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 |
1,811.5 |
1,807.9 |
-3.6 |
-0.2% |
1,782.5 |
High |
1,824.6 |
1,814.9 |
-9.7 |
-0.5% |
1,812.0 |
Low |
1,803.3 |
1,798.6 |
-4.7 |
-0.3% |
1,770.0 |
Close |
1,813.7 |
1,807.2 |
-6.5 |
-0.4% |
1,791.2 |
Range |
21.3 |
16.3 |
-5.0 |
-23.5% |
42.0 |
ATR |
24.9 |
24.3 |
-0.6 |
-2.5% |
0.0 |
Volume |
154,592 |
121,259 |
-33,333 |
-21.6% |
781,834 |
|
Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,855.8 |
1,847.8 |
1,816.2 |
|
R3 |
1,839.5 |
1,831.5 |
1,811.7 |
|
R2 |
1,823.2 |
1,823.2 |
1,810.2 |
|
R1 |
1,815.2 |
1,815.2 |
1,808.7 |
1,811.1 |
PP |
1,806.9 |
1,806.9 |
1,806.9 |
1,804.8 |
S1 |
1,798.9 |
1,798.9 |
1,805.7 |
1,794.8 |
S2 |
1,790.6 |
1,790.6 |
1,804.2 |
|
S3 |
1,774.3 |
1,782.6 |
1,802.7 |
|
S4 |
1,758.0 |
1,766.3 |
1,798.2 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.1 |
1,896.1 |
1,814.3 |
|
R3 |
1,875.1 |
1,854.1 |
1,802.8 |
|
R2 |
1,833.1 |
1,833.1 |
1,798.9 |
|
R1 |
1,812.1 |
1,812.1 |
1,795.1 |
1,822.6 |
PP |
1,791.1 |
1,791.1 |
1,791.1 |
1,796.3 |
S1 |
1,770.1 |
1,770.1 |
1,787.4 |
1,780.6 |
S2 |
1,749.1 |
1,749.1 |
1,783.5 |
|
S3 |
1,707.1 |
1,728.1 |
1,779.7 |
|
S4 |
1,665.1 |
1,686.1 |
1,768.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,824.6 |
1,780.2 |
44.4 |
2.5% |
21.2 |
1.2% |
61% |
False |
False |
133,789 |
10 |
1,824.6 |
1,768.4 |
56.2 |
3.1% |
22.2 |
1.2% |
69% |
False |
False |
142,254 |
20 |
1,824.6 |
1,696.1 |
128.5 |
7.1% |
22.6 |
1.3% |
86% |
False |
False |
107,981 |
40 |
1,880.0 |
1,696.1 |
183.9 |
10.2% |
24.8 |
1.4% |
60% |
False |
False |
70,716 |
60 |
1,900.8 |
1,696.1 |
204.7 |
11.3% |
24.8 |
1.4% |
54% |
False |
False |
48,864 |
80 |
2,006.7 |
1,696.1 |
310.6 |
17.2% |
26.1 |
1.4% |
36% |
False |
False |
37,232 |
100 |
2,024.3 |
1,696.1 |
328.2 |
18.2% |
26.0 |
1.4% |
34% |
False |
False |
30,182 |
120 |
2,091.4 |
1,696.1 |
395.3 |
21.9% |
28.5 |
1.6% |
28% |
False |
False |
25,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.2 |
2.618 |
1,857.6 |
1.618 |
1,841.3 |
1.000 |
1,831.2 |
0.618 |
1,825.0 |
HIGH |
1,814.9 |
0.618 |
1,808.7 |
0.500 |
1,806.8 |
0.382 |
1,804.8 |
LOW |
1,798.6 |
0.618 |
1,788.5 |
1.000 |
1,782.3 |
1.618 |
1,772.2 |
2.618 |
1,755.9 |
4.250 |
1,729.3 |
|
|
Fisher Pivots for day following 11-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,807.1 |
1,811.6 |
PP |
1,806.9 |
1,810.1 |
S1 |
1,806.8 |
1,808.7 |
|