Trading Metrics calculated at close of trading on 23-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,713.0 |
3,651.0 |
-62.0 |
-1.7% |
3,799.0 |
High |
3,726.0 |
3,672.0 |
-54.0 |
-1.4% |
3,822.0 |
Low |
3,638.0 |
3,621.0 |
-17.0 |
-0.5% |
3,718.0 |
Close |
3,651.0 |
3,645.0 |
-6.0 |
-0.2% |
3,724.0 |
Range |
88.0 |
51.0 |
-37.0 |
-42.0% |
104.0 |
ATR |
62.7 |
61.9 |
-0.8 |
-1.3% |
0.0 |
Volume |
873,056 |
732,552 |
-140,504 |
-16.1% |
3,498,366 |
|
Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,799.0 |
3,773.0 |
3,673.1 |
|
R3 |
3,748.0 |
3,722.0 |
3,659.0 |
|
R2 |
3,697.0 |
3,697.0 |
3,654.4 |
|
R1 |
3,671.0 |
3,671.0 |
3,649.7 |
3,658.5 |
PP |
3,646.0 |
3,646.0 |
3,646.0 |
3,639.8 |
S1 |
3,620.0 |
3,620.0 |
3,640.3 |
3,607.5 |
S2 |
3,595.0 |
3,595.0 |
3,635.7 |
|
S3 |
3,544.0 |
3,569.0 |
3,631.0 |
|
S4 |
3,493.0 |
3,518.0 |
3,617.0 |
|
|
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 |
3,621.0 |
201.0 |
5.5% |
61.0 |
1.7% |
12% |
False |
True |
775,230 |
10 |
3,822.0 |
3,621.0 |
201.0 |
5.5% |
55.6 |
1.5% |
12% |
False |
True |
709,697 |
20 |
3,822.0 |
3,572.0 |
250.0 |
6.9% |
56.6 |
1.6% |
29% |
False |
False |
699,182 |
40 |
3,822.0 |
3,343.0 |
479.0 |
13.1% |
65.9 |
1.8% |
63% |
False |
False |
804,149 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.6% |
70.9 |
1.9% |
61% |
False |
False |
784,994 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.6% |
71.5 |
2.0% |
61% |
False |
False |
590,760 |
100 |
3,875.0 |
3,343.0 |
532.0 |
14.6% |
69.9 |
1.9% |
57% |
False |
False |
472,930 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.3% |
64.6 |
1.8% |
54% |
False |
False |
394,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,888.8 |
2.618 |
3,805.5 |
1.618 |
3,754.5 |
1.000 |
3,723.0 |
0.618 |
3,703.5 |
HIGH |
3,672.0 |
0.618 |
3,652.5 |
0.500 |
3,646.5 |
0.382 |
3,640.5 |
LOW |
3,621.0 |
0.618 |
3,589.5 |
1.000 |
3,570.0 |
1.618 |
3,538.5 |
2.618 |
3,487.5 |
4.250 |
3,404.3 |
|
|
Fisher Pivots for day following 23-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,646.5 |
3,696.5 |
PP |
3,646.0 |
3,679.3 |
S1 |
3,645.5 |
3,662.2 |
|