Trading Metrics calculated at close of trading on 22-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,534.25 |
13,226.50 |
-307.75 |
-2.3% |
13,571.50 |
High |
13,534.50 |
13,226.50 |
-308.00 |
-2.3% |
13,740.75 |
Low |
13,228.75 |
12,874.50 |
-354.25 |
-2.7% |
13,228.75 |
Close |
13,268.50 |
12,909.75 |
-358.75 |
-2.7% |
13,268.50 |
Range |
305.75 |
352.00 |
46.25 |
15.1% |
512.00 |
ATR |
300.69 |
307.35 |
6.67 |
2.2% |
0.00 |
Volume |
618,758 |
599,946 |
-18,812 |
-3.0% |
2,779,685 |
|
Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,059.50 |
13,836.75 |
13,103.25 |
|
R3 |
13,707.50 |
13,484.75 |
13,006.50 |
|
R2 |
13,355.50 |
13,355.50 |
12,974.25 |
|
R1 |
13,132.75 |
13,132.75 |
12,942.00 |
13,068.00 |
PP |
13,003.50 |
13,003.50 |
13,003.50 |
12,971.25 |
S1 |
12,780.75 |
12,780.75 |
12,877.50 |
12,716.00 |
S2 |
12,651.50 |
12,651.50 |
12,845.25 |
|
S3 |
12,299.50 |
12,428.75 |
12,813.00 |
|
S4 |
11,947.50 |
12,076.75 |
12,716.25 |
|
|
Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,948.75 |
14,620.50 |
13,550.00 |
|
R3 |
14,436.75 |
14,108.50 |
13,409.25 |
|
R2 |
13,924.75 |
13,924.75 |
13,362.25 |
|
R1 |
13,596.50 |
13,596.50 |
13,315.50 |
13,504.50 |
PP |
13,412.75 |
13,412.75 |
13,412.75 |
13,366.75 |
S1 |
13,084.50 |
13,084.50 |
13,221.50 |
12,992.50 |
S2 |
12,900.75 |
12,900.75 |
13,174.75 |
|
S3 |
12,388.75 |
12,572.50 |
13,127.75 |
|
S4 |
11,876.75 |
12,060.50 |
12,987.00 |
|
|
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 |
12,874.50 |
866.25 |
6.7% |
261.25 |
2.0% |
4% |
False |
True |
583,172 |
10 |
13,740.75 |
12,874.50 |
866.25 |
6.7% |
277.50 |
2.1% |
4% |
False |
True |
565,086 |
20 |
13,740.75 |
12,072.00 |
1,668.75 |
12.9% |
302.75 |
2.3% |
50% |
False |
False |
593,725 |
40 |
13,740.75 |
11,351.00 |
2,389.75 |
18.5% |
312.50 |
2.4% |
65% |
False |
False |
607,214 |
60 |
13,740.75 |
11,068.50 |
2,672.25 |
20.7% |
346.50 |
2.7% |
69% |
False |
False |
516,652 |
80 |
13,740.75 |
11,068.50 |
2,672.25 |
20.7% |
378.25 |
2.9% |
69% |
False |
False |
387,871 |
100 |
15,296.25 |
11,068.50 |
4,227.75 |
32.7% |
380.75 |
2.9% |
44% |
False |
False |
310,477 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.8% |
385.25 |
3.0% |
43% |
False |
False |
258,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,722.50 |
2.618 |
14,148.00 |
1.618 |
13,796.00 |
1.000 |
13,578.50 |
0.618 |
13,444.00 |
HIGH |
13,226.50 |
0.618 |
13,092.00 |
0.500 |
13,050.50 |
0.382 |
13,009.00 |
LOW |
12,874.50 |
0.618 |
12,657.00 |
1.000 |
12,522.50 |
1.618 |
12,305.00 |
2.618 |
11,953.00 |
4.250 |
11,378.50 |
|
|
Fisher Pivots for day following 22-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,050.50 |
13,225.00 |
PP |
13,003.50 |
13,120.00 |
S1 |
12,956.75 |
13,014.75 |
|