Trading Metrics calculated at close of trading on 24-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
12,933.75 |
12,892.00 |
-41.75 |
-0.3% |
13,571.50 |
High |
13,018.50 |
13,011.25 |
-7.25 |
-0.1% |
13,740.75 |
Low |
12,823.50 |
12,825.75 |
2.25 |
0.0% |
13,228.75 |
Close |
12,896.50 |
12,929.75 |
33.25 |
0.3% |
13,268.50 |
Range |
195.00 |
185.50 |
-9.50 |
-4.9% |
512.00 |
ATR |
299.33 |
291.20 |
-8.13 |
-2.7% |
0.00 |
Volume |
570,278 |
503,227 |
-67,051 |
-11.8% |
2,779,685 |
|
Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,478.75 |
13,389.75 |
13,031.75 |
|
R3 |
13,293.25 |
13,204.25 |
12,980.75 |
|
R2 |
13,107.75 |
13,107.75 |
12,963.75 |
|
R1 |
13,018.75 |
13,018.75 |
12,946.75 |
13,063.25 |
PP |
12,922.25 |
12,922.25 |
12,922.25 |
12,944.50 |
S1 |
12,833.25 |
12,833.25 |
12,912.75 |
12,877.75 |
S2 |
12,736.75 |
12,736.75 |
12,895.75 |
|
S3 |
12,551.25 |
12,647.75 |
12,878.75 |
|
S4 |
12,365.75 |
12,462.25 |
12,827.75 |
|
|
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 |
13,575.50 |
12,823.50 |
752.00 |
5.8% |
240.50 |
1.9% |
14% |
False |
False |
564,544 |
10 |
13,740.75 |
12,823.50 |
917.25 |
7.1% |
246.00 |
1.9% |
12% |
False |
False |
556,859 |
20 |
13,740.75 |
12,449.00 |
1,291.75 |
10.0% |
283.75 |
2.2% |
37% |
False |
False |
588,841 |
40 |
13,740.75 |
11,351.00 |
2,389.75 |
18.5% |
302.50 |
2.3% |
66% |
False |
False |
604,040 |
60 |
13,740.75 |
11,068.50 |
2,672.25 |
20.7% |
336.50 |
2.6% |
70% |
False |
False |
534,416 |
80 |
13,740.75 |
11,068.50 |
2,672.25 |
20.7% |
369.25 |
2.9% |
70% |
False |
False |
401,255 |
100 |
15,229.50 |
11,068.50 |
4,161.00 |
32.2% |
379.00 |
2.9% |
45% |
False |
False |
321,199 |
120 |
15,305.00 |
11,068.50 |
4,236.50 |
32.8% |
382.00 |
3.0% |
44% |
False |
False |
267,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,799.50 |
2.618 |
13,497.00 |
1.618 |
13,311.50 |
1.000 |
13,196.75 |
0.618 |
13,126.00 |
HIGH |
13,011.25 |
0.618 |
12,940.50 |
0.500 |
12,918.50 |
0.382 |
12,896.50 |
LOW |
12,825.75 |
0.618 |
12,711.00 |
1.000 |
12,640.25 |
1.618 |
12,525.50 |
2.618 |
12,340.00 |
4.250 |
12,037.50 |
|
|
Fisher Pivots for day following 24-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
12,926.00 |
13,025.00 |
PP |
12,922.25 |
12,993.25 |
S1 |
12,918.50 |
12,961.50 |
|