Trading Metrics calculated at close of trading on 12-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,380.50 |
13,344.25 |
-36.25 |
-0.3% |
13,227.75 |
High |
13,575.00 |
13,583.25 |
8.25 |
0.1% |
13,583.25 |
Low |
13,285.00 |
13,312.00 |
27.00 |
0.2% |
12,963.25 |
Close |
13,311.25 |
13,577.75 |
266.50 |
2.0% |
13,577.75 |
Range |
290.00 |
271.25 |
-18.75 |
-6.5% |
620.00 |
ATR |
334.58 |
330.11 |
-4.47 |
-1.3% |
0.00 |
Volume |
614,816 |
500,647 |
-114,169 |
-18.6% |
2,868,418 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,304.75 |
14,212.50 |
13,727.00 |
|
R3 |
14,033.50 |
13,941.25 |
13,652.25 |
|
R2 |
13,762.25 |
13,762.25 |
13,627.50 |
|
R1 |
13,670.00 |
13,670.00 |
13,602.50 |
13,716.00 |
PP |
13,491.00 |
13,491.00 |
13,491.00 |
13,514.00 |
S1 |
13,398.75 |
13,398.75 |
13,553.00 |
13,445.00 |
S2 |
13,219.75 |
13,219.75 |
13,528.00 |
|
S3 |
12,948.50 |
13,127.50 |
13,503.25 |
|
S4 |
12,677.25 |
12,856.25 |
13,428.50 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,234.75 |
15,026.25 |
13,918.75 |
|
R3 |
14,614.75 |
14,406.25 |
13,748.25 |
|
R2 |
13,994.75 |
13,994.75 |
13,691.50 |
|
R1 |
13,786.25 |
13,786.25 |
13,634.50 |
13,890.50 |
PP |
13,374.75 |
13,374.75 |
13,374.75 |
13,427.00 |
S1 |
13,166.25 |
13,166.25 |
13,521.00 |
13,270.50 |
S2 |
12,754.75 |
12,754.75 |
13,464.00 |
|
S3 |
12,134.75 |
12,546.25 |
13,407.25 |
|
S4 |
11,514.75 |
11,926.25 |
13,236.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,583.25 |
12,963.25 |
620.00 |
4.6% |
311.25 |
2.3% |
99% |
True |
False |
573,683 |
10 |
13,583.25 |
12,814.75 |
768.50 |
5.7% |
301.00 |
2.2% |
99% |
True |
False |
608,602 |
20 |
13,583.25 |
11,857.00 |
1,726.25 |
12.7% |
322.75 |
2.4% |
100% |
True |
False |
600,448 |
40 |
13,583.25 |
11,068.50 |
2,514.75 |
18.5% |
339.25 |
2.5% |
100% |
True |
False |
624,053 |
60 |
13,583.25 |
11,068.50 |
2,514.75 |
18.5% |
366.25 |
2.7% |
100% |
True |
False |
460,489 |
80 |
14,329.25 |
11,068.50 |
3,260.75 |
24.0% |
396.00 |
2.9% |
77% |
False |
False |
345,723 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
31.2% |
384.25 |
2.8% |
59% |
False |
False |
276,724 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
31.2% |
401.00 |
3.0% |
59% |
False |
False |
230,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,736.00 |
2.618 |
14,293.50 |
1.618 |
14,022.25 |
1.000 |
13,854.50 |
0.618 |
13,751.00 |
HIGH |
13,583.25 |
0.618 |
13,479.75 |
0.500 |
13,447.50 |
0.382 |
13,415.50 |
LOW |
13,312.00 |
0.618 |
13,144.25 |
1.000 |
13,040.75 |
1.618 |
12,873.00 |
2.618 |
12,601.75 |
4.250 |
12,159.25 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,534.50 |
13,479.50 |
PP |
13,491.00 |
13,381.00 |
S1 |
13,447.50 |
13,282.50 |
|