| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
2,016.0 |
2,021.1 |
5.1 |
0.3% |
1,921.8 |
| High |
2,024.9 |
2,033.0 |
8.1 |
0.4% |
2,017.9 |
| Low |
1,995.3 |
2,003.1 |
7.8 |
0.4% |
1,904.1 |
| Close |
2,023.8 |
2,023.3 |
-0.5 |
0.0% |
2,016.9 |
| Range |
29.6 |
29.9 |
0.3 |
1.0% |
113.8 |
| ATR |
42.3 |
41.4 |
-0.9 |
-2.1% |
0.0 |
| Volume |
147,244 |
179,890 |
32,646 |
22.2% |
859,110 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.5 |
2,096.3 |
2,039.7 |
|
| R3 |
2,079.6 |
2,066.4 |
2,031.5 |
|
| R2 |
2,049.7 |
2,049.7 |
2,028.8 |
|
| R1 |
2,036.5 |
2,036.5 |
2,026.0 |
2,043.1 |
| PP |
2,019.8 |
2,019.8 |
2,019.8 |
2,023.1 |
| S1 |
2,006.6 |
2,006.6 |
2,020.6 |
2,013.2 |
| S2 |
1,989.9 |
1,989.9 |
2,017.8 |
|
| S3 |
1,960.0 |
1,976.7 |
2,015.1 |
|
| S4 |
1,930.1 |
1,946.8 |
2,006.9 |
|
|
| 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 |
2,033.0 |
1,908.6 |
124.4 |
6.1% |
41.3 |
2.0% |
92% |
True |
False |
173,182 |
| 10 |
2,033.0 |
1,879.8 |
153.2 |
7.6% |
39.3 |
1.9% |
94% |
True |
False |
174,135 |
| 20 |
2,033.0 |
1,790.8 |
242.2 |
12.0% |
38.7 |
1.9% |
96% |
True |
False |
173,021 |
| 40 |
2,033.0 |
1,657.3 |
375.7 |
18.6% |
43.1 |
2.1% |
97% |
True |
False |
185,483 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
19.4% |
47.2 |
2.3% |
98% |
True |
False |
160,377 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
19.4% |
51.2 |
2.5% |
98% |
True |
False |
120,315 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
24.6% |
49.2 |
2.4% |
77% |
False |
False |
96,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.1 |
|
2.618 |
2,111.3 |
|
1.618 |
2,081.4 |
|
1.000 |
2,062.9 |
|
0.618 |
2,051.5 |
|
HIGH |
2,033.0 |
|
0.618 |
2,021.6 |
|
0.500 |
2,018.1 |
|
0.382 |
2,014.5 |
|
LOW |
2,003.1 |
|
0.618 |
1,984.6 |
|
1.000 |
1,973.2 |
|
1.618 |
1,954.7 |
|
2.618 |
1,924.8 |
|
4.250 |
1,876.0 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.6 |
2,017.1 |
| PP |
2,019.8 |
2,010.8 |
| S1 |
2,018.1 |
2,004.6 |
|