Trading Metrics calculated at close of trading on 23-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,221.00 |
4,147.00 |
-74.00 |
-1.8% |
4,277.00 |
High |
4,221.50 |
4,161.75 |
-59.75 |
-1.4% |
4,327.50 |
Low |
4,131.50 |
4,118.00 |
-13.50 |
-0.3% |
4,220.75 |
Close |
4,141.25 |
4,130.50 |
-10.75 |
-0.3% |
4,231.50 |
Range |
90.00 |
43.75 |
-46.25 |
-51.4% |
106.75 |
ATR |
70.65 |
68.73 |
-1.92 |
-2.7% |
0.00 |
Volume |
1,724,203 |
1,575,674 |
-148,529 |
-8.6% |
7,386,757 |
|
Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.00 |
4,243.00 |
4,154.50 |
|
R3 |
4,224.25 |
4,199.25 |
4,142.50 |
|
R2 |
4,180.50 |
4,180.50 |
4,138.50 |
|
R1 |
4,155.50 |
4,155.50 |
4,134.50 |
4,146.00 |
PP |
4,136.75 |
4,136.75 |
4,136.75 |
4,132.00 |
S1 |
4,111.75 |
4,111.75 |
4,126.50 |
4,102.50 |
S2 |
4,093.00 |
4,093.00 |
4,122.50 |
|
S3 |
4,049.25 |
4,068.00 |
4,118.50 |
|
S4 |
4,005.50 |
4,024.25 |
4,106.50 |
|
|
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 |
4,315.00 |
4,118.00 |
197.00 |
4.8% |
59.75 |
1.4% |
6% |
False |
True |
1,601,229 |
10 |
4,327.50 |
4,113.75 |
213.75 |
5.2% |
63.50 |
1.5% |
8% |
False |
False |
1,521,287 |
20 |
4,327.50 |
3,938.75 |
388.75 |
9.4% |
65.75 |
1.6% |
49% |
False |
False |
1,601,857 |
40 |
4,327.50 |
3,723.75 |
603.75 |
14.6% |
72.25 |
1.7% |
67% |
False |
False |
1,659,013 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.7% |
83.50 |
2.0% |
71% |
False |
False |
1,495,040 |
80 |
4,327.50 |
3,639.00 |
688.50 |
16.7% |
91.50 |
2.2% |
71% |
False |
False |
1,122,654 |
100 |
4,617.25 |
3,639.00 |
978.25 |
23.7% |
90.50 |
2.2% |
50% |
False |
False |
898,600 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.1% |
90.75 |
2.2% |
49% |
False |
False |
749,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,347.75 |
2.618 |
4,276.25 |
1.618 |
4,232.50 |
1.000 |
4,205.50 |
0.618 |
4,188.75 |
HIGH |
4,161.75 |
0.618 |
4,145.00 |
0.500 |
4,140.00 |
0.382 |
4,134.75 |
LOW |
4,118.00 |
0.618 |
4,091.00 |
1.000 |
4,074.25 |
1.618 |
4,047.25 |
2.618 |
4,003.50 |
4.250 |
3,932.00 |
|
|
Fisher Pivots for day following 23-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,140.00 |
4,203.00 |
PP |
4,136.75 |
4,178.75 |
S1 |
4,133.50 |
4,154.75 |
|