| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,943.5 |
1,915.0 |
-28.5 |
-1.5% |
1,888.0 |
| High |
1,947.9 |
1,972.5 |
24.6 |
1.3% |
1,923.3 |
| Low |
1,904.1 |
1,908.6 |
4.5 |
0.2% |
1,854.8 |
| Close |
1,914.6 |
1,969.5 |
54.9 |
2.9% |
1,921.8 |
| Range |
43.8 |
63.9 |
20.1 |
45.9% |
68.5 |
| ATR |
42.0 |
43.5 |
1.6 |
3.7% |
0.0 |
| Volume |
158,925 |
170,833 |
11,908 |
7.5% |
919,325 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.9 |
2,119.6 |
2,004.6 |
|
| R3 |
2,078.0 |
2,055.7 |
1,987.1 |
|
| R2 |
2,014.1 |
2,014.1 |
1,981.2 |
|
| R1 |
1,991.8 |
1,991.8 |
1,975.4 |
2,003.0 |
| PP |
1,950.2 |
1,950.2 |
1,950.2 |
1,955.8 |
| S1 |
1,927.9 |
1,927.9 |
1,963.6 |
1,939.1 |
| S2 |
1,886.3 |
1,886.3 |
1,957.8 |
|
| S3 |
1,822.4 |
1,864.0 |
1,951.9 |
|
| S4 |
1,758.5 |
1,800.1 |
1,934.4 |
|
|
| 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 |
1,972.5 |
1,884.7 |
87.8 |
4.5% |
43.0 |
2.2% |
97% |
True |
False |
169,383 |
| 10 |
1,972.5 |
1,830.5 |
142.0 |
7.2% |
40.6 |
2.1% |
98% |
True |
False |
173,856 |
| 20 |
1,972.5 |
1,682.3 |
290.2 |
14.7% |
41.4 |
2.1% |
99% |
True |
False |
177,366 |
| 40 |
1,972.5 |
1,640.7 |
331.8 |
16.8% |
46.0 |
2.3% |
99% |
True |
False |
199,971 |
| 60 |
1,972.5 |
1,640.7 |
331.8 |
16.8% |
48.6 |
2.5% |
99% |
True |
False |
148,800 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
21.4% |
51.7 |
2.6% |
78% |
False |
False |
111,633 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
25.2% |
49.5 |
2.5% |
66% |
False |
False |
89,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,244.1 |
|
2.618 |
2,139.8 |
|
1.618 |
2,075.9 |
|
1.000 |
2,036.4 |
|
0.618 |
2,012.0 |
|
HIGH |
1,972.5 |
|
0.618 |
1,948.1 |
|
0.500 |
1,940.6 |
|
0.382 |
1,933.0 |
|
LOW |
1,908.6 |
|
0.618 |
1,869.1 |
|
1.000 |
1,844.7 |
|
1.618 |
1,805.2 |
|
2.618 |
1,741.3 |
|
4.250 |
1,637.0 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,959.9 |
1,959.1 |
| PP |
1,950.2 |
1,948.7 |
| S1 |
1,940.6 |
1,938.3 |
|