| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
2,025.2 |
1,991.9 |
-33.3 |
-1.6% |
1,921.8 |
| High |
2,028.9 |
2,005.3 |
-23.6 |
-1.2% |
2,017.9 |
| Low |
1,976.5 |
1,981.4 |
4.9 |
0.2% |
1,904.1 |
| Close |
1,989.1 |
2,001.7 |
12.6 |
0.6% |
2,016.9 |
| Range |
52.4 |
23.9 |
-28.5 |
-54.4% |
113.8 |
| ATR |
42.2 |
40.9 |
-1.3 |
-3.1% |
0.0 |
| Volume |
223,331 |
168,550 |
-54,781 |
-24.5% |
859,110 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.8 |
2,058.7 |
2,014.8 |
|
| R3 |
2,043.9 |
2,034.8 |
2,008.3 |
|
| R2 |
2,020.0 |
2,020.0 |
2,006.1 |
|
| R1 |
2,010.9 |
2,010.9 |
2,003.9 |
2,015.5 |
| PP |
1,996.1 |
1,996.1 |
1,996.1 |
1,998.4 |
| S1 |
1,987.0 |
1,987.0 |
1,999.5 |
1,991.6 |
| S2 |
1,972.2 |
1,972.2 |
1,997.3 |
|
| S3 |
1,948.3 |
1,963.1 |
1,995.1 |
|
| S4 |
1,924.4 |
1,939.2 |
1,988.6 |
|
|
| 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 |
1,976.1 |
56.9 |
2.8% |
35.5 |
1.8% |
45% |
False |
False |
177,930 |
| 10 |
2,033.0 |
1,884.7 |
148.3 |
7.4% |
41.1 |
2.1% |
79% |
False |
False |
177,237 |
| 20 |
2,033.0 |
1,793.1 |
239.9 |
12.0% |
38.6 |
1.9% |
87% |
False |
False |
174,288 |
| 40 |
2,033.0 |
1,676.5 |
356.5 |
17.8% |
42.4 |
2.1% |
91% |
False |
False |
184,160 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
19.6% |
46.7 |
2.3% |
92% |
False |
False |
166,902 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
19.6% |
50.8 |
2.5% |
92% |
False |
False |
125,212 |
| 100 |
2,137.9 |
1,640.7 |
497.2 |
24.8% |
49.5 |
2.5% |
73% |
False |
False |
100,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,106.9 |
|
2.618 |
2,067.9 |
|
1.618 |
2,044.0 |
|
1.000 |
2,029.2 |
|
0.618 |
2,020.1 |
|
HIGH |
2,005.3 |
|
0.618 |
1,996.2 |
|
0.500 |
1,993.4 |
|
0.382 |
1,990.5 |
|
LOW |
1,981.4 |
|
0.618 |
1,966.6 |
|
1.000 |
1,957.5 |
|
1.618 |
1,942.7 |
|
2.618 |
1,918.8 |
|
4.250 |
1,879.8 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,998.9 |
2,004.8 |
| PP |
1,996.1 |
2,003.7 |
| S1 |
1,993.4 |
2,002.7 |
|