0 |
-1.3% |
3,724.0 |
Range |
36.0 |
54.0 |
18.0 |
50.0% |
104.0 |
ATR |
61.2 |
60.8 |
-0.4 |
-0.7% |
0.0 |
Volume |
616,322 |
914,791 |
298,469 |
48.4% |
3,498,366 |
|
Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,900.0 |
3,866.0 |
3,753.7 |
|
R3 |
3,846.0 |
3,812.0 |
3,738.9 |
|
R2 |
3,792.0 |
3,792.0 |
3,733.9 |
|
R1 |
3,758.0 |
3,758.0 |
3,729.0 |
3,748.0 |
PP |
3,738.0 |
3,738.0 |
3,738.0 |
3,733.0 |
S1 |
3,704.0 |
3,704.0 |
3,719.1 |
3,694.0 |
S2 |
3,684.0 |
3,684.0 |
3,714.1 |
|
S3 |
3,630.0 |
3,650.0 |
3,709.2 |
|
S4 |
3,576.0 |
3,596.0 |
3,694.3 |
|
|
Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,066.7 |
3,999.3 |
3,781.2 |
|
R3 |
3,962.7 |
3,895.3 |
3,752.6 |
|
R2 |
3,858.7 |
3,858.7 |
3,743.1 |
|
R1 |
3,791.3 |
3,791.3 |
3,733.5 |
3,773.0 |
PP |
3,754.7 |
3,754.7 |
3,754.7 |
3,745.5 |
S1 |
3,687.3 |
3,687.3 |
3,714.5 |
3,669.0 |
S2 |
3,650.7 |
3,650.7 |
3,704.9 |
|
S3 |
3,546.7 |
3,583.3 |
3,695.4 |
|
S4 |
3,442.7 |
3,479.3 |
3,666.8 |
|
|
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 |
3,718.0 |
104.0 |
2.8% |
50.2 |
1.3% |
6% |
False |
True |
699,673 |
10 |
3,822.0 |
3,691.0 |
131.0 |
3.5% |
52.4 |
1.4% |
25% |
False |
False |
665,946 |
20 |
3,822.0 |
3,553.0 |
269.0 |
7.2% |
54.8 |
1.5% |
64% |
False |
False |
688,030 |
40 |
3,822.0 |
3,343.0 |
479.0 |
12.9% |
67.4 |
1.8% |
80% |
False |
False |
809,844 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.3% |
71.1 |
1.9% |
77% |
False |
False |
758,715 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.3% |
71.9 |
1.9% |
77% |
False |
False |
570,703 |
100 |
3,902.0 |
3,343.0 |
559.0 |
15.0% |
69.4 |
1.9% |
68% |
False |
False |
456,920 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.0% |
63.8 |
1.7% |
68% |
False |
False |
380,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,001.5 |
2.618 |
3,913.4 |
1.618 |
3,859.4 |
1.000 |
3,826.0 |
0.618 |
3,805.4 |
HIGH |
3,772.0 |
0.618 |
3,751.4 |
0.500 |
3,745.0 |
0.382 |
3,738.6 |
LOW |
3,718.0 |
0.618 |
3,684.6 |
1.000 |
3,664.0 |
1.618 |
3,630.6 |
2.618 |
3,576.6 |
4.250 |
3,488.5 |
|
|
Fisher Pivots for day following 19-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,745.0 |
3,770.0 |
PP |
3,738.0 |
3,754.7 |
S1 |
3,731.0 |
3,739.3 |
|