Trading Metrics calculated at close of trading on 22-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,771.0 |
3,713.0 |
-58.0 |
-1.5% |
3,799.0 |
High |
3,772.0 |
3,726.0 |
-46.0 |
-1.2% |
3,822.0 |
Low |
3,718.0 |
3,638.0 |
-80.0 |
-2.2% |
3,718.0 |
Close |
3,724.0 |
3,651.0 |
-73.0 |
-2.0% |
3,724.0 |
Range |
54.0 |
88.0 |
34.0 |
63.0% |
104.0 |
ATR |
60.8 |
62.7 |
1.9 |
3.2% |
0.0 |
Volume |
914,791 |
873,056 |
-41,735 |
-4.6% |
3,498,366 |
|
Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,935.7 |
3,881.3 |
3,699.4 |
|
R3 |
3,847.7 |
3,793.3 |
3,675.2 |
|
R2 |
3,759.7 |
3,759.7 |
3,667.1 |
|
R1 |
3,705.3 |
3,705.3 |
3,659.1 |
3,688.5 |
PP |
3,671.7 |
3,671.7 |
3,671.7 |
3,663.3 |
S1 |
3,617.3 |
3,617.3 |
3,642.9 |
3,600.5 |
S2 |
3,583.7 |
3,583.7 |
3,634.9 |
|
S3 |
3,495.7 |
3,529.3 |
3,626.8 |
|
S4 |
3,407.7 |
3,441.3 |
3,602.6 |
|
|
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 |
3,638.0 |
184.0 |
5.0% |
58.0 |
1.6% |
7% |
False |
True |
762,036 |
10 |
3,822.0 |
3,638.0 |
184.0 |
5.0% |
55.9 |
1.5% |
7% |
False |
True |
696,977 |
20 |
3,822.0 |
3,553.0 |
269.0 |
7.4% |
56.5 |
1.5% |
36% |
False |
False |
698,659 |
40 |
3,822.0 |
3,343.0 |
479.0 |
13.1% |
66.5 |
1.8% |
64% |
False |
False |
807,246 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.6% |
71.2 |
1.9% |
62% |
False |
False |
773,098 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.6% |
72.1 |
2.0% |
62% |
False |
False |
581,603 |
100 |
3,875.0 |
3,343.0 |
532.0 |
14.6% |
69.7 |
1.9% |
58% |
False |
False |
465,620 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.3% |
64.2 |
1.8% |
55% |
False |
False |
388,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,100.0 |
2.618 |
3,956.4 |
1.618 |
3,868.4 |
1.000 |
3,814.0 |
0.618 |
3,780.4 |
HIGH |
3,726.0 |
0.618 |
3,692.4 |
0.500 |
3,682.0 |
0.382 |
3,671.6 |
LOW |
3,638.0 |
0.618 |
3,583.6 |
1.000 |
3,550.0 |
1.618 |
3,495.6 |
2.618 |
3,407.6 |
4.250 |
3,264.0 |
|
|
Fisher Pivots for day following 22-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,682.0 |
3,710.0 |
PP |
3,671.7 |
3,690.3 |
S1 |
3,661.3 |
3,670.7 |
|