Trading Metrics calculated at close of trading on 15-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,344.25 |
13,571.50 |
227.25 |
1.7% |
13,227.75 |
High |
13,583.25 |
13,706.00 |
122.75 |
0.9% |
13,583.25 |
Low |
13,312.00 |
13,495.25 |
183.25 |
1.4% |
12,963.25 |
Close |
13,577.75 |
13,681.25 |
103.50 |
0.8% |
13,577.75 |
Range |
271.25 |
210.75 |
-60.50 |
-22.3% |
620.00 |
ATR |
330.11 |
321.59 |
-8.53 |
-2.6% |
0.00 |
Volume |
500,647 |
463,768 |
-36,879 |
-7.4% |
2,868,418 |
|
Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,259.75 |
14,181.25 |
13,797.25 |
|
R3 |
14,049.00 |
13,970.50 |
13,739.25 |
|
R2 |
13,838.25 |
13,838.25 |
13,720.00 |
|
R1 |
13,759.75 |
13,759.75 |
13,700.50 |
13,799.00 |
PP |
13,627.50 |
13,627.50 |
13,627.50 |
13,647.00 |
S1 |
13,549.00 |
13,549.00 |
13,662.00 |
13,588.25 |
S2 |
13,416.75 |
13,416.75 |
13,642.50 |
|
S3 |
13,206.00 |
13,338.25 |
13,623.25 |
|
S4 |
12,995.25 |
13,127.50 |
13,565.25 |
|
|
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 |
13,706.00 |
12,963.25 |
742.75 |
5.4% |
293.75 |
2.1% |
97% |
True |
False |
547,000 |
10 |
13,706.00 |
12,814.75 |
891.25 |
6.5% |
296.25 |
2.2% |
97% |
True |
False |
592,727 |
20 |
13,706.00 |
11,889.50 |
1,816.50 |
13.3% |
316.75 |
2.3% |
99% |
True |
False |
595,953 |
40 |
13,706.00 |
11,119.00 |
2,587.00 |
18.9% |
326.75 |
2.4% |
99% |
True |
False |
614,854 |
60 |
13,706.00 |
11,068.50 |
2,637.50 |
19.3% |
357.75 |
2.6% |
99% |
True |
False |
468,198 |
80 |
14,316.75 |
11,068.50 |
3,248.25 |
23.7% |
394.25 |
2.9% |
80% |
False |
False |
351,512 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
31.0% |
382.50 |
2.8% |
62% |
False |
False |
281,359 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
31.0% |
398.25 |
2.9% |
62% |
False |
False |
234,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,601.75 |
2.618 |
14,257.75 |
1.618 |
14,047.00 |
1.000 |
13,916.75 |
0.618 |
13,836.25 |
HIGH |
13,706.00 |
0.618 |
13,625.50 |
0.500 |
13,600.50 |
0.382 |
13,575.75 |
LOW |
13,495.25 |
0.618 |
13,365.00 |
1.000 |
13,284.50 |
1.618 |
13,154.25 |
2.618 |
12,943.50 |
4.250 |
12,599.50 |
|
|
Fisher Pivots for day following 15-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,654.50 |
13,619.25 |
PP |
13,627.50 |
13,557.50 |
S1 |
13,600.50 |
13,495.50 |
|