| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,915.0 |
1,969.1 |
54.1 |
2.8% |
1,888.0 |
| High |
1,972.5 |
2,008.7 |
36.2 |
1.8% |
1,923.3 |
| Low |
1,908.6 |
1,967.4 |
58.8 |
3.1% |
1,854.8 |
| Close |
1,969.5 |
1,976.3 |
6.8 |
0.3% |
1,921.8 |
| Range |
63.9 |
41.3 |
-22.6 |
-35.4% |
68.5 |
| ATR |
43.5 |
43.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
170,833 |
197,304 |
26,471 |
15.5% |
919,325 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.0 |
2,083.5 |
1,999.0 |
|
| R3 |
2,066.7 |
2,042.2 |
1,987.7 |
|
| R2 |
2,025.4 |
2,025.4 |
1,983.9 |
|
| R1 |
2,000.9 |
2,000.9 |
1,980.1 |
2,013.2 |
| PP |
1,984.1 |
1,984.1 |
1,984.1 |
1,990.3 |
| S1 |
1,959.6 |
1,959.6 |
1,972.5 |
1,971.9 |
| S2 |
1,942.8 |
1,942.8 |
1,968.7 |
|
| S3 |
1,901.5 |
1,918.3 |
1,964.9 |
|
| S4 |
1,860.2 |
1,877.0 |
1,953.6 |
|
|
| 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 |
2,008.7 |
1,884.7 |
124.0 |
6.3% |
46.6 |
2.4% |
74% |
True |
False |
176,544 |
| 10 |
2,008.7 |
1,854.8 |
153.9 |
7.8% |
39.7 |
2.0% |
79% |
True |
False |
177,333 |
| 20 |
2,008.7 |
1,702.6 |
306.1 |
15.5% |
41.2 |
2.1% |
89% |
True |
False |
176,896 |
| 40 |
2,008.7 |
1,640.7 |
368.0 |
18.6% |
45.7 |
2.3% |
91% |
True |
False |
195,665 |
| 60 |
2,008.7 |
1,640.7 |
368.0 |
18.6% |
48.7 |
2.5% |
91% |
True |
False |
152,088 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
21.3% |
51.9 |
2.6% |
80% |
False |
False |
114,099 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
25.2% |
49.5 |
2.5% |
67% |
False |
False |
91,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.2 |
|
2.618 |
2,116.8 |
|
1.618 |
2,075.5 |
|
1.000 |
2,050.0 |
|
0.618 |
2,034.2 |
|
HIGH |
2,008.7 |
|
0.618 |
1,992.9 |
|
0.500 |
1,988.1 |
|
0.382 |
1,983.2 |
|
LOW |
1,967.4 |
|
0.618 |
1,941.9 |
|
1.000 |
1,926.1 |
|
1.618 |
1,900.6 |
|
2.618 |
1,859.3 |
|
4.250 |
1,791.9 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.1 |
1,969.7 |
| PP |
1,984.1 |
1,963.0 |
| S1 |
1,980.2 |
1,956.4 |
|