Trading Metrics calculated at close of trading on 22-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,287.00 |
4,221.00 |
-66.00 |
-1.5% |
4,277.00 |
High |
4,288.00 |
4,221.50 |
-66.50 |
-1.6% |
4,327.50 |
Low |
4,220.75 |
4,131.50 |
-89.25 |
-2.1% |
4,220.75 |
Close |
4,231.50 |
4,141.25 |
-90.25 |
-2.1% |
4,231.50 |
Range |
67.25 |
90.00 |
22.75 |
33.8% |
106.75 |
ATR |
68.40 |
70.65 |
2.26 |
3.3% |
0.00 |
Volume |
1,701,251 |
1,724,203 |
22,952 |
1.3% |
7,386,757 |
|
Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,434.75 |
4,378.00 |
4,190.75 |
|
R3 |
4,344.75 |
4,288.00 |
4,166.00 |
|
R2 |
4,254.75 |
4,254.75 |
4,157.75 |
|
R1 |
4,198.00 |
4,198.00 |
4,149.50 |
4,181.50 |
PP |
4,164.75 |
4,164.75 |
4,164.75 |
4,156.50 |
S1 |
4,108.00 |
4,108.00 |
4,133.00 |
4,091.50 |
S2 |
4,074.75 |
4,074.75 |
4,124.75 |
|
S3 |
3,984.75 |
4,018.00 |
4,116.50 |
|
S4 |
3,894.75 |
3,928.00 |
4,091.75 |
|
|
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 |
4,131.50 |
196.00 |
4.7% |
60.75 |
1.5% |
5% |
False |
True |
1,558,743 |
10 |
4,327.50 |
4,113.00 |
214.50 |
5.2% |
63.25 |
1.5% |
13% |
False |
False |
1,491,728 |
20 |
4,327.50 |
3,913.25 |
414.25 |
10.0% |
66.25 |
1.6% |
55% |
False |
False |
1,602,531 |
40 |
4,327.50 |
3,723.75 |
603.75 |
14.6% |
72.50 |
1.8% |
69% |
False |
False |
1,657,055 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.6% |
84.50 |
2.0% |
73% |
False |
False |
1,468,856 |
80 |
4,327.50 |
3,639.00 |
688.50 |
16.6% |
92.50 |
2.2% |
73% |
False |
False |
1,102,994 |
100 |
4,630.75 |
3,639.00 |
991.75 |
23.9% |
90.50 |
2.2% |
51% |
False |
False |
882,865 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.0% |
91.25 |
2.2% |
50% |
False |
False |
735,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,604.00 |
2.618 |
4,457.00 |
1.618 |
4,367.00 |
1.000 |
4,311.50 |
0.618 |
4,277.00 |
HIGH |
4,221.50 |
0.618 |
4,187.00 |
0.500 |
4,176.50 |
0.382 |
4,166.00 |
LOW |
4,131.50 |
0.618 |
4,076.00 |
1.000 |
4,041.50 |
1.618 |
3,986.00 |
2.618 |
3,896.00 |
4.250 |
3,749.00 |
|
|
Fisher Pivots for day following 22-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,176.50 |
4,213.50 |
PP |
4,164.75 |
4,189.50 |
S1 |
4,153.00 |
4,165.25 |
|