Trading Metrics calculated at close of trading on 12-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
13,730.0 |
13,655.0 |
-75.0 |
-0.5% |
13,605.0 |
High |
13,797.0 |
13,882.0 |
85.0 |
0.6% |
13,882.0 |
Low |
13,626.0 |
13,650.0 |
24.0 |
0.2% |
13,447.0 |
Close |
13,684.0 |
13,804.0 |
120.0 |
0.9% |
13,804.0 |
Range |
171.0 |
232.0 |
61.0 |
35.7% |
435.0 |
ATR |
241.0 |
240.4 |
-0.6 |
-0.3% |
0.0 |
Volume |
47,852 |
45,889 |
-1,963 |
-4.1% |
232,283 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,474.7 |
14,371.3 |
13,931.6 |
|
R3 |
14,242.7 |
14,139.3 |
13,867.8 |
|
R2 |
14,010.7 |
14,010.7 |
13,846.5 |
|
R1 |
13,907.3 |
13,907.3 |
13,825.3 |
13,959.0 |
PP |
13,778.7 |
13,778.7 |
13,778.7 |
13,804.5 |
S1 |
13,675.3 |
13,675.3 |
13,782.7 |
13,727.0 |
S2 |
13,546.7 |
13,546.7 |
13,761.5 |
|
S3 |
13,314.7 |
13,443.3 |
13,740.2 |
|
S4 |
13,082.7 |
13,211.3 |
13,676.4 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,016.0 |
14,845.0 |
14,043.3 |
|
R3 |
14,581.0 |
14,410.0 |
13,923.6 |
|
R2 |
14,146.0 |
14,146.0 |
13,883.8 |
|
R1 |
13,975.0 |
13,975.0 |
13,843.9 |
14,060.5 |
PP |
13,711.0 |
13,711.0 |
13,711.0 |
13,753.8 |
S1 |
13,540.0 |
13,540.0 |
13,764.1 |
13,625.5 |
S2 |
13,276.0 |
13,276.0 |
13,724.3 |
|
S3 |
12,841.0 |
13,105.0 |
13,684.4 |
|
S4 |
12,406.0 |
12,670.0 |
13,564.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,882.0 |
13,447.0 |
435.0 |
3.2% |
199.8 |
1.4% |
82% |
True |
False |
46,456 |
10 |
13,882.0 |
13,324.0 |
558.0 |
4.0% |
191.4 |
1.4% |
86% |
True |
False |
47,321 |
20 |
13,882.0 |
12,810.0 |
1,072.0 |
7.8% |
227.1 |
1.6% |
93% |
True |
False |
53,540 |
40 |
13,882.0 |
12,367.0 |
1,515.0 |
11.0% |
258.5 |
1.9% |
95% |
True |
False |
60,073 |
60 |
14,670.0 |
12,367.0 |
2,303.0 |
16.7% |
259.1 |
1.9% |
62% |
False |
False |
43,242 |
80 |
14,670.0 |
12,367.0 |
2,303.0 |
16.7% |
246.3 |
1.8% |
62% |
False |
False |
32,436 |
100 |
14,921.0 |
12,367.0 |
2,554.0 |
18.5% |
236.8 |
1.7% |
56% |
False |
False |
25,954 |
120 |
14,921.0 |
12,367.0 |
2,554.0 |
18.5% |
239.7 |
1.7% |
56% |
False |
False |
21,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,868.0 |
2.618 |
14,489.4 |
1.618 |
14,257.4 |
1.000 |
14,114.0 |
0.618 |
14,025.4 |
HIGH |
13,882.0 |
0.618 |
13,793.4 |
0.500 |
13,766.0 |
0.382 |
13,738.6 |
LOW |
13,650.0 |
0.618 |
13,506.6 |
1.000 |
13,418.0 |
1.618 |
13,274.6 |
2.618 |
13,042.6 |
4.250 |
12,664.0 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
13,791.3 |
13,757.5 |
PP |
13,778.7 |
13,711.0 |
S1 |
13,766.0 |
13,664.5 |
|