| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
13,678.0 |
13,521.0 |
-157.0 |
-1.1% |
13,478.0 |
| High |
13,680.0 |
13,722.0 |
42.0 |
0.3% |
13,790.0 |
| Low |
13,505.0 |
13,447.0 |
-58.0 |
-0.4% |
13,324.0 |
| Close |
13,544.0 |
13,708.0 |
164.0 |
1.2% |
13,556.0 |
| Range |
175.0 |
275.0 |
100.0 |
57.1% |
466.0 |
| ATR |
244.2 |
246.4 |
2.2 |
0.9% |
0.0 |
| Volume |
42,441 |
50,767 |
8,326 |
19.6% |
240,936 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,450.7 |
14,354.3 |
13,859.3 |
|
| R3 |
14,175.7 |
14,079.3 |
13,783.6 |
|
| R2 |
13,900.7 |
13,900.7 |
13,758.4 |
|
| R1 |
13,804.3 |
13,804.3 |
13,733.2 |
13,852.5 |
| PP |
13,625.7 |
13,625.7 |
13,625.7 |
13,649.8 |
| S1 |
13,529.3 |
13,529.3 |
13,682.8 |
13,577.5 |
| S2 |
13,350.7 |
13,350.7 |
13,657.6 |
|
| S3 |
13,075.7 |
13,254.3 |
13,632.4 |
|
| S4 |
12,800.7 |
12,979.3 |
13,556.8 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,954.7 |
14,721.3 |
13,812.3 |
|
| R3 |
14,488.7 |
14,255.3 |
13,684.2 |
|
| R2 |
14,022.7 |
14,022.7 |
13,641.4 |
|
| R1 |
13,789.3 |
13,789.3 |
13,598.7 |
13,906.0 |
| PP |
13,556.7 |
13,556.7 |
13,556.7 |
13,615.0 |
| S1 |
13,323.3 |
13,323.3 |
13,513.3 |
13,440.0 |
| S2 |
13,090.7 |
13,090.7 |
13,470.6 |
|
| S3 |
12,624.7 |
12,857.3 |
13,427.9 |
|
| S4 |
12,158.7 |
12,391.3 |
13,299.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,790.0 |
13,447.0 |
343.0 |
2.5% |
183.8 |
1.3% |
76% |
False |
True |
46,888 |
| 10 |
13,790.0 |
13,084.0 |
706.0 |
5.2% |
199.0 |
1.5% |
88% |
False |
False |
49,084 |
| 20 |
13,790.0 |
12,418.0 |
1,372.0 |
10.0% |
243.4 |
1.8% |
94% |
False |
False |
56,107 |
| 40 |
13,790.0 |
12,367.0 |
1,423.0 |
10.4% |
274.4 |
2.0% |
94% |
False |
False |
60,198 |
| 60 |
14,670.0 |
12,367.0 |
2,303.0 |
16.8% |
258.2 |
1.9% |
58% |
False |
False |
41,680 |
| 80 |
14,670.0 |
12,367.0 |
2,303.0 |
16.8% |
246.1 |
1.8% |
58% |
False |
False |
31,265 |
| 100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.6% |
236.8 |
1.7% |
53% |
False |
False |
25,017 |
| 120 |
15,040.0 |
12,367.0 |
2,673.0 |
19.5% |
237.3 |
1.7% |
50% |
False |
False |
20,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,890.8 |
|
2.618 |
14,442.0 |
|
1.618 |
14,167.0 |
|
1.000 |
13,997.0 |
|
0.618 |
13,892.0 |
|
HIGH |
13,722.0 |
|
0.618 |
13,617.0 |
|
0.500 |
13,584.5 |
|
0.382 |
13,552.1 |
|
LOW |
13,447.0 |
|
0.618 |
13,277.1 |
|
1.000 |
13,172.0 |
|
1.618 |
13,002.1 |
|
2.618 |
12,727.1 |
|
4.250 |
12,278.3 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,666.8 |
13,670.2 |
| PP |
13,625.7 |
13,632.3 |
| S1 |
13,584.5 |
13,594.5 |
|