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 |
4,277.00 |
4,294.50 |
17.50 |
0.4% |
4,149.75 |
High |
4,304.75 |
4,327.50 |
22.75 |
0.5% |
4,282.75 |
Low |
4,249.00 |
4,278.75 |
29.75 |
0.7% |
4,113.00 |
Close |
4,298.25 |
4,307.75 |
9.50 |
0.2% |
4,281.00 |
Range |
55.75 |
48.75 |
-7.00 |
-12.6% |
169.75 |
ATR |
73.47 |
71.70 |
-1.77 |
-2.4% |
0.00 |
Volume |
1,317,241 |
1,363,248 |
46,007 |
3.5% |
7,342,774 |
|
Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,451.00 |
4,428.00 |
4,334.50 |
|
R3 |
4,402.25 |
4,379.25 |
4,321.25 |
|
R2 |
4,353.50 |
4,353.50 |
4,316.75 |
|
R1 |
4,330.50 |
4,330.50 |
4,312.25 |
4,342.00 |
PP |
4,304.75 |
4,304.75 |
4,304.75 |
4,310.50 |
S1 |
4,281.75 |
4,281.75 |
4,303.25 |
4,293.25 |
S2 |
4,256.00 |
4,256.00 |
4,298.75 |
|
S3 |
4,207.25 |
4,233.00 |
4,294.25 |
|
S4 |
4,158.50 |
4,184.25 |
4,281.00 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,734.75 |
4,677.75 |
4,374.25 |
|
R3 |
4,565.00 |
4,508.00 |
4,327.75 |
|
R2 |
4,395.25 |
4,395.25 |
4,312.00 |
|
R1 |
4,338.25 |
4,338.25 |
4,296.50 |
4,366.75 |
PP |
4,225.50 |
4,225.50 |
4,225.50 |
4,240.00 |
S1 |
4,168.50 |
4,168.50 |
4,265.50 |
4,197.00 |
S2 |
4,055.75 |
4,055.75 |
4,250.00 |
|
S3 |
3,886.00 |
3,998.75 |
4,234.25 |
|
S4 |
3,716.25 |
3,829.00 |
4,187.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,327.50 |
4,113.75 |
213.75 |
5.0% |
67.25 |
1.6% |
91% |
True |
False |
1,441,345 |
10 |
4,327.50 |
4,084.50 |
243.00 |
5.6% |
62.25 |
1.4% |
92% |
True |
False |
1,468,732 |
20 |
4,327.50 |
3,913.25 |
414.25 |
9.6% |
65.75 |
1.5% |
95% |
True |
False |
1,620,283 |
40 |
4,327.50 |
3,661.50 |
666.00 |
15.5% |
77.25 |
1.8% |
97% |
True |
False |
1,656,229 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.0% |
87.00 |
2.0% |
97% |
True |
False |
1,362,294 |
80 |
4,397.50 |
3,639.00 |
758.50 |
17.6% |
95.50 |
2.2% |
88% |
False |
False |
1,022,789 |
100 |
4,634.00 |
3,639.00 |
995.00 |
23.1% |
90.50 |
2.1% |
67% |
False |
False |
818,652 |
120 |
4,634.00 |
3,639.00 |
995.00 |
23.1% |
94.00 |
2.2% |
67% |
False |
False |
682,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,534.75 |
2.618 |
4,455.25 |
1.618 |
4,406.50 |
1.000 |
4,376.25 |
0.618 |
4,357.75 |
HIGH |
4,327.50 |
0.618 |
4,309.00 |
0.500 |
4,303.00 |
0.382 |
4,297.25 |
LOW |
4,278.75 |
0.618 |
4,248.50 |
1.000 |
4,230.00 |
1.618 |
4,199.75 |
2.618 |
4,151.00 |
4.250 |
4,071.50 |
|
|
Fisher Pivots for day following 16-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,306.25 |
4,294.50 |
PP |
4,304.75 |
4,281.25 |
S1 |
4,303.00 |
4,268.00 |
|