Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,050.00 |
13,380.50 |
330.50 |
2.5% |
12,981.00 |
High |
13,408.00 |
13,575.00 |
167.00 |
1.2% |
13,384.50 |
Low |
12,982.00 |
13,285.00 |
303.00 |
2.3% |
12,814.75 |
Close |
13,392.00 |
13,311.25 |
-80.75 |
-0.6% |
13,228.75 |
Range |
426.00 |
290.00 |
-136.00 |
-31.9% |
569.75 |
ATR |
338.01 |
334.58 |
-3.43 |
-1.0% |
0.00 |
Volume |
602,069 |
614,816 |
12,747 |
2.1% |
3,217,603 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,260.50 |
14,075.75 |
13,470.75 |
|
R3 |
13,970.50 |
13,785.75 |
13,391.00 |
|
R2 |
13,680.50 |
13,680.50 |
13,364.50 |
|
R1 |
13,495.75 |
13,495.75 |
13,337.75 |
13,443.00 |
PP |
13,390.50 |
13,390.50 |
13,390.50 |
13,364.00 |
S1 |
13,205.75 |
13,205.75 |
13,284.75 |
13,153.00 |
S2 |
13,100.50 |
13,100.50 |
13,258.00 |
|
S3 |
12,810.50 |
12,915.75 |
13,231.50 |
|
S4 |
12,520.50 |
12,625.75 |
13,151.75 |
|
|
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 |
13,575.00 |
12,963.25 |
611.75 |
4.6% |
317.00 |
2.4% |
57% |
True |
False |
611,112 |
10 |
13,575.00 |
12,744.25 |
830.75 |
6.2% |
300.50 |
2.3% |
68% |
True |
False |
617,779 |
20 |
13,575.00 |
11,740.25 |
1,834.75 |
13.8% |
323.25 |
2.4% |
86% |
True |
False |
603,465 |
40 |
13,575.00 |
11,068.50 |
2,506.50 |
18.8% |
343.25 |
2.6% |
89% |
True |
False |
630,185 |
60 |
13,575.00 |
11,068.50 |
2,506.50 |
18.8% |
367.25 |
2.8% |
89% |
True |
False |
452,163 |
80 |
14,329.25 |
11,068.50 |
3,260.75 |
24.5% |
397.75 |
3.0% |
69% |
False |
False |
339,473 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
31.8% |
384.25 |
2.9% |
53% |
False |
False |
271,721 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
31.8% |
401.75 |
3.0% |
53% |
False |
False |
226,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,807.50 |
2.618 |
14,334.25 |
1.618 |
14,044.25 |
1.000 |
13,865.00 |
0.618 |
13,754.25 |
HIGH |
13,575.00 |
0.618 |
13,464.25 |
0.500 |
13,430.00 |
0.382 |
13,395.75 |
LOW |
13,285.00 |
0.618 |
13,105.75 |
1.000 |
12,995.00 |
1.618 |
12,815.75 |
2.618 |
12,525.75 |
4.250 |
12,052.50 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,430.00 |
13,297.25 |
PP |
13,390.50 |
13,283.25 |
S1 |
13,350.75 |
13,269.00 |
|