| Trading Metrics calculated at close of trading on 09-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,921.8 |
1,943.5 |
21.7 |
1.1% |
1,888.0 |
| High |
1,959.8 |
1,947.9 |
-11.9 |
-0.6% |
1,923.3 |
| Low |
1,914.3 |
1,904.1 |
-10.2 |
-0.5% |
1,854.8 |
| Close |
1,941.1 |
1,914.6 |
-26.5 |
-1.4% |
1,921.8 |
| Range |
45.5 |
43.8 |
-1.7 |
-3.7% |
68.5 |
| ATR |
41.8 |
42.0 |
0.1 |
0.3% |
0.0 |
| Volume |
161,409 |
158,925 |
-2,484 |
-1.5% |
919,325 |
|
| Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,053.6 |
2,027.9 |
1,938.7 |
|
| R3 |
2,009.8 |
1,984.1 |
1,926.6 |
|
| R2 |
1,966.0 |
1,966.0 |
1,922.6 |
|
| R1 |
1,940.3 |
1,940.3 |
1,918.6 |
1,931.3 |
| PP |
1,922.2 |
1,922.2 |
1,922.2 |
1,917.7 |
| S1 |
1,896.5 |
1,896.5 |
1,910.6 |
1,887.5 |
| S2 |
1,878.4 |
1,878.4 |
1,906.6 |
|
| S3 |
1,834.6 |
1,852.7 |
1,902.6 |
|
| S4 |
1,790.8 |
1,808.9 |
1,890.5 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.5 |
2,082.1 |
1,959.5 |
|
| R3 |
2,037.0 |
2,013.6 |
1,940.6 |
|
| R2 |
1,968.5 |
1,968.5 |
1,934.4 |
|
| R1 |
1,945.1 |
1,945.1 |
1,928.1 |
1,956.8 |
| PP |
1,900.0 |
1,900.0 |
1,900.0 |
1,905.8 |
| S1 |
1,876.6 |
1,876.6 |
1,915.5 |
1,888.3 |
| S2 |
1,831.5 |
1,831.5 |
1,909.2 |
|
| S3 |
1,763.0 |
1,808.1 |
1,903.0 |
|
| S4 |
1,694.5 |
1,739.6 |
1,884.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,959.8 |
1,879.8 |
80.0 |
4.2% |
37.3 |
1.9% |
44% |
False |
False |
175,089 |
| 10 |
1,959.8 |
1,806.8 |
153.0 |
8.0% |
39.1 |
2.0% |
70% |
False |
False |
172,651 |
| 20 |
1,959.8 |
1,682.3 |
277.5 |
14.5% |
41.0 |
2.1% |
84% |
False |
False |
179,761 |
| 40 |
1,959.8 |
1,640.7 |
319.1 |
16.7% |
46.6 |
2.4% |
86% |
False |
False |
208,638 |
| 60 |
1,959.8 |
1,640.7 |
319.1 |
16.7% |
48.7 |
2.5% |
86% |
False |
False |
145,957 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
22.0% |
51.3 |
2.7% |
65% |
False |
False |
109,498 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
26.0% |
49.3 |
2.6% |
55% |
False |
False |
87,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.1 |
|
2.618 |
2,062.6 |
|
1.618 |
2,018.8 |
|
1.000 |
1,991.7 |
|
0.618 |
1,975.0 |
|
HIGH |
1,947.9 |
|
0.618 |
1,931.2 |
|
0.500 |
1,926.0 |
|
0.382 |
1,920.8 |
|
LOW |
1,904.1 |
|
0.618 |
1,877.0 |
|
1.000 |
1,860.3 |
|
1.618 |
1,833.2 |
|
2.618 |
1,789.4 |
|
4.250 |
1,718.0 |
|
|
| Fisher Pivots for day following 09-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,926.0 |
1,922.3 |
| PP |
1,922.2 |
1,919.7 |
| S1 |
1,918.4 |
1,917.2 |
|