| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1,918.5 |
1,939.6 |
21.1 |
1.1% |
2,016.0 |
| High |
1,944.3 |
1,965.4 |
21.1 |
1.1% |
2,033.0 |
| Low |
1,909.7 |
1,936.6 |
26.9 |
1.4% |
1,952.9 |
| Close |
1,935.2 |
1,964.9 |
29.7 |
1.5% |
1,959.1 |
| Range |
34.6 |
28.8 |
-5.8 |
-16.8% |
80.1 |
| ATR |
40.9 |
40.1 |
-0.8 |
-1.9% |
0.0 |
| Volume |
137,295 |
157,810 |
20,515 |
14.9% |
906,633 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,042.0 |
2,032.3 |
1,980.7 |
|
| R3 |
2,013.2 |
2,003.5 |
1,972.8 |
|
| R2 |
1,984.4 |
1,984.4 |
1,970.2 |
|
| R1 |
1,974.7 |
1,974.7 |
1,967.5 |
1,979.6 |
| PP |
1,955.6 |
1,955.6 |
1,955.6 |
1,958.1 |
| S1 |
1,945.9 |
1,945.9 |
1,962.3 |
1,950.8 |
| S2 |
1,926.8 |
1,926.8 |
1,959.6 |
|
| S3 |
1,898.0 |
1,917.1 |
1,957.0 |
|
| S4 |
1,869.2 |
1,888.3 |
1,949.1 |
|
|
| 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 |
2,000.6 |
1,905.9 |
94.7 |
4.8% |
38.1 |
1.9% |
62% |
False |
False |
168,651 |
| 10 |
2,033.0 |
1,905.9 |
127.1 |
6.5% |
36.8 |
1.9% |
46% |
False |
False |
173,291 |
| 20 |
2,033.0 |
1,854.8 |
178.2 |
9.1% |
38.2 |
1.9% |
62% |
False |
False |
175,312 |
| 40 |
2,033.0 |
1,680.2 |
352.8 |
18.0% |
41.3 |
2.1% |
81% |
False |
False |
179,934 |
| 60 |
2,033.0 |
1,640.7 |
392.3 |
20.0% |
45.2 |
2.3% |
83% |
False |
False |
180,928 |
| 80 |
2,033.0 |
1,640.7 |
392.3 |
20.0% |
49.4 |
2.5% |
83% |
False |
False |
135,747 |
| 100 |
2,108.5 |
1,640.7 |
467.8 |
23.8% |
49.2 |
2.5% |
69% |
False |
False |
108,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.8 |
|
2.618 |
2,040.8 |
|
1.618 |
2,012.0 |
|
1.000 |
1,994.2 |
|
0.618 |
1,983.2 |
|
HIGH |
1,965.4 |
|
0.618 |
1,954.4 |
|
0.500 |
1,951.0 |
|
0.382 |
1,947.6 |
|
LOW |
1,936.6 |
|
0.618 |
1,918.8 |
|
1.000 |
1,907.8 |
|
1.618 |
1,890.0 |
|
2.618 |
1,861.2 |
|
4.250 |
1,814.2 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,960.3 |
1,955.2 |
| PP |
1,955.6 |
1,945.4 |
| S1 |
1,951.0 |
1,935.7 |
|