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 |
1,807.9 |
1,805.2 |
-2.7 |
-0.1% |
1,790.3 |
High |
1,814.9 |
1,819.1 |
4.2 |
0.2% |
1,824.6 |
Low |
1,798.6 |
1,799.6 |
1.0 |
0.1% |
1,786.9 |
Close |
1,807.2 |
1,815.5 |
8.3 |
0.5% |
1,815.5 |
Range |
16.3 |
19.5 |
3.2 |
19.6% |
37.7 |
ATR |
24.3 |
23.9 |
-0.3 |
-1.4% |
0.0 |
Volume |
121,259 |
118,649 |
-2,610 |
-2.2% |
618,693 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.9 |
1,862.2 |
1,826.2 |
|
R3 |
1,850.4 |
1,842.7 |
1,820.9 |
|
R2 |
1,830.9 |
1,830.9 |
1,819.1 |
|
R1 |
1,823.2 |
1,823.2 |
1,817.3 |
1,827.1 |
PP |
1,811.4 |
1,811.4 |
1,811.4 |
1,813.3 |
S1 |
1,803.7 |
1,803.7 |
1,813.7 |
1,807.6 |
S2 |
1,791.9 |
1,791.9 |
1,811.9 |
|
S3 |
1,772.4 |
1,784.2 |
1,810.1 |
|
S4 |
1,752.9 |
1,764.7 |
1,804.8 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.1 |
1,906.5 |
1,836.2 |
|
R3 |
1,884.4 |
1,868.8 |
1,825.9 |
|
R2 |
1,846.7 |
1,846.7 |
1,822.4 |
|
R1 |
1,831.1 |
1,831.1 |
1,819.0 |
1,838.9 |
PP |
1,809.0 |
1,809.0 |
1,809.0 |
1,812.9 |
S1 |
1,793.4 |
1,793.4 |
1,812.0 |
1,801.2 |
S2 |
1,771.3 |
1,771.3 |
1,808.6 |
|
S3 |
1,733.6 |
1,755.7 |
1,805.1 |
|
S4 |
1,695.9 |
1,718.0 |
1,794.8 |
|
|
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 |
1,786.9 |
37.7 |
2.1% |
18.8 |
1.0% |
76% |
False |
False |
123,738 |
10 |
1,824.6 |
1,770.0 |
54.6 |
3.0% |
22.5 |
1.2% |
83% |
False |
False |
140,052 |
20 |
1,824.6 |
1,696.1 |
128.5 |
7.1% |
22.7 |
1.2% |
93% |
False |
False |
112,772 |
40 |
1,880.0 |
1,696.1 |
183.9 |
10.1% |
24.3 |
1.3% |
65% |
False |
False |
73,517 |
60 |
1,900.8 |
1,696.1 |
204.7 |
11.3% |
24.8 |
1.4% |
58% |
False |
False |
50,816 |
80 |
1,982.2 |
1,696.1 |
286.1 |
15.8% |
25.9 |
1.4% |
42% |
False |
False |
38,689 |
100 |
2,024.3 |
1,696.1 |
328.2 |
18.1% |
26.0 |
1.4% |
36% |
False |
False |
31,353 |
120 |
2,091.4 |
1,696.1 |
395.3 |
21.8% |
28.5 |
1.6% |
30% |
False |
False |
26,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.0 |
2.618 |
1,870.2 |
1.618 |
1,850.7 |
1.000 |
1,838.6 |
0.618 |
1,831.2 |
HIGH |
1,819.1 |
0.618 |
1,811.7 |
0.500 |
1,809.4 |
0.382 |
1,807.0 |
LOW |
1,799.6 |
0.618 |
1,787.5 |
1.000 |
1,780.1 |
1.618 |
1,768.0 |
2.618 |
1,748.5 |
4.250 |
1,716.7 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
1,813.5 |
1,814.2 |
PP |
1,811.4 |
1,812.9 |
S1 |
1,809.4 |
1,811.6 |
|