Trading Metrics calculated at close of trading on 16-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,571.50 |
13,674.75 |
103.25 |
0.8% |
13,227.75 |
High |
13,706.00 |
13,740.75 |
34.75 |
0.3% |
13,583.25 |
Low |
13,495.25 |
13,522.75 |
27.50 |
0.2% |
12,963.25 |
Close |
13,681.25 |
13,658.25 |
-23.00 |
-0.2% |
13,577.75 |
Range |
210.75 |
218.00 |
7.25 |
3.4% |
620.00 |
ATR |
321.59 |
314.19 |
-7.40 |
-2.3% |
0.00 |
Volume |
463,768 |
555,979 |
92,211 |
19.9% |
2,868,418 |
|
Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,294.50 |
14,194.50 |
13,778.25 |
|
R3 |
14,076.50 |
13,976.50 |
13,718.25 |
|
R2 |
13,858.50 |
13,858.50 |
13,698.25 |
|
R1 |
13,758.50 |
13,758.50 |
13,678.25 |
13,699.50 |
PP |
13,640.50 |
13,640.50 |
13,640.50 |
13,611.00 |
S1 |
13,540.50 |
13,540.50 |
13,638.25 |
13,481.50 |
S2 |
13,422.50 |
13,422.50 |
13,618.25 |
|
S3 |
13,204.50 |
13,322.50 |
13,598.25 |
|
S4 |
12,986.50 |
13,104.50 |
13,538.25 |
|
|
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 |
13,740.75 |
12,982.00 |
758.75 |
5.6% |
283.25 |
2.1% |
89% |
True |
False |
547,455 |
10 |
13,740.75 |
12,867.25 |
873.50 |
6.4% |
290.00 |
2.1% |
91% |
True |
False |
580,869 |
20 |
13,740.75 |
12,072.00 |
1,668.75 |
12.2% |
305.75 |
2.2% |
95% |
True |
False |
594,472 |
40 |
13,740.75 |
11,273.75 |
2,467.00 |
18.1% |
325.25 |
2.4% |
97% |
True |
False |
610,457 |
60 |
13,740.75 |
11,068.50 |
2,672.25 |
19.6% |
355.25 |
2.6% |
97% |
True |
False |
477,431 |
80 |
13,814.00 |
11,068.50 |
2,745.50 |
20.1% |
389.50 |
2.9% |
94% |
False |
False |
358,447 |
100 |
15,305.00 |
11,068.50 |
4,236.50 |
31.0% |
382.25 |
2.8% |
61% |
False |
False |
286,915 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
31.0% |
395.25 |
2.9% |
61% |
False |
False |
239,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,667.25 |
2.618 |
14,311.50 |
1.618 |
14,093.50 |
1.000 |
13,958.75 |
0.618 |
13,875.50 |
HIGH |
13,740.75 |
0.618 |
13,657.50 |
0.500 |
13,631.75 |
0.382 |
13,606.00 |
LOW |
13,522.75 |
0.618 |
13,388.00 |
1.000 |
13,304.75 |
1.618 |
13,170.00 |
2.618 |
12,952.00 |
4.250 |
12,596.25 |
|
|
Fisher Pivots for day following 16-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,649.50 |
13,614.25 |
PP |
13,640.50 |
13,570.25 |
S1 |
13,631.75 |
13,526.50 |
|