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 |
7,448.5 |
7,479.5 |
31.0 |
0.4% |
7,385.5 |
High |
7,487.0 |
7,505.0 |
18.0 |
0.2% |
7,450.5 |
Low |
7,421.0 |
7,437.5 |
16.5 |
0.2% |
7,319.0 |
Close |
7,476.0 |
7,452.5 |
-23.5 |
-0.3% |
7,394.0 |
Range |
66.0 |
67.5 |
1.5 |
2.3% |
131.5 |
ATR |
93.6 |
91.7 |
-1.9 |
-2.0% |
0.0 |
Volume |
95,878 |
90,209 |
-5,669 |
-5.9% |
414,398 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,667.5 |
7,627.5 |
7,489.5 |
|
R3 |
7,600.0 |
7,560.0 |
7,471.0 |
|
R2 |
7,532.5 |
7,532.5 |
7,465.0 |
|
R1 |
7,492.5 |
7,492.5 |
7,458.5 |
7,479.0 |
PP |
7,465.0 |
7,465.0 |
7,465.0 |
7,458.0 |
S1 |
7,425.0 |
7,425.0 |
7,446.5 |
7,411.0 |
S2 |
7,397.5 |
7,397.5 |
7,440.0 |
|
S3 |
7,330.0 |
7,357.5 |
7,434.0 |
|
S4 |
7,262.5 |
7,290.0 |
7,415.5 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,782.5 |
7,719.5 |
7,466.5 |
|
R3 |
7,651.0 |
7,588.0 |
7,430.0 |
|
R2 |
7,519.5 |
7,519.5 |
7,418.0 |
|
R1 |
7,456.5 |
7,456.5 |
7,406.0 |
7,488.0 |
PP |
7,388.0 |
7,388.0 |
7,388.0 |
7,403.5 |
S1 |
7,325.0 |
7,325.0 |
7,382.0 |
7,356.5 |
S2 |
7,256.5 |
7,256.5 |
7,370.0 |
|
S3 |
7,125.0 |
7,193.5 |
7,358.0 |
|
S4 |
6,993.5 |
7,062.0 |
7,321.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,505.0 |
7,374.5 |
130.5 |
1.8% |
58.0 |
0.8% |
60% |
True |
False |
79,377 |
10 |
7,505.0 |
7,303.0 |
202.0 |
2.7% |
70.0 |
0.9% |
74% |
True |
False |
84,411 |
20 |
7,505.0 |
6,986.5 |
518.5 |
7.0% |
86.5 |
1.2% |
90% |
True |
False |
86,287 |
40 |
7,505.0 |
6,910.5 |
594.5 |
8.0% |
109.5 |
1.5% |
91% |
True |
False |
93,885 |
60 |
7,590.0 |
6,910.5 |
679.5 |
9.1% |
105.5 |
1.4% |
80% |
False |
False |
80,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,792.0 |
2.618 |
7,681.5 |
1.618 |
7,614.0 |
1.000 |
7,572.5 |
0.618 |
7,546.5 |
HIGH |
7,505.0 |
0.618 |
7,479.0 |
0.500 |
7,471.0 |
0.382 |
7,463.5 |
LOW |
7,437.5 |
0.618 |
7,396.0 |
1.000 |
7,370.0 |
1.618 |
7,328.5 |
2.618 |
7,261.0 |
4.250 |
7,150.5 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
7,471.0 |
7,463.0 |
PP |
7,465.0 |
7,459.5 |
S1 |
7,459.0 |
7,456.0 |
|