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 |
7,479.5 |
7,454.0 |
-25.5 |
-0.3% |
7,401.0 |
High |
7,505.0 |
7,527.0 |
22.0 |
0.3% |
7,527.0 |
Low |
7,437.5 |
7,443.5 |
6.0 |
0.1% |
7,401.0 |
Close |
7,452.5 |
7,484.0 |
31.5 |
0.4% |
7,484.0 |
Range |
67.5 |
83.5 |
16.0 |
23.7% |
126.0 |
ATR |
91.7 |
91.1 |
-0.6 |
-0.6% |
0.0 |
Volume |
90,209 |
75,617 |
-14,592 |
-16.2% |
398,756 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,735.5 |
7,693.0 |
7,530.0 |
|
R3 |
7,652.0 |
7,609.5 |
7,507.0 |
|
R2 |
7,568.5 |
7,568.5 |
7,499.5 |
|
R1 |
7,526.0 |
7,526.0 |
7,491.5 |
7,547.0 |
PP |
7,485.0 |
7,485.0 |
7,485.0 |
7,495.5 |
S1 |
7,442.5 |
7,442.5 |
7,476.5 |
7,464.0 |
S2 |
7,401.5 |
7,401.5 |
7,468.5 |
|
S3 |
7,318.0 |
7,359.0 |
7,461.0 |
|
S4 |
7,234.5 |
7,275.5 |
7,438.0 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,848.5 |
7,792.5 |
7,553.5 |
|
R3 |
7,722.5 |
7,666.5 |
7,518.5 |
|
R2 |
7,596.5 |
7,596.5 |
7,507.0 |
|
R1 |
7,540.5 |
7,540.5 |
7,495.5 |
7,568.5 |
PP |
7,470.5 |
7,470.5 |
7,470.5 |
7,485.0 |
S1 |
7,414.5 |
7,414.5 |
7,472.5 |
7,442.5 |
S2 |
7,344.5 |
7,344.5 |
7,461.0 |
|
S3 |
7,218.5 |
7,288.5 |
7,449.5 |
|
S4 |
7,092.5 |
7,162.5 |
7,414.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,527.0 |
7,401.0 |
126.0 |
1.7% |
64.0 |
0.9% |
66% |
True |
False |
79,751 |
10 |
7,527.0 |
7,319.0 |
208.0 |
2.8% |
68.5 |
0.9% |
79% |
True |
False |
81,315 |
20 |
7,527.0 |
7,108.0 |
419.0 |
5.6% |
84.0 |
1.1% |
90% |
True |
False |
84,323 |
40 |
7,527.0 |
6,910.5 |
616.5 |
8.2% |
108.0 |
1.4% |
93% |
True |
False |
91,362 |
60 |
7,590.0 |
6,910.5 |
679.5 |
9.1% |
104.5 |
1.4% |
84% |
False |
False |
81,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,882.0 |
2.618 |
7,745.5 |
1.618 |
7,662.0 |
1.000 |
7,610.5 |
0.618 |
7,578.5 |
HIGH |
7,527.0 |
0.618 |
7,495.0 |
0.500 |
7,485.0 |
0.382 |
7,475.5 |
LOW |
7,443.5 |
0.618 |
7,392.0 |
1.000 |
7,360.0 |
1.618 |
7,308.5 |
2.618 |
7,225.0 |
4.250 |
7,088.5 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
7,485.0 |
7,480.5 |
PP |
7,485.0 |
7,477.5 |
S1 |
7,484.5 |
7,474.0 |
|