| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
2,021.1 |
2,025.2 |
4.1 |
0.2% |
1,921.8 |
| High |
2,033.0 |
2,028.9 |
-4.1 |
-0.2% |
2,017.9 |
| Low |
2,003.1 |
1,976.5 |
-26.6 |
-1.3% |
1,904.1 |
| Close |
2,023.3 |
1,989.1 |
-34.2 |
-1.7% |
2,016.9 |
| Range |
29.9 |
52.4 |
22.5 |
75.3% |
113.8 |
| ATR |
41.4 |
42.2 |
0.8 |
1.9% |
0.0 |
| Volume |
179,890 |
223,331 |
43,441 |
24.1% |
859,110 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.4 |
2,124.6 |
2,017.9 |
|
| R3 |
2,103.0 |
2,072.2 |
2,003.5 |
|
| R2 |
2,050.6 |
2,050.6 |
1,998.7 |
|
| R1 |
2,019.8 |
2,019.8 |
1,993.9 |
2,009.0 |
| PP |
1,998.2 |
1,998.2 |
1,998.2 |
1,992.8 |
| S1 |
1,967.4 |
1,967.4 |
1,984.3 |
1,956.6 |
| S2 |
1,945.8 |
1,945.8 |
1,979.5 |
|
| S3 |
1,893.4 |
1,915.0 |
1,974.7 |
|
| S4 |
1,841.0 |
1,862.6 |
1,960.3 |
|
|
| 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 |
1,967.4 |
65.6 |
3.3% |
39.0 |
2.0% |
33% |
False |
False |
183,681 |
| 10 |
2,033.0 |
1,884.7 |
148.3 |
7.5% |
41.0 |
2.1% |
70% |
False |
False |
176,532 |
| 20 |
2,033.0 |
1,793.1 |
239.9 |
12.1% |
39.3 |
2.0% |
82% |
False |
False |
174,564 |
| 40 |
2,033.0 |
1,658.8 |
374.2 |
18.8% |
43.0 |
2.2% |
88% |
False |
False |
185,609 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
19.7% |
46.8 |
2.4% |
89% |
False |
False |
164,094 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
19.7% |
51.1 |
2.6% |
89% |
False |
False |
123,106 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
25.0% |
49.4 |
2.5% |
70% |
False |
False |
98,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,251.6 |
|
2.618 |
2,166.1 |
|
1.618 |
2,113.7 |
|
1.000 |
2,081.3 |
|
0.618 |
2,061.3 |
|
HIGH |
2,028.9 |
|
0.618 |
2,008.9 |
|
0.500 |
2,002.7 |
|
0.382 |
1,996.5 |
|
LOW |
1,976.5 |
|
0.618 |
1,944.1 |
|
1.000 |
1,924.1 |
|
1.618 |
1,891.7 |
|
2.618 |
1,839.3 |
|
4.250 |
1,753.8 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.7 |
2,004.8 |
| PP |
1,998.2 |
1,999.5 |
| S1 |
1,993.6 |
1,994.3 |
|