Trading Metrics calculated at close of trading on 19-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,279.50 |
4,287.00 |
7.50 |
0.2% |
4,277.00 |
High |
4,295.50 |
4,288.00 |
-7.50 |
-0.2% |
4,327.50 |
Low |
4,258.00 |
4,220.75 |
-37.25 |
-0.9% |
4,220.75 |
Close |
4,286.50 |
4,231.50 |
-55.00 |
-1.3% |
4,231.50 |
Range |
37.50 |
67.25 |
29.75 |
79.3% |
106.75 |
ATR |
68.48 |
68.40 |
-0.09 |
-0.1% |
0.00 |
Volume |
1,366,220 |
1,701,251 |
335,031 |
24.5% |
7,386,757 |
|
Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,448.50 |
4,407.25 |
4,268.50 |
|
R3 |
4,381.25 |
4,340.00 |
4,250.00 |
|
R2 |
4,314.00 |
4,314.00 |
4,243.75 |
|
R1 |
4,272.75 |
4,272.75 |
4,237.75 |
4,259.75 |
PP |
4,246.75 |
4,246.75 |
4,246.75 |
4,240.25 |
S1 |
4,205.50 |
4,205.50 |
4,225.25 |
4,192.50 |
S2 |
4,179.50 |
4,179.50 |
4,219.25 |
|
S3 |
4,112.25 |
4,138.25 |
4,213.00 |
|
S4 |
4,045.00 |
4,071.00 |
4,194.50 |
|
|
Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,580.25 |
4,512.50 |
4,290.25 |
|
R3 |
4,473.50 |
4,405.75 |
4,260.75 |
|
R2 |
4,366.75 |
4,366.75 |
4,251.00 |
|
R1 |
4,299.00 |
4,299.00 |
4,241.25 |
4,279.50 |
PP |
4,260.00 |
4,260.00 |
4,260.00 |
4,250.00 |
S1 |
4,192.25 |
4,192.25 |
4,221.75 |
4,172.75 |
S2 |
4,153.25 |
4,153.25 |
4,212.00 |
|
S3 |
4,046.50 |
4,085.50 |
4,202.25 |
|
S4 |
3,939.75 |
3,978.75 |
4,172.75 |
|
|
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 |
4,220.75 |
106.75 |
2.5% |
53.75 |
1.3% |
10% |
False |
True |
1,477,351 |
10 |
4,327.50 |
4,113.00 |
214.50 |
5.1% |
60.25 |
1.4% |
55% |
False |
False |
1,472,953 |
20 |
4,327.50 |
3,913.25 |
414.25 |
9.8% |
64.00 |
1.5% |
77% |
False |
False |
1,590,995 |
40 |
4,327.50 |
3,723.75 |
603.75 |
14.3% |
73.75 |
1.7% |
84% |
False |
False |
1,653,028 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.3% |
84.50 |
2.0% |
86% |
False |
False |
1,440,254 |
80 |
4,327.50 |
3,639.00 |
688.50 |
16.3% |
92.50 |
2.2% |
86% |
False |
False |
1,081,479 |
100 |
4,634.00 |
3,639.00 |
995.00 |
23.5% |
90.25 |
2.1% |
60% |
False |
False |
865,652 |
120 |
4,634.00 |
3,639.00 |
995.00 |
23.5% |
91.50 |
2.2% |
60% |
False |
False |
721,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,573.75 |
2.618 |
4,464.00 |
1.618 |
4,396.75 |
1.000 |
4,355.25 |
0.618 |
4,329.50 |
HIGH |
4,288.00 |
0.618 |
4,262.25 |
0.500 |
4,254.50 |
0.382 |
4,246.50 |
LOW |
4,220.75 |
0.618 |
4,179.25 |
1.000 |
4,153.50 |
1.618 |
4,112.00 |
2.618 |
4,044.75 |
4.250 |
3,935.00 |
|
|
Fisher Pivots for day following 19-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,254.50 |
4,268.00 |
PP |
4,246.75 |
4,255.75 |
S1 |
4,239.00 |
4,243.50 |
|