Trading Metrics calculated at close of trading on 24-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,651.0 |
3,642.0 |
-9.0 |
-0.2% |
3,799.0 |
High |
3,672.0 |
3,673.0 |
1.0 |
0.0% |
3,822.0 |
Low |
3,621.0 |
3,623.0 |
2.0 |
0.1% |
3,718.0 |
Close |
3,645.0 |
3,668.0 |
23.0 |
0.6% |
3,724.0 |
Range |
51.0 |
50.0 |
-1.0 |
-2.0% |
104.0 |
ATR |
61.9 |
61.0 |
-0.8 |
-1.4% |
0.0 |
Volume |
732,552 |
592,161 |
-140,391 |
-19.2% |
3,498,366 |
|
Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,804.7 |
3,786.3 |
3,695.5 |
|
R3 |
3,754.7 |
3,736.3 |
3,681.8 |
|
R2 |
3,704.7 |
3,704.7 |
3,677.2 |
|
R1 |
3,686.3 |
3,686.3 |
3,672.6 |
3,695.5 |
PP |
3,654.7 |
3,654.7 |
3,654.7 |
3,659.3 |
S1 |
3,636.3 |
3,636.3 |
3,663.4 |
3,645.5 |
S2 |
3,604.7 |
3,604.7 |
3,658.8 |
|
S3 |
3,554.7 |
3,586.3 |
3,654.3 |
|
S4 |
3,504.7 |
3,536.3 |
3,640.5 |
|
|
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 |
3,782.0 |
3,621.0 |
161.0 |
4.4% |
55.8 |
1.5% |
29% |
False |
False |
745,776 |
10 |
3,822.0 |
3,621.0 |
201.0 |
5.5% |
54.0 |
1.5% |
23% |
False |
False |
703,992 |
20 |
3,822.0 |
3,589.0 |
233.0 |
6.4% |
56.1 |
1.5% |
34% |
False |
False |
695,038 |
40 |
3,822.0 |
3,343.0 |
479.0 |
13.1% |
65.3 |
1.8% |
68% |
False |
False |
801,695 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.5% |
70.8 |
1.9% |
65% |
False |
False |
794,165 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.5% |
71.5 |
1.9% |
65% |
False |
False |
598,161 |
100 |
3,860.0 |
3,343.0 |
517.0 |
14.1% |
69.5 |
1.9% |
63% |
False |
False |
478,835 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.2% |
65.0 |
1.8% |
58% |
False |
False |
399,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,885.5 |
2.618 |
3,803.9 |
1.618 |
3,753.9 |
1.000 |
3,723.0 |
0.618 |
3,703.9 |
HIGH |
3,673.0 |
0.618 |
3,653.9 |
0.500 |
3,648.0 |
0.382 |
3,642.1 |
LOW |
3,623.0 |
0.618 |
3,592.1 |
1.000 |
3,573.0 |
1.618 |
3,542.1 |
2.618 |
3,492.1 |
4.250 |
3,410.5 |
|
|
Fisher Pivots for day following 24-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,661.3 |
3,673.5 |
PP |
3,654.7 |
3,671.7 |
S1 |
3,648.0 |
3,669.8 |
|