Trading Metrics calculated at close of trading on 10-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,206.25 |
13,050.00 |
-156.25 |
-1.2% |
12,981.00 |
High |
13,233.75 |
13,408.00 |
174.25 |
1.3% |
13,384.50 |
Low |
12,963.25 |
12,982.00 |
18.75 |
0.1% |
12,814.75 |
Close |
13,031.50 |
13,392.00 |
360.50 |
2.8% |
13,228.75 |
Range |
270.50 |
426.00 |
155.50 |
57.5% |
569.75 |
ATR |
331.24 |
338.01 |
6.77 |
2.0% |
0.00 |
Volume |
553,704 |
602,069 |
48,365 |
8.7% |
3,217,603 |
|
Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,538.75 |
14,391.25 |
13,626.25 |
|
R3 |
14,112.75 |
13,965.25 |
13,509.25 |
|
R2 |
13,686.75 |
13,686.75 |
13,470.00 |
|
R1 |
13,539.25 |
13,539.25 |
13,431.00 |
13,613.00 |
PP |
13,260.75 |
13,260.75 |
13,260.75 |
13,297.50 |
S1 |
13,113.25 |
13,113.25 |
13,353.00 |
13,187.00 |
S2 |
12,834.75 |
12,834.75 |
13,314.00 |
|
S3 |
12,408.75 |
12,687.25 |
13,274.75 |
|
S4 |
11,982.75 |
12,261.25 |
13,157.75 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,852.00 |
14,610.00 |
13,542.00 |
|
R3 |
14,282.25 |
14,040.25 |
13,385.50 |
|
R2 |
13,712.50 |
13,712.50 |
13,333.25 |
|
R1 |
13,470.50 |
13,470.50 |
13,281.00 |
13,591.50 |
PP |
13,142.75 |
13,142.75 |
13,142.75 |
13,203.00 |
S1 |
12,900.75 |
12,900.75 |
13,176.50 |
13,021.75 |
S2 |
12,573.00 |
12,573.00 |
13,124.25 |
|
S3 |
12,003.25 |
12,331.00 |
13,072.00 |
|
S4 |
11,433.50 |
11,761.25 |
12,915.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,419.25 |
12,963.25 |
456.00 |
3.4% |
293.25 |
2.2% |
94% |
False |
False |
596,685 |
10 |
13,419.25 |
12,449.00 |
970.25 |
7.2% |
321.50 |
2.4% |
97% |
False |
False |
620,823 |
20 |
13,419.25 |
11,511.25 |
1,908.00 |
14.2% |
325.00 |
2.4% |
99% |
False |
False |
605,452 |
40 |
13,419.25 |
11,068.50 |
2,350.75 |
17.6% |
343.50 |
2.6% |
99% |
False |
False |
632,070 |
60 |
13,419.25 |
11,068.50 |
2,350.75 |
17.6% |
367.75 |
2.7% |
99% |
False |
False |
441,940 |
80 |
14,329.25 |
11,068.50 |
3,260.75 |
24.3% |
397.50 |
3.0% |
71% |
False |
False |
331,796 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
31.6% |
386.00 |
2.9% |
55% |
False |
False |
265,576 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
31.6% |
403.25 |
3.0% |
55% |
False |
False |
221,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,218.50 |
2.618 |
14,523.25 |
1.618 |
14,097.25 |
1.000 |
13,834.00 |
0.618 |
13,671.25 |
HIGH |
13,408.00 |
0.618 |
13,245.25 |
0.500 |
13,195.00 |
0.382 |
13,144.75 |
LOW |
12,982.00 |
0.618 |
12,718.75 |
1.000 |
12,556.00 |
1.618 |
12,292.75 |
2.618 |
11,866.75 |
4.250 |
11,171.50 |
|
|
Fisher Pivots for day following 10-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,326.25 |
13,325.00 |
PP |
13,260.75 |
13,258.25 |
S1 |
13,195.00 |
13,191.25 |
|