Trading Metrics calculated at close of trading on 25-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,128.25 |
4,148.75 |
20.50 |
0.5% |
4,277.00 |
High |
4,158.50 |
4,202.75 |
44.25 |
1.1% |
4,327.50 |
Low |
4,110.75 |
4,143.00 |
32.25 |
0.8% |
4,220.75 |
Close |
4,142.75 |
4,201.00 |
58.25 |
1.4% |
4,231.50 |
Range |
47.75 |
59.75 |
12.00 |
25.1% |
106.75 |
ATR |
67.23 |
66.72 |
-0.52 |
-0.8% |
0.00 |
Volume |
1,348,612 |
1,635,476 |
286,864 |
21.3% |
7,386,757 |
|
Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,361.50 |
4,341.00 |
4,233.75 |
|
R3 |
4,301.75 |
4,281.25 |
4,217.50 |
|
R2 |
4,242.00 |
4,242.00 |
4,212.00 |
|
R1 |
4,221.50 |
4,221.50 |
4,206.50 |
4,231.75 |
PP |
4,182.25 |
4,182.25 |
4,182.25 |
4,187.50 |
S1 |
4,161.75 |
4,161.75 |
4,195.50 |
4,172.00 |
S2 |
4,122.50 |
4,122.50 |
4,190.00 |
|
S3 |
4,062.75 |
4,102.00 |
4,184.50 |
|
S4 |
4,003.00 |
4,042.25 |
4,168.25 |
|
|
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 |
4,288.00 |
4,110.75 |
177.25 |
4.2% |
61.75 |
1.5% |
51% |
False |
False |
1,597,043 |
10 |
4,327.50 |
4,110.75 |
216.75 |
5.2% |
58.50 |
1.4% |
42% |
False |
False |
1,497,089 |
20 |
4,327.50 |
4,080.50 |
247.00 |
5.9% |
60.25 |
1.4% |
49% |
False |
False |
1,563,316 |
40 |
4,327.50 |
3,723.75 |
603.75 |
14.4% |
70.75 |
1.7% |
79% |
False |
False |
1,645,878 |
60 |
4,327.50 |
3,639.00 |
688.50 |
16.4% |
81.50 |
1.9% |
82% |
False |
False |
1,544,223 |
80 |
4,327.50 |
3,639.00 |
688.50 |
16.4% |
89.50 |
2.1% |
82% |
False |
False |
1,159,875 |
100 |
4,591.50 |
3,639.00 |
952.50 |
22.7% |
90.25 |
2.1% |
59% |
False |
False |
928,399 |
120 |
4,634.00 |
3,639.00 |
995.00 |
23.7% |
90.25 |
2.1% |
56% |
False |
False |
773,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,456.75 |
2.618 |
4,359.25 |
1.618 |
4,299.50 |
1.000 |
4,262.50 |
0.618 |
4,239.75 |
HIGH |
4,202.75 |
0.618 |
4,180.00 |
0.500 |
4,173.00 |
0.382 |
4,165.75 |
LOW |
4,143.00 |
0.618 |
4,106.00 |
1.000 |
4,083.25 |
1.618 |
4,046.25 |
2.618 |
3,986.50 |
4.250 |
3,889.00 |
|
|
Fisher Pivots for day following 25-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,191.50 |
4,186.25 |
PP |
4,182.25 |
4,171.50 |
S1 |
4,173.00 |
4,156.75 |
|