| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,981.1 |
2,016.0 |
34.9 |
1.8% |
1,921.8 |
| High |
2,017.9 |
2,024.9 |
7.0 |
0.3% |
2,017.9 |
| Low |
1,976.1 |
1,995.3 |
19.2 |
1.0% |
1,904.1 |
| Close |
2,016.9 |
2,023.8 |
6.9 |
0.3% |
2,016.9 |
| Range |
41.8 |
29.6 |
-12.2 |
-29.2% |
113.8 |
| ATR |
43.3 |
42.3 |
-1.0 |
-2.3% |
0.0 |
| Volume |
170,639 |
147,244 |
-23,395 |
-13.7% |
859,110 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.5 |
2,093.2 |
2,040.1 |
|
| R3 |
2,073.9 |
2,063.6 |
2,031.9 |
|
| R2 |
2,044.3 |
2,044.3 |
2,029.2 |
|
| R1 |
2,034.0 |
2,034.0 |
2,026.5 |
2,039.2 |
| PP |
2,014.7 |
2,014.7 |
2,014.7 |
2,017.2 |
| S1 |
2,004.4 |
2,004.4 |
2,021.1 |
2,009.6 |
| S2 |
1,985.1 |
1,985.1 |
2,018.4 |
|
| S3 |
1,955.5 |
1,974.8 |
2,015.7 |
|
| S4 |
1,925.9 |
1,945.2 |
2,007.5 |
|
|
| 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 |
2,024.9 |
1,904.1 |
120.8 |
6.0% |
44.1 |
2.2% |
99% |
True |
False |
168,989 |
| 10 |
2,024.9 |
1,867.5 |
157.4 |
7.8% |
39.9 |
2.0% |
99% |
True |
False |
175,771 |
| 20 |
2,024.9 |
1,740.0 |
284.9 |
14.1% |
40.4 |
2.0% |
100% |
True |
False |
173,605 |
| 40 |
2,024.9 |
1,649.8 |
375.1 |
18.5% |
43.3 |
2.1% |
100% |
True |
False |
187,621 |
| 60 |
2,024.9 |
1,640.7 |
384.2 |
19.0% |
47.6 |
2.3% |
100% |
True |
False |
157,381 |
| 80 |
2,062.0 |
1,640.7 |
421.3 |
20.8% |
51.8 |
2.6% |
91% |
False |
False |
118,070 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
24.6% |
49.4 |
2.4% |
77% |
False |
False |
94,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.7 |
|
2.618 |
2,102.4 |
|
1.618 |
2,072.8 |
|
1.000 |
2,054.5 |
|
0.618 |
2,043.2 |
|
HIGH |
2,024.9 |
|
0.618 |
2,013.6 |
|
0.500 |
2,010.1 |
|
0.382 |
2,006.6 |
|
LOW |
1,995.3 |
|
0.618 |
1,977.0 |
|
1.000 |
1,965.7 |
|
1.618 |
1,947.4 |
|
2.618 |
1,917.8 |
|
4.250 |
1,869.5 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.2 |
2,014.6 |
| PP |
2,014.7 |
2,005.4 |
| S1 |
2,010.1 |
1,996.2 |
|