| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,999.8 |
1,955.6 |
-44.2 |
-2.2% |
2,016.0 |
| High |
2,000.6 |
1,956.0 |
-44.6 |
-2.2% |
2,033.0 |
| Low |
1,952.9 |
1,911.7 |
-41.2 |
-2.1% |
1,952.9 |
| Close |
1,959.1 |
1,917.5 |
-41.6 |
-2.1% |
1,959.1 |
| Range |
47.7 |
44.3 |
-3.4 |
-7.1% |
80.1 |
| ATR |
41.4 |
41.9 |
0.4 |
1.0% |
0.0 |
| Volume |
187,618 |
198,373 |
10,755 |
5.7% |
906,633 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.3 |
2,033.7 |
1,941.9 |
|
| R3 |
2,017.0 |
1,989.4 |
1,929.7 |
|
| R2 |
1,972.7 |
1,972.7 |
1,925.6 |
|
| R1 |
1,945.1 |
1,945.1 |
1,921.6 |
1,936.8 |
| PP |
1,928.4 |
1,928.4 |
1,928.4 |
1,924.2 |
| S1 |
1,900.8 |
1,900.8 |
1,913.4 |
1,892.5 |
| S2 |
1,884.1 |
1,884.1 |
1,909.4 |
|
| S3 |
1,839.8 |
1,856.5 |
1,905.3 |
|
| S4 |
1,795.5 |
1,812.2 |
1,893.1 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.0 |
2,170.6 |
2,003.2 |
|
| R3 |
2,141.9 |
2,090.5 |
1,981.1 |
|
| R2 |
2,061.8 |
2,061.8 |
1,973.8 |
|
| R1 |
2,010.4 |
2,010.4 |
1,966.4 |
1,996.1 |
| PP |
1,981.7 |
1,981.7 |
1,981.7 |
1,974.5 |
| S1 |
1,930.3 |
1,930.3 |
1,951.8 |
1,916.0 |
| S2 |
1,901.6 |
1,901.6 |
1,944.4 |
|
| S3 |
1,821.5 |
1,850.2 |
1,937.1 |
|
| S4 |
1,741.4 |
1,770.1 |
1,915.0 |
|
|
| 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 |
1,911.7 |
121.3 |
6.3% |
39.6 |
2.1% |
5% |
False |
True |
191,552 |
| 10 |
2,033.0 |
1,904.1 |
128.9 |
6.7% |
41.9 |
2.2% |
10% |
False |
False |
180,270 |
| 20 |
2,033.0 |
1,798.5 |
234.5 |
12.2% |
39.4 |
2.1% |
51% |
False |
False |
175,892 |
| 40 |
2,033.0 |
1,680.2 |
352.8 |
18.4% |
42.2 |
2.2% |
67% |
False |
False |
182,538 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
20.5% |
46.4 |
2.4% |
71% |
False |
False |
173,332 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
20.5% |
50.5 |
2.6% |
71% |
False |
False |
130,034 |
| 100 |
2,132.6 |
1,640.7 |
491.9 |
25.7% |
49.4 |
2.6% |
56% |
False |
False |
104,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.3 |
|
2.618 |
2,072.0 |
|
1.618 |
2,027.7 |
|
1.000 |
2,000.3 |
|
0.618 |
1,983.4 |
|
HIGH |
1,956.0 |
|
0.618 |
1,939.1 |
|
0.500 |
1,933.9 |
|
0.382 |
1,928.6 |
|
LOW |
1,911.7 |
|
0.618 |
1,884.3 |
|
1.000 |
1,867.4 |
|
1.618 |
1,840.0 |
|
2.618 |
1,795.7 |
|
4.250 |
1,723.4 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,933.9 |
1,958.5 |
| PP |
1,928.4 |
1,944.8 |
| S1 |
1,923.0 |
1,931.2 |
|