Trading Metrics calculated at close of trading on 26-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
4,148.75 |
4,198.25 |
49.50 |
1.2% |
4,221.00 |
High |
4,202.75 |
4,217.25 |
14.50 |
0.3% |
4,221.50 |
Low |
4,143.00 |
4,042.75 |
-100.25 |
-2.4% |
4,042.75 |
Close |
4,201.00 |
4,059.50 |
-141.50 |
-3.4% |
4,059.50 |
Range |
59.75 |
174.50 |
114.75 |
192.1% |
178.75 |
ATR |
66.72 |
74.42 |
7.70 |
11.5% |
0.00 |
Volume |
1,635,476 |
2,241,117 |
605,641 |
37.0% |
8,525,082 |
|
Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,630.00 |
4,519.25 |
4,155.50 |
|
R3 |
4,455.50 |
4,344.75 |
4,107.50 |
|
R2 |
4,281.00 |
4,281.00 |
4,091.50 |
|
R1 |
4,170.25 |
4,170.25 |
4,075.50 |
4,138.50 |
PP |
4,106.50 |
4,106.50 |
4,106.50 |
4,090.50 |
S1 |
3,995.75 |
3,995.75 |
4,043.50 |
3,964.00 |
S2 |
3,932.00 |
3,932.00 |
4,027.50 |
|
S3 |
3,757.50 |
3,821.25 |
4,011.50 |
|
S4 |
3,583.00 |
3,646.75 |
3,963.50 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,644.25 |
4,530.50 |
4,157.75 |
|
R3 |
4,465.50 |
4,351.75 |
4,108.75 |
|
R2 |
4,286.75 |
4,286.75 |
4,092.25 |
|
R1 |
4,173.00 |
4,173.00 |
4,076.00 |
4,140.50 |
PP |
4,108.00 |
4,108.00 |
4,108.00 |
4,091.50 |
S1 |
3,994.25 |
3,994.25 |
4,043.00 |
3,961.75 |
S2 |
3,929.25 |
3,929.25 |
4,026.75 |
|
S3 |
3,750.50 |
3,815.50 |
4,010.25 |
|
S4 |
3,571.75 |
3,636.75 |
3,961.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,221.50 |
4,042.75 |
178.75 |
4.4% |
83.25 |
2.0% |
9% |
False |
True |
1,705,016 |
10 |
4,327.50 |
4,042.75 |
284.75 |
7.0% |
68.50 |
1.7% |
6% |
False |
True |
1,591,183 |
20 |
4,327.50 |
4,042.75 |
284.75 |
7.0% |
65.75 |
1.6% |
6% |
False |
True |
1,579,392 |
40 |
4,327.50 |
3,723.75 |
603.75 |
14.9% |
73.00 |
1.8% |
56% |
False |
False |
1,642,047 |
60 |
4,327.50 |
3,639.00 |
688.50 |
17.0% |
82.75 |
2.0% |
61% |
False |
False |
1,581,273 |
80 |
4,327.50 |
3,639.00 |
688.50 |
17.0% |
90.75 |
2.2% |
61% |
False |
False |
1,187,861 |
100 |
4,591.50 |
3,639.00 |
952.50 |
23.5% |
91.50 |
2.3% |
44% |
False |
False |
950,801 |
120 |
4,634.00 |
3,639.00 |
995.00 |
24.5% |
90.50 |
2.2% |
42% |
False |
False |
792,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,959.00 |
2.618 |
4,674.00 |
1.618 |
4,499.50 |
1.000 |
4,391.75 |
0.618 |
4,325.00 |
HIGH |
4,217.25 |
0.618 |
4,150.50 |
0.500 |
4,130.00 |
0.382 |
4,109.50 |
LOW |
4,042.75 |
0.618 |
3,935.00 |
1.000 |
3,868.25 |
1.618 |
3,760.50 |
2.618 |
3,586.00 |
4.250 |
3,301.00 |
|
|
Fisher Pivots for day following 26-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
4,130.00 |
4,130.00 |
PP |
4,106.50 |
4,106.50 |
S1 |
4,083.00 |
4,083.00 |
|