Trading Metrics calculated at close of trading on 18-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,309.25 |
4,279.50 |
-29.75 |
-0.7% |
4,149.75 |
High |
4,315.00 |
4,295.50 |
-19.50 |
-0.5% |
4,282.75 |
Low |
4,255.00 |
4,258.00 |
3.00 |
0.1% |
4,113.00 |
Close |
4,276.75 |
4,286.50 |
9.75 |
0.2% |
4,281.00 |
Range |
60.00 |
37.50 |
-22.50 |
-37.5% |
169.75 |
ATR |
70.87 |
68.48 |
-2.38 |
-3.4% |
0.00 |
Volume |
1,638,797 |
1,366,220 |
-272,577 |
-16.6% |
7,342,774 |
|
Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,392.50 |
4,377.00 |
4,307.00 |
|
R3 |
4,355.00 |
4,339.50 |
4,296.75 |
|
R2 |
4,317.50 |
4,317.50 |
4,293.50 |
|
R1 |
4,302.00 |
4,302.00 |
4,290.00 |
4,309.75 |
PP |
4,280.00 |
4,280.00 |
4,280.00 |
4,284.00 |
S1 |
4,264.50 |
4,264.50 |
4,283.00 |
4,272.25 |
S2 |
4,242.50 |
4,242.50 |
4,279.50 |
|
S3 |
4,205.00 |
4,227.00 |
4,276.25 |
|
S4 |
4,167.50 |
4,189.50 |
4,266.00 |
|
|
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 |
4,208.25 |
119.25 |
2.8% |
55.25 |
1.3% |
66% |
False |
False |
1,397,135 |
10 |
4,327.50 |
4,103.75 |
223.75 |
5.2% |
59.75 |
1.4% |
82% |
False |
False |
1,475,068 |
20 |
4,327.50 |
3,913.25 |
414.25 |
9.7% |
64.25 |
1.5% |
90% |
False |
False |
1,592,762 |
40 |
4,327.50 |
3,723.75 |
603.75 |
14.1% |
73.75 |
1.7% |
93% |
False |
False |
1,650,689 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.1% |
85.00 |
2.0% |
94% |
False |
False |
1,412,034 |
80 |
4,327.50 |
3,639.00 |
688.50 |
16.1% |
93.75 |
2.2% |
94% |
False |
False |
1,060,252 |
100 |
4,634.00 |
3,639.00 |
995.00 |
23.2% |
90.25 |
2.1% |
65% |
False |
False |
848,656 |
120 |
4,634.00 |
3,639.00 |
995.00 |
23.2% |
92.00 |
2.1% |
65% |
False |
False |
707,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,455.00 |
2.618 |
4,393.75 |
1.618 |
4,356.25 |
1.000 |
4,333.00 |
0.618 |
4,318.75 |
HIGH |
4,295.50 |
0.618 |
4,281.25 |
0.500 |
4,276.75 |
0.382 |
4,272.25 |
LOW |
4,258.00 |
0.618 |
4,234.75 |
1.000 |
4,220.50 |
1.618 |
4,197.25 |
2.618 |
4,159.75 |
4.250 |
4,098.50 |
|
|
Fisher Pivots for day following 18-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,283.25 |
4,291.25 |
PP |
4,280.00 |
4,289.75 |
S1 |
4,276.75 |
4,288.00 |
|