| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,920.4 |
1,918.5 |
-1.9 |
-0.1% |
2,016.0 |
| High |
1,940.9 |
1,944.3 |
3.4 |
0.2% |
2,033.0 |
| Low |
1,905.9 |
1,909.7 |
3.8 |
0.2% |
1,952.9 |
| Close |
1,920.6 |
1,935.2 |
14.6 |
0.8% |
1,959.1 |
| Range |
35.0 |
34.6 |
-0.4 |
-1.1% |
80.1 |
| ATR |
41.4 |
40.9 |
-0.5 |
-1.2% |
0.0 |
| Volume |
162,161 |
137,295 |
-24,866 |
-15.3% |
906,633 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,033.5 |
2,019.0 |
1,954.2 |
|
| R3 |
1,998.9 |
1,984.4 |
1,944.7 |
|
| R2 |
1,964.3 |
1,964.3 |
1,941.5 |
|
| R1 |
1,949.8 |
1,949.8 |
1,938.4 |
1,957.1 |
| PP |
1,929.7 |
1,929.7 |
1,929.7 |
1,933.4 |
| S1 |
1,915.2 |
1,915.2 |
1,932.0 |
1,922.5 |
| S2 |
1,895.1 |
1,895.1 |
1,928.9 |
|
| S3 |
1,860.5 |
1,880.6 |
1,925.7 |
|
| S4 |
1,825.9 |
1,846.0 |
1,916.2 |
|
|
| 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 |
2,005.3 |
1,905.9 |
99.4 |
5.1% |
37.1 |
1.9% |
29% |
False |
False |
170,799 |
| 10 |
2,033.0 |
1,905.9 |
127.1 |
6.6% |
38.1 |
2.0% |
23% |
False |
False |
177,240 |
| 20 |
2,033.0 |
1,830.5 |
202.5 |
10.5% |
39.3 |
2.0% |
52% |
False |
False |
175,548 |
| 40 |
2,033.0 |
1,680.2 |
352.8 |
18.2% |
41.7 |
2.2% |
72% |
False |
False |
180,373 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
20.3% |
45.7 |
2.4% |
75% |
False |
False |
178,312 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
20.3% |
49.7 |
2.6% |
75% |
False |
False |
133,775 |
| 100 |
2,108.5 |
1,640.7 |
467.8 |
24.2% |
49.2 |
2.5% |
63% |
False |
False |
107,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.4 |
|
2.618 |
2,034.9 |
|
1.618 |
2,000.3 |
|
1.000 |
1,978.9 |
|
0.618 |
1,965.7 |
|
HIGH |
1,944.3 |
|
0.618 |
1,931.1 |
|
0.500 |
1,927.0 |
|
0.382 |
1,922.9 |
|
LOW |
1,909.7 |
|
0.618 |
1,888.3 |
|
1.000 |
1,875.1 |
|
1.618 |
1,853.7 |
|
2.618 |
1,819.1 |
|
4.250 |
1,762.7 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,932.5 |
1,933.8 |
| PP |
1,929.7 |
1,932.4 |
| S1 |
1,927.0 |
1,931.0 |
|