Trading Metrics calculated at close of trading on 10-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,148.50 |
4,128.75 |
-19.75 |
-0.5% |
4,137.50 |
High |
4,155.00 |
4,213.50 |
58.50 |
1.4% |
4,173.25 |
Low |
4,113.00 |
4,113.75 |
0.75 |
0.0% |
4,080.50 |
Close |
4,124.50 |
4,210.00 |
85.50 |
2.1% |
4,146.75 |
Range |
42.00 |
99.75 |
57.75 |
137.5% |
92.75 |
ATR |
74.36 |
76.17 |
1.81 |
2.4% |
0.00 |
Volume |
1,280,085 |
1,627,940 |
347,855 |
27.2% |
8,333,243 |
|
Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.25 |
4,444.00 |
4,264.75 |
|
R3 |
4,378.50 |
4,344.25 |
4,237.50 |
|
R2 |
4,278.75 |
4,278.75 |
4,228.25 |
|
R1 |
4,244.50 |
4,244.50 |
4,219.25 |
4,261.50 |
PP |
4,179.00 |
4,179.00 |
4,179.00 |
4,187.75 |
S1 |
4,144.75 |
4,144.75 |
4,200.75 |
4,162.00 |
S2 |
4,079.25 |
4,079.25 |
4,191.75 |
|
S3 |
3,979.50 |
4,045.00 |
4,182.50 |
|
S4 |
3,879.75 |
3,945.25 |
4,155.25 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.75 |
4,372.00 |
4,197.75 |
|
R3 |
4,319.00 |
4,279.25 |
4,172.25 |
|
R2 |
4,226.25 |
4,226.25 |
4,163.75 |
|
R1 |
4,186.50 |
4,186.50 |
4,155.25 |
4,206.50 |
PP |
4,133.50 |
4,133.50 |
4,133.50 |
4,143.50 |
S1 |
4,093.75 |
4,093.75 |
4,138.25 |
4,113.50 |
S2 |
4,040.75 |
4,040.75 |
4,129.75 |
|
S3 |
3,948.00 |
4,001.00 |
4,121.25 |
|
S4 |
3,855.25 |
3,908.25 |
4,095.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,213.50 |
4,103.75 |
109.75 |
2.6% |
60.00 |
1.4% |
97% |
True |
False |
1,482,387 |
10 |
4,213.50 |
3,994.50 |
219.00 |
5.2% |
67.75 |
1.6% |
98% |
True |
False |
1,671,178 |
20 |
4,213.50 |
3,723.75 |
489.75 |
11.6% |
72.75 |
1.7% |
99% |
True |
False |
1,665,904 |
40 |
4,213.50 |
3,639.00 |
574.50 |
13.6% |
83.50 |
2.0% |
99% |
True |
False |
1,757,597 |
60 |
4,213.50 |
3,639.00 |
574.50 |
13.6% |
90.25 |
2.1% |
99% |
True |
False |
1,269,708 |
80 |
4,513.25 |
3,639.00 |
874.25 |
20.8% |
96.50 |
2.3% |
65% |
False |
False |
953,167 |
100 |
4,634.00 |
3,639.00 |
995.00 |
23.6% |
91.25 |
2.2% |
57% |
False |
False |
762,949 |
120 |
4,634.00 |
3,639.00 |
995.00 |
23.6% |
96.00 |
2.3% |
57% |
False |
False |
635,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,637.50 |
2.618 |
4,474.75 |
1.618 |
4,375.00 |
1.000 |
4,313.25 |
0.618 |
4,275.25 |
HIGH |
4,213.50 |
0.618 |
4,175.50 |
0.500 |
4,163.50 |
0.382 |
4,151.75 |
LOW |
4,113.75 |
0.618 |
4,052.00 |
1.000 |
4,014.00 |
1.618 |
3,952.25 |
2.618 |
3,852.50 |
4.250 |
3,689.75 |
|
|
Fisher Pivots for day following 10-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,194.50 |
4,194.50 |
PP |
4,179.00 |
4,178.75 |
S1 |
4,163.50 |
4,163.25 |
|