Trading Metrics calculated at close of trading on 11-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,521.0 |
13,730.0 |
209.0 |
1.5% |
13,478.0 |
High |
13,722.0 |
13,797.0 |
75.0 |
0.5% |
13,790.0 |
Low |
13,447.0 |
13,626.0 |
179.0 |
1.3% |
13,324.0 |
Close |
13,708.0 |
13,684.0 |
-24.0 |
-0.2% |
13,556.0 |
Range |
275.0 |
171.0 |
-104.0 |
-37.8% |
466.0 |
ATR |
246.4 |
241.0 |
-5.4 |
-2.2% |
0.0 |
Volume |
50,767 |
47,852 |
-2,915 |
-5.7% |
240,936 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,215.3 |
14,120.7 |
13,778.1 |
|
R3 |
14,044.3 |
13,949.7 |
13,731.0 |
|
R2 |
13,873.3 |
13,873.3 |
13,715.4 |
|
R1 |
13,778.7 |
13,778.7 |
13,699.7 |
13,740.5 |
PP |
13,702.3 |
13,702.3 |
13,702.3 |
13,683.3 |
S1 |
13,607.7 |
13,607.7 |
13,668.3 |
13,569.5 |
S2 |
13,531.3 |
13,531.3 |
13,652.7 |
|
S3 |
13,360.3 |
13,436.7 |
13,637.0 |
|
S4 |
13,189.3 |
13,265.7 |
13,590.0 |
|
|
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 |
13,797.0 |
13,447.0 |
350.0 |
2.6% |
181.0 |
1.3% |
68% |
True |
False |
46,132 |
10 |
13,797.0 |
13,324.0 |
473.0 |
3.5% |
189.5 |
1.4% |
76% |
True |
False |
48,176 |
20 |
13,797.0 |
12,517.0 |
1,280.0 |
9.4% |
233.0 |
1.7% |
91% |
True |
False |
54,547 |
40 |
13,797.0 |
12,367.0 |
1,430.0 |
10.5% |
270.9 |
2.0% |
92% |
True |
False |
60,334 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
16.8% |
258.5 |
1.9% |
57% |
False |
False |
42,477 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
16.8% |
246.0 |
1.8% |
57% |
False |
False |
31,863 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.7% |
235.8 |
1.7% |
52% |
False |
False |
25,495 |
120 |
14,921.0 |
12,367.0 |
2,554.0 |
18.7% |
238.7 |
1.7% |
52% |
False |
False |
21,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,523.8 |
2.618 |
14,244.7 |
1.618 |
14,073.7 |
1.000 |
13,968.0 |
0.618 |
13,902.7 |
HIGH |
13,797.0 |
0.618 |
13,731.7 |
0.500 |
13,711.5 |
0.382 |
13,691.3 |
LOW |
13,626.0 |
0.618 |
13,520.3 |
1.000 |
13,455.0 |
1.618 |
13,349.3 |
2.618 |
13,178.3 |
4.250 |
12,899.3 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,711.5 |
13,663.3 |
PP |
13,702.3 |
13,642.7 |
S1 |
13,693.2 |
13,622.0 |
|