Trading Metrics calculated at close of trading on 23-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,226.50 |
12,933.75 |
-292.75 |
-2.2% |
13,571.50 |
High |
13,226.50 |
13,018.50 |
-208.00 |
-1.6% |
13,740.75 |
Low |
12,874.50 |
12,823.50 |
-51.00 |
-0.4% |
13,228.75 |
Close |
12,909.75 |
12,896.50 |
-13.25 |
-0.1% |
13,268.50 |
Range |
352.00 |
195.00 |
-157.00 |
-44.6% |
512.00 |
ATR |
307.35 |
299.33 |
-8.03 |
-2.6% |
0.00 |
Volume |
599,946 |
570,278 |
-29,668 |
-4.9% |
2,779,685 |
|
Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,497.75 |
13,392.25 |
13,003.75 |
|
R3 |
13,302.75 |
13,197.25 |
12,950.00 |
|
R2 |
13,107.75 |
13,107.75 |
12,932.25 |
|
R1 |
13,002.25 |
13,002.25 |
12,914.50 |
12,957.50 |
PP |
12,912.75 |
12,912.75 |
12,912.75 |
12,890.50 |
S1 |
12,807.25 |
12,807.25 |
12,878.50 |
12,762.50 |
S2 |
12,717.75 |
12,717.75 |
12,860.75 |
|
S3 |
12,522.75 |
12,612.25 |
12,843.00 |
|
S4 |
12,327.75 |
12,417.25 |
12,789.25 |
|
|
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 |
13,672.00 |
12,823.50 |
848.50 |
6.6% |
256.75 |
2.0% |
9% |
False |
True |
586,032 |
10 |
13,740.75 |
12,823.50 |
917.25 |
7.1% |
270.00 |
2.1% |
8% |
False |
True |
566,744 |
20 |
13,740.75 |
12,191.50 |
1,549.25 |
12.0% |
299.25 |
2.3% |
46% |
False |
False |
595,424 |
40 |
13,740.75 |
11,351.00 |
2,389.75 |
18.5% |
310.75 |
2.4% |
65% |
False |
False |
607,326 |
60 |
13,740.75 |
11,068.50 |
2,672.25 |
20.7% |
341.50 |
2.6% |
68% |
False |
False |
526,124 |
80 |
13,740.75 |
11,068.50 |
2,672.25 |
20.7% |
374.25 |
2.9% |
68% |
False |
False |
394,978 |
100 |
15,229.50 |
11,068.50 |
4,161.00 |
32.3% |
380.25 |
2.9% |
44% |
False |
False |
316,171 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.8% |
383.75 |
3.0% |
43% |
False |
False |
263,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,847.25 |
2.618 |
13,529.00 |
1.618 |
13,334.00 |
1.000 |
13,213.50 |
0.618 |
13,139.00 |
HIGH |
13,018.50 |
0.618 |
12,944.00 |
0.500 |
12,921.00 |
0.382 |
12,898.00 |
LOW |
12,823.50 |
0.618 |
12,703.00 |
1.000 |
12,628.50 |
1.618 |
12,508.00 |
2.618 |
12,313.00 |
4.250 |
11,994.75 |
|
|
Fisher Pivots for day following 23-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
12,921.00 |
13,179.00 |
PP |
12,912.75 |
13,084.75 |
S1 |
12,904.75 |
12,990.75 |
|