Trading Metrics calculated at close of trading on 26-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
3,663.0 |
3,691.0 |
28.0 |
0.8% |
3,713.0 |
High |
3,702.0 |
3,705.0 |
3.0 |
0.1% |
3,726.0 |
Low |
3,657.0 |
3,567.0 |
-90.0 |
-2.5% |
3,567.0 |
Close |
3,671.0 |
3,598.0 |
-73.0 |
-2.0% |
3,598.0 |
Range |
45.0 |
138.0 |
93.0 |
206.7% |
159.0 |
ATR |
59.9 |
65.5 |
5.6 |
9.3% |
0.0 |
Volume |
657,063 |
1,001,465 |
344,402 |
52.4% |
3,856,297 |
|
Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,037.3 |
3,955.7 |
3,673.9 |
|
R3 |
3,899.3 |
3,817.7 |
3,636.0 |
|
R2 |
3,761.3 |
3,761.3 |
3,623.3 |
|
R1 |
3,679.7 |
3,679.7 |
3,610.7 |
3,651.5 |
PP |
3,623.3 |
3,623.3 |
3,623.3 |
3,609.3 |
S1 |
3,541.7 |
3,541.7 |
3,585.4 |
3,513.5 |
S2 |
3,485.3 |
3,485.3 |
3,572.7 |
|
S3 |
3,347.3 |
3,403.7 |
3,560.1 |
|
S4 |
3,209.3 |
3,265.7 |
3,522.1 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,107.3 |
4,011.7 |
3,685.5 |
|
R3 |
3,948.3 |
3,852.7 |
3,641.7 |
|
R2 |
3,789.3 |
3,789.3 |
3,627.2 |
|
R1 |
3,693.7 |
3,693.7 |
3,612.6 |
3,662.0 |
PP |
3,630.3 |
3,630.3 |
3,630.3 |
3,614.5 |
S1 |
3,534.7 |
3,534.7 |
3,583.4 |
3,503.0 |
S2 |
3,471.3 |
3,471.3 |
3,568.9 |
|
S3 |
3,312.3 |
3,375.7 |
3,554.3 |
|
S4 |
3,153.3 |
3,216.7 |
3,510.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,726.0 |
3,567.0 |
159.0 |
4.4% |
74.4 |
2.1% |
19% |
False |
True |
771,259 |
10 |
3,822.0 |
3,567.0 |
255.0 |
7.1% |
62.3 |
1.7% |
12% |
False |
True |
735,466 |
20 |
3,822.0 |
3,567.0 |
255.0 |
7.1% |
57.6 |
1.6% |
12% |
False |
True |
695,184 |
40 |
3,822.0 |
3,343.0 |
479.0 |
13.3% |
66.5 |
1.8% |
53% |
False |
False |
789,580 |
60 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
71.7 |
2.0% |
51% |
False |
False |
820,819 |
80 |
3,840.0 |
3,343.0 |
497.0 |
13.8% |
72.2 |
2.0% |
51% |
False |
False |
618,779 |
100 |
3,860.0 |
3,343.0 |
517.0 |
14.4% |
70.5 |
2.0% |
49% |
False |
False |
495,418 |
120 |
3,902.0 |
3,343.0 |
559.0 |
15.5% |
65.6 |
1.8% |
46% |
False |
False |
412,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,291.5 |
2.618 |
4,066.3 |
1.618 |
3,928.3 |
1.000 |
3,843.0 |
0.618 |
3,790.3 |
HIGH |
3,705.0 |
0.618 |
3,652.3 |
0.500 |
3,636.0 |
0.382 |
3,619.7 |
LOW |
3,567.0 |
0.618 |
3,481.7 |
1.000 |
3,429.0 |
1.618 |
3,343.7 |
2.618 |
3,205.7 |
4.250 |
2,980.5 |
|
|
Fisher Pivots for day following 26-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
3,636.0 |
3,636.0 |
PP |
3,623.3 |
3,623.3 |
S1 |
3,610.7 |
3,610.7 |
|