| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,969.1 |
1,981.1 |
12.0 |
0.6% |
1,921.8 |
| High |
2,008.7 |
2,017.9 |
9.2 |
0.5% |
2,017.9 |
| Low |
1,967.4 |
1,976.1 |
8.7 |
0.4% |
1,904.1 |
| Close |
1,976.3 |
2,016.9 |
40.6 |
2.1% |
2,016.9 |
| Range |
41.3 |
41.8 |
0.5 |
1.2% |
113.8 |
| ATR |
43.4 |
43.3 |
-0.1 |
-0.3% |
0.0 |
| Volume |
197,304 |
170,639 |
-26,665 |
-13.5% |
859,110 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.0 |
2,114.8 |
2,039.9 |
|
| R3 |
2,087.2 |
2,073.0 |
2,028.4 |
|
| R2 |
2,045.4 |
2,045.4 |
2,024.6 |
|
| R1 |
2,031.2 |
2,031.2 |
2,020.7 |
2,038.3 |
| PP |
2,003.6 |
2,003.6 |
2,003.6 |
2,007.2 |
| S1 |
1,989.4 |
1,989.4 |
2,013.1 |
1,996.5 |
| S2 |
1,961.8 |
1,961.8 |
2,009.2 |
|
| S3 |
1,920.0 |
1,947.6 |
2,005.4 |
|
| S4 |
1,878.2 |
1,905.8 |
1,993.9 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.0 |
2,282.8 |
2,079.5 |
|
| R3 |
2,207.2 |
2,169.0 |
2,048.2 |
|
| R2 |
2,093.4 |
2,093.4 |
2,037.8 |
|
| R1 |
2,055.2 |
2,055.2 |
2,027.3 |
2,074.3 |
| PP |
1,979.6 |
1,979.6 |
1,979.6 |
1,989.2 |
| S1 |
1,941.4 |
1,941.4 |
2,006.5 |
1,960.5 |
| S2 |
1,865.8 |
1,865.8 |
1,996.0 |
|
| S3 |
1,752.0 |
1,827.6 |
1,985.6 |
|
| S4 |
1,638.2 |
1,713.8 |
1,954.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,017.9 |
1,904.1 |
113.8 |
5.6% |
47.3 |
2.3% |
99% |
True |
False |
171,822 |
| 10 |
2,017.9 |
1,854.8 |
163.1 |
8.1% |
41.2 |
2.0% |
99% |
True |
False |
177,843 |
| 20 |
2,017.9 |
1,733.5 |
284.4 |
14.1% |
41.1 |
2.0% |
100% |
True |
False |
174,440 |
| 40 |
2,017.9 |
1,640.7 |
377.2 |
18.7% |
45.4 |
2.3% |
100% |
True |
False |
192,661 |
| 60 |
2,017.9 |
1,640.7 |
377.2 |
18.7% |
48.4 |
2.4% |
100% |
True |
False |
154,930 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
20.9% |
51.8 |
2.6% |
89% |
False |
False |
116,231 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
24.7% |
49.5 |
2.5% |
76% |
False |
False |
93,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.6 |
|
2.618 |
2,127.3 |
|
1.618 |
2,085.5 |
|
1.000 |
2,059.7 |
|
0.618 |
2,043.7 |
|
HIGH |
2,017.9 |
|
0.618 |
2,001.9 |
|
0.500 |
1,997.0 |
|
0.382 |
1,992.1 |
|
LOW |
1,976.1 |
|
0.618 |
1,950.3 |
|
1.000 |
1,934.3 |
|
1.618 |
1,908.5 |
|
2.618 |
1,866.7 |
|
4.250 |
1,798.5 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.3 |
1,999.0 |
| PP |
2,003.6 |
1,981.1 |
| S1 |
1,997.0 |
1,963.3 |
|